CAdam通过判断梯度与动量是否一致,提升在线推荐系统优化稳定性。
CAdam: Confidence-Based Optimization for Online Learning
- 基于参数维度的梯度与动量一致性判断,决定是否更新
- 在分布漂移和噪声场景下,优于Adam等主流优化器
- 适用于高噪声、动态变化的在线学习场景
现代推荐系统常采用在线学习动态更新模型。尽管Adam优化器因结合动量($m_t$)和自适应学习率($v_t$)被广泛使用,但其在数据分布频繁漂移且含噪声的在线学习环境中表现受限:(1)动量与梯度均值可能过时,导致对分布变化响应迟缓;(2)数据噪声会损害性能。为此,我们提出CAdam,一种基于置信度的优化策略:在每个参数维度上评估动量与梯度的一致性,若一致则按原始Adam方式更新,否则暂不更新并监测后续迭代中的分布变化信号。该机制可区分真实分布漂移与噪声干扰,加速对新分布的适应。实验表明,在多种分布漂移或噪声设置下,CAdam优于包括Adam在内的多个主流优化器。在真实推荐系统的大规模A/B测试中,相较于Adam,CAdam显著提升了模型表现,带来显著的总商品交易额(GMV)增长。
原文摘要 · Abstract (English)
Modern recommendation systems frequently employ online learning to dynamically update their models with freshly collected data. The most commonly used optimizer for updating neural networks in these contexts is the Adam optimizer, which integrates momentum ($m_t$) and adaptive learning rate ($v_t$). However, the volatile nature of online learning data, characterized by its frequent distribution shifts and presence of noise, poses significant challenges to Adam's standard optimization process: (1) Adam may use outdated momentum and the average of squared gradients, resulting in slower adaptation to distribution changes, and (2) Adam's performance is adversely affected by data noise. To mitigate these issues, we introduce CAdam, a confidence-based optimization strategy that assesses the consistency between the momentum and the gradient for each parameter dimension before deciding on updates. If momentum and gradient are in sync, CAdam proceeds with parameter updates according to Adam's original formulation; if not, it temporarily withholds updates and monitors potential shifts in data distribution in subsequent iterations. This method allows CAdam to distinguish between the true distributional shifts and mere noise, and to adapt more quickly to new data distributions. In various settings with distribution shift or noise, our experiments demonstrate that CAdam surpasses other well-known optimizers, including the original Adam. Furthermore, in large-scale A/B testing within a live recommendation system, CAdam significantly enhances model performance compared to Adam, leading to substantial increases in the system's gross merchandise volume (GMV).
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