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Speed Learning on the Fly by Massé, Pierre-Yves; Ollivier, Yann is a scholarly article available to read on EtoBox.

What is Speed Learning on the Fly about?

The practical performance of online stochastic gradient descent algorithms is highly dependent on the chosen step size, which must be tediously hand-tuned in many applications. The same is true for more advanced variants of stochastic gradients, such as SAGA, SVRG, or AdaGrad. Here we propose to adapt the step size by performing a gradient descent on the step size itself, viewing the whole performance of the learning trajectory as a function of step size. Importantly, this adaptation can be computed online at little cost, without having to iterate backward passes over the full data.

Author

Massé, Pierre-Yves; Ollivier, Yann

Published

2015

Language

EN