preconditioned stochastic gradient descent
Uncertainty Sampling is Preconditioned Stochastic Gradient Descent on Zero-One Loss
Uncertainty sampling, a popular active learning algorithm, is used to reduce the amount of data required to learn a classifier, but it has been observed in practice to converge to different parameters depending on the initialization and sometimes to even better parameters than standard training on all the data. In this work, we give a theoretical explanation of this phenomenon, showing that uncertainty sampling on a convex (e.g., logistic) loss can be interpreted as performing a preconditioned stochastic gradient step on the population zero-one loss. Experiments on synthetic and real datasets support this connection.
Uncertainty Sampling is Preconditioned Stochastic Gradient Descent on Zero-One Loss
Uncertainty sampling, a popular active learning algorithm, is used to reduce the amount of data required to learn a classifier, but it has been observed in practice to converge to different parameters depending on the initialization and sometimes to even better parameters than standard training on all the data. In this work, we give a theoretical explanation of this phenomenon, showing that uncertainty sampling on a convex (e.g., logistic) loss can be interpreted as performing a preconditioned stochastic gradient step on the population zero-one loss. Experiments on synthetic and real datasets support this connection.
Reviews: Uncertainty Sampling is Preconditioned Stochastic Gradient Descent on Zero-One Loss
This paper provides theoretical analysis and empirical examples for two phenomenon in active learning. The first is it could be possible that the 0-1 loss on subset of the entire dataset generated uncertainty sampling is smaller than learning using the whole dataset. The second is uncertainty sampling could "converge" to different models and predictive results. In the analysis, it is shown that the reason for these is the expected gradient of the "surrogate" loss of the most uncertain point is in the direction of the gradient of the current 0-1 loss. This result is based on the setup that the most uncertain point is sampled from a minipool that is a subset sampled without replacement randomly from the entire set.
Uncertainty Sampling is Preconditioned Stochastic Gradient Descent on Zero-One Loss
Mussmann, Stephen, Liang, Percy S.
Uncertainty sampling, a popular active learning algorithm, is used to reduce the amount of data required to learn a classifier, but it has been observed in practice to converge to different parameters depending on the initialization and sometimes to even better parameters than standard training on all the data. In this work, we give a theoretical explanation of this phenomenon, showing that uncertainty sampling on a convex (e.g., logistic) loss can be interpreted as performing a preconditioned stochastic gradient step on the population zero-one loss. Experiments on synthetic and real datasets support this connection. Papers published at the Neural Information Processing Systems Conference.
Uncertainty Sampling is Preconditioned Stochastic Gradient Descent on Zero-One Loss
Mussmann, Stephen, Liang, Percy S.
Uncertainty sampling, a popular active learning algorithm, is used to reduce the amount of data required to learn a classifier, but it has been observed in practice to converge to different parameters depending on the initialization and sometimes to even better parameters than standard training on all the data. In this work, we give a theoretical explanation of this phenomenon, showing that uncertainty sampling on a convex (e.g., logistic) loss can be interpreted as performing a preconditioned stochastic gradient step on the population zero-one loss. Experiments on synthetic and real datasets support this connection.
Uncertainty Sampling is Preconditioned Stochastic Gradient Descent on Zero-One Loss
Mussmann, Stephen, Liang, Percy S.
Uncertainty sampling, a popular active learning algorithm, is used to reduce the amount of data required to learn a classifier, but it has been observed in practice to converge to different parameters depending on the initialization and sometimes to even better parameters than standard training on all the data. In this work, we give a theoretical explanation of this phenomenon, showing that uncertainty sampling on a convex (e.g., logistic) loss can be interpreted as performing a preconditioned stochastic gradient step on the population zero-one loss. Experiments on synthetic and real datasets support this connection.
Recurrent neural network training with preconditioned stochastic gradient descent
This paper studies the performance of a recently proposed preconditioned stochastic gradient descent (PSGD) algorithm on recurrent neural network (RNN) training. PSGD adaptively estimates a preconditioner to accelerate gradient descent, and is designed to be simple, general and easy to use, as stochastic gradient descent (SGD). RNNs, especially the ones requiring extremely long term memories, are difficult to train. We have tested PSGD on a set of synthetic pathological RNN learning problems and the real world MNIST handwritten digit recognition task. Experimental results suggest that PSGD is able to achieve highly competitive performance without using any trick like preprocessing, pretraining or parameter tweaking.