fo-maml
Convergence of First-Order Algorithms for Meta-Learning with Moreau Envelopes
Mishchenko, Konstantin, Hanzely, Slavomír, Richtárik, Peter
In this work, we consider the problem of minimizing the sum of Moreau envelopes of given functions, which has previously appeared in the context of meta-learning and personalized federated learning. In contrast to the existing theory that requires running subsolvers until a certain precision is reached, we only assume that a finite number of gradient steps is taken at each iteration. As a special case, our theory allows us to show the convergence of First-Order Model-Agnostic Meta-Learning (FO-MAML) to the vicinity of a solution of Moreau objective. We also study a more general family of first-order algorithms that can be viewed as a generalization of FO-MAML. Our main theoretical achievement is a theoretical improvement upon the inexact SGD framework. In particular, our perturbed-iterate analysis allows for tighter guarantees that improve the dependency on the problem's conditioning. In contrast to the related work on meta-learning, ours does not require any assumptions on the Hessian smoothness, and can leverage smoothness and convexity of the reformulation based on Moreau envelopes. Furthermore, to fill the gaps in the comparison of FO-MAML to the Implicit MAML (iMAML), we show that the objective of iMAML is neither smooth nor convex, implying that it has no convergence guarantees based on the existing theory.
Sign-MAML: Efficient Model-Agnostic Meta-Learning by SignSGD
Fan, Chen, Ram, Parikshit, Liu, Sijia
We propose a new computationally-efficient first-order algorithm for Model-Agnostic Meta-Learning (MAML). The key enabling technique is to interpret MAML as a bilevel optimization (BLO) problem and leverage the sign-based SGD(signSGD) as a lower-level optimizer of BLO. We show that MAML, through the lens of signSGD-oriented BLO, naturally yields an alternating optimization scheme that just requires first-order gradients of a learned meta-model. We term the resulting MAML algorithm Sign-MAML. Compared to the conventional first-order MAML (FO-MAML) algorithm, Sign-MAML is theoretically-grounded as it does not impose any assumption on the absence of second-order derivatives during meta training. In practice, we show that Sign-MAML outperforms FO-MAML in various few-shot image classification tasks, and compared to MAML, it achieves a much more graceful tradeoff between classification accuracy and computation efficiency.
On the Convergence Theory of Gradient-Based Model-Agnostic Meta-Learning Algorithms
Fallah, Alireza, Mokhtari, Aryan, Ozdaglar, Asuman
In this paper, we study the convergence of a class of gradient-based Model-Agnostic Meta-Learning (MAML) methods and characterize their overall computational complexity as well as their best achievable level of accuracy in terms of gradient norm for nonconvex loss functions. In particular, we start with the MAML algorithm and its first order approximation (FO-MAML) and highlight the challenges that emerge in their analysis. By overcoming these challenges not only we provide the first theoretical guarantees for MAML and FO-MAML in nonconvex settings, but also we answer some of the unanswered questions for the implementation of these algorithms including how to choose their learning rate (stepsize) and the batch size for both tasks and datasets corresponding to tasks. In particular, we show that MAML can find an $\epsilon$-first-order stationary point for any positive $\epsilon$ after at most $\mathcal{O}(1/\epsilon^2)$ iterations at the expense of requiring second-order information. We also show that the FO-MAML method which ignores the second-order information required in the update of MAML cannot achieve any small desired level of accuracy, i.e, FO-MAML cannot find an $\epsilon$-first-order stationary point for any positive $\epsilon$. We further propose a new variant of the MAML algorithm called Hessian-free MAML (HF-MAML) which preserves all theoretical guarantees of MAML, without requiring access to the second-order information of loss functions.