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Collaborating Authors

 Satyen Kale



Adaptive Methods for Nonconvex Optimization

Neural Information Processing Systems

However, it has been recently demonstrated that such methods can fail to converge even in simple convex optimization settings. In this work, we provide a new analysis of such methods applied to nonconvex stochastic optimization problems, characterizing the effect of increasing minibatch size. Our analysis shows that under this scenario such methods do converge to stationarity up to the statistical limit of variance in the stochastic gradients (scaled by a constant factor). In particular, our result implies that increasing minibatch sizes enables convergence, thus providing a way to circumvent the nonconvergence issues.



Breaking the Glass Ceiling for Embedding-Based Classifiers for Large Output Spaces

Neural Information Processing Systems

In extreme classification settings, embedding-based neural network models are currently not competitive with sparse linear and tree-based methods in terms of accuracy. Most prior works attribute this poor performance to the low-dimensional bottleneck in embedding-based methods. In this paper, we demonstrate that theoretically there is no limitation to using low-dimensional embedding-based methods, and provide experimental evidence that overfitting is the root cause of the poor performance of embedding-based methods. These findings motivate us to investigate novel data augmentation and regularization techniques to mitigate overfitting. To this end, we propose GLaS, a new regularizer for embedding-based neural network approaches. It is a natural generalization from the graph Laplacian and spread-out regularizers, and empirically it addresses the drawback of each regularizer alone when applied to the extreme classification setup. With the proposed techniques, we attain or improve upon the state-of-the-art on most widely tested public extreme classification datasets with hundreds of thousands of labels.


Hardness of Online Sleeping Combinatorial Optimization Problems

Neural Information Processing Systems

We show that several online combinatorial optimization problems that admit efficient no-regret algorithms become computationally hard in the sleeping setting where a subset of actions becomes unavailable in each round. Specifically, we show that the sleeping versions of these problems are at least as hard as PAC learning DNF expressions, a long standing open problem.


Parameter-Free Online Learning via Model Selection

Neural Information Processing Systems

We introduce an efficient algorithmic framework for model selection in online learning, also known as parameter-free online learning. Departing from previous work, which has focused on highly structured function classes such as nested balls in Hilbert space, we propose a generic meta-algorithm framework that achieves online model selection oracle inequalities under minimal structural assumptions. We give the first computationally efficient parameter-free algorithms that work in arbitrary Banach spaces under mild smoothness assumptions; previous results applied only to Hilbert spaces.



Adaptive Methods for Nonconvex Optimization

Neural Information Processing Systems

However, it has been recently demonstrated that such methods can fail to converge even in simple convex optimization settings. In this work, we provide a new analysis of such methods applied to nonconvex stochastic optimization problems, characterizing the effect of increasing minibatch size. Our analysis shows that under this scenario such methods do converge to stationarity up to the statistical limit of variance in the stochastic gradients (scaled by a constant factor). In particular, our result implies that increasing minibatch sizes enables convergence, thus providing a way to circumvent the nonconvergence issues.