memory size
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Faster Boosting with Smaller Memory
State-of-the-art implementations of boosting, such as XGBoost and LightGBM, can process large training sets extremely fast. However, this performance requires that the memory size is sufficient to hold a 2-3 multiple of the training set size. This paper presents an alternative approach to implementing the boosted trees, which achieves a significant speedup over XGBoost and LightGBM, especially when the memory size is small. This is achieved using a combination of three techniques: early stopping, effective sample size, and stratified sampling. Our experiments demonstrate a 10-100 speedup over XGBoost when the training data is too large to fit in memory.
Compact Memory for Continual Logistic Regression
Jung, Yohan, Lee, Hyungi, Chen, Wenlong, Möllenhoff, Thomas, Li, Yingzhen, Lee, Juho, Khan, Mohammad Emtiyaz
Despite recent progress, continual learning still does not match the performance of batch training. To avoid catastrophic forgetting, we need to build compact memory of essential past knowledge, but no clear solution has yet emerged, even for shallow neural networks with just one or two layers. In this paper, we present a new method to build compact memory for logistic regression. Our method is based on a result by Khan and Swaroop [2021] who show the existence of optimal memory for such models. We formulate the search for the optimal memory as Hessian-matching and propose a probabilistic PCA method to estimate them. Our approach can drastically improve accuracy compared to Experience Replay. For instance, on Split-ImageNet, we get 60% accuracy compared to 30% obtained by replay with memory-size equivalent to 0.3% of the data size. Increasing the memory size to 2% further boosts the accuracy to 74%, closing the gap to the batch accuracy of 77.6% on this task. Our work opens a new direction for building compact memory that can also be useful in the future for continual deep learning.
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