arXiv:2411.17567math.STcs.LG2024-11被引 1

通过重复采样提升前向梯度下降收敛速度,消除其与随机梯度下降的性能差距。

Improving the Convergence Rates of Forward Gradient Descent with Repeated Sampling

  • 对每个样本执行多次前向梯度步,缓解传统前向梯度下降的慢收敛问题。
  • 当重复次数ℓ≥d时,误差率逼近标准随机梯度下降,理论优势显著。
  • 适用于有低维结构输入数据的场景,尤其适合生物可解释性模型设计。

前向梯度下降(FGD)因其无需反向传播而被认为比标准梯度下降更具生物学合理性。然而,针对具有d个参数的线性模型,已有研究发现其预测误差比随机梯度下降(SGD)慢一个因子d。本文证明:若对每个训练样本计算ℓ次FGD步骤,则该子优性因子可降至d/(ℓ ∧ d);当ℓ ≳ d时,该差距消失。此外,我们还发现重复采样的FGD能自适应输入分布中的低维结构。核心数学挑战在于控制重复采样带来的依赖关系。

原文摘要 · Abstract (English)

Forward gradient descent (FGD) has been proposed as a biologically more plausible alternative of gradient descent as it can be computed without backward pass. Considering the linear model with $d$ parameters, previous work has found that the prediction error of FGD is, however, by a factor $d$ slower than the prediction error of stochastic gradient descent (SGD). In this paper we show that by computing $\ell$ FGD steps based on each training sample, this suboptimality factor becomes $d/(\ell \wedge d)$ and thus the suboptimality of the rate disappears if $\ell \gtrsim d.$ We also show that FGD with repeated sampling can adapt to low-dimensional structure in the input distribution. The main mathematical challenge lies in controlling the dependencies arising from the repeated sampling process.

优化算法前向梯度收敛分析

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