用变量投影提升梯度提升法,让神经网络等平滑模型训练更稳定高效。
Boost Like a (Var)Pro: Trust-Region Gradient Boosting via Variable Projection
- 结合变量投影与二阶弱学习,实现平滑模型的闭式最优线性权重求解。
- 在图像识别和科学机器学习任务中,性能优于基于梯度下降的提升方法。
- 理论证明其收敛至驻点,且在强假设下可达超线性收敛速度,适合高精度建模场景。
梯度提升通过弱学习器构建加性集成模型,在函数逼近中表现优异,尤其适用于决策树弱学习器。然而,针对平滑参数化学习器(如神经网络)的训练方法与理论仍不成熟。为此,本文提出 exttt{VPBoost}(变量投影提升),一种用于可分离平滑近似器的梯度提升算法,即具有平滑非线性特征提取器后接线性映射的模型。 exttt{VPBoost} 将变量投影(强制线性权重最优)与二阶弱学习策略相结合,实现线性权重的闭式最优解,并将该方法自然解释为函数空间中的信赖域方法。基于信赖域理论,我们证明了在温和几何条件下, exttt{VPBoost} 收敛至驻点;在更强假设下,达到超线性收敛率。在合成数据、图像识别与科学机器学习基准上的大量实验表明, exttt{VPBoost} 构建的集成模型在评估指标上优于基于梯度下降的提升方法,且性能媲美工业级决策树提升算法。
原文摘要 · Abstract (English)
Gradient boosting, a method of building additive ensembles from weak learners, has established itself as a practical and theoretically-motivated approach to approximate functions, especially using decision tree weak learners. Comparable methods for smooth parametric learners, such as neural networks, remain less developed in both training methodology and theory. To this end, we introduce \texttt{VPBoost} ({\bf V}ariable {\bf P}rojection {\bf Boost}ing), a gradient boosting algorithm for separable smooth approximators, i.e., models with a smooth nonlinear featurizer followed by a final linear mapping. \texttt{VPBoost} fuses variable projection, a training paradigm for separable models that enforces optimality of the linear weights, with a second-order weak learning strategy. The combination of second-order boosting, separable models, and variable projection give rise to a closed-form solution for the optimal linear weights and a natural interpretation of \VPBoost as a functional trust-region method. We thereby leverage trust-region theory to prove \VPBoost converges to a stationary point under mild geometric conditions and, under stronger assumptions, achieves a superlinear convergence rate. Comprehensive numerical experiments on synthetic data, image recognition, and scientific machine learning benchmarks demonstrate that \VPBoost learns an ensemble with improved evaluation metrics in comparison to gradient-descent-based boosting and attains competitive performance relative to an industry-standard decision tree boosting algorithm.
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