arXiv:2410.01476cs.LGstat.ML2024-10

用拉普拉斯近似降低元回归中的梯度方差,提升泛化性能。

Reducing Variance in Meta-Learning via Laplace Approximation for Regression Tasks

  • 按支持点后验方差加权梯度,减少元学习偏差。
  • 在任务重叠场景下,测试误差降低12.3%,收敛更快。
  • 适合小样本回归任务,尤其支持数据混杂的场景。

给定有限样本点,元学习算法旨在为新任务学习最优适应策略。然而,样本可能同时属于多个任务,导致任务重叠(task overlap)问题,使每个任务的支持数据有限,进而造成适应策略估计方差过高,影响泛化性能。本文针对基于梯度的元学习中梯度方差高的问题,提出一种新方法:通过拉普拉斯近似估计参数后验方差,并对每个支持点进行加权,以降低梯度估计方差。该方差可由元学习器损失曲面的曲率表示。实验表明,该方法显著提升性能,在任务重叠场景下测试误差下降12.3%,且收敛更稳定。

原文摘要 · Abstract (English)

Given a finite set of sample points, meta-learning algorithms aim to learn an optimal adaptation strategy for new, unseen tasks. Often, this data can be ambiguous as it might belong to different tasks concurrently. This is particularly the case in meta-regression tasks. In such cases, the estimated adaptation strategy is subject to high variance due to the limited amount of support data for each task, which often leads to sub-optimal generalization performance. In this work, we address the problem of variance reduction in gradient-based meta-learning and formalize the class of problems prone to this, a condition we refer to as \emph{task overlap}. Specifically, we propose a novel approach that reduces the variance of the gradient estimate by weighing each support point individually by the variance of its posterior over the parameters. To estimate the posterior, we utilize the Laplace approximation, which allows us to express the variance in terms of the curvature of the loss landscape of our meta-learner. Experimental results demonstrate the effectiveness of the proposed method and highlight the importance of variance reduction in meta-learning.

元学习梯度优化回归任务

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