golden section search
Reviews: A First-Order Algorithmic Framework for Wasserstein Distributionally Robust Logistic Regression
This paper derives a novel algorithm for solving the dual DRLR problem when \kappa \infty (i.e. the labels may change during transport). The algorithm performs a golden section search for \lambda, within which the sub-problem for optimal \beta, fixing \lambda, is solved by an ADMM algorithm. The ADMM algorithm differs from typical ADMM approaches in two ways: (1) the \beta-update is ill-conditioned, requiring a careful choice of iterative method, while (2) the auxiliary \mu update is locally strongly convex, enabling the use of a first-order (not quadratic) approximation with a fixed step size. I see three theoretical contributions: 1. An upper bound on optimal \lambda, stated in Proposition 1, which enables the golden section search.
- Research Report > New Finding (0.42)
- Research Report > Experimental Study (0.42)
CrossTrainer: Practical Domain Adaptation with Loss Reweighting
Chen, Justin, Gan, Edward, Rong, Kexin, Suri, Sahaana, Bailis, Peter
Domain adaptation provides a powerful set of model training techniques given domain-specific training data and supplemental data with unknown relevance. The techniques are useful when users need to develop models with data from varying sources, of varying quality, or from different time ranges. We build CrossTrainer, a system for practical domain adaptation. CrossTrainer utilizes loss reweighting, which provides consistently high model accuracy across a variety of datasets in our empirical analysis. However, loss reweighting is sensitive to the choice of a weight hyperparameter that is expensive to tune. We develop optimizations leveraging unique properties of loss reweighting that allow CrossTrainer to output accurate models while improving training time compared to naive hyperparameter search.
- Europe > Netherlands > North Holland > Amsterdam (0.05)
- North America > United States > New York > New York County > New York City (0.04)
- North America > United States > Massachusetts > Middlesex County > Cambridge (0.04)
Speeding Up Budgeted Stochastic Gradient Descent SVM Training with Precomputed Golden Section Search
Glasmachers, Tobias, Qaadan, Sahar
Limiting the model size of a kernel support vector machine to a pre-defined budget is a well-established technique that allows to scale SVM learning and prediction to large-scale data. Its core addition to simple stochastic gradient training is budget maintenance through merging of support vectors. This requires solving an inner optimization problem with an iterative method many times per gradient step. In this paper we replace the iterative procedure with a fast lookup. We manage to reduce the merging time by up to 65% and the total training time by 44% without any loss of accuracy.