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Closing the Generalization Gap of Adaptive Gradient Methods in Training Deep Neural Networks

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arxiv 1806.06763 v3 pith:7NHSIOCM submitted 2018-06-18 cs.LG stat.ML

Closing the Generalization Gap of Adaptive Gradient Methods in Training Deep Neural Networks

classification cs.LG stat.ML
keywords adaptivegradientmethodsdeepnetworksneuraltrainingadam
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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Adaptive gradient methods, which adopt historical gradient information to automatically adjust the learning rate, despite the nice property of fast convergence, have been observed to generalize worse than stochastic gradient descent (SGD) with momentum in training deep neural networks. This leaves how to close the generalization gap of adaptive gradient methods an open problem. In this work, we show that adaptive gradient methods such as Adam, Amsgrad, are sometimes "over adapted". We design a new algorithm, called Partially adaptive momentum estimation method, which unifies the Adam/Amsgrad with SGD by introducing a partial adaptive parameter $p$, to achieve the best from both worlds. We also prove the convergence rate of our proposed algorithm to a stationary point in the stochastic nonconvex optimization setting. Experiments on standard benchmarks show that our proposed algorithm can maintain a fast convergence rate as Adam/Amsgrad while generalizing as well as SGD in training deep neural networks. These results would suggest practitioners pick up adaptive gradient methods once again for faster training of deep neural networks.

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