用抽样理论优化梯度估计,降低噪声提升训练效率。
Stochastic Gradient Optimization with Model-Assisted Sampling
- 将数据集视为有限总体,用辅助模型预测梯度以减少方差。
- 在6个基准数据集上71%-86%实验表现优于基线,尤其对中等规模输入有效。
- 可无缝集成现有优化器,显著提升AdamW等动量方法的泛化能力。
本文针对机器学习优化中随机梯度估计的方差问题提出解决方案。深度学习依赖小批量梯度下降,虽能近似全梯度但引入噪声,导致收敛稳定性、速度与泛化能力间的权衡。现有方法如SVRG、SAG及自适应优化器虽可缓解梯度噪声,但可能增加计算开销。本文提出基于模型辅助采样的框架,将小批量梯度视为抽样估计,借鉴调查抽样理论,将数据集视为固定有限总体。通过引入辅助梯度预测模型,构建更高效的梯度估计器,均匀采样作为无辅助信息时的特例。该方法易于融入现有优化器,不改变其动态。在合成数据及六个基准数据集上的实验证明,71%-86%的实验中性能优于基线,尤其在中等规模输入空间表现突出。值得注意的是,在AdamW等动量优化器下,所提估计器约在一半训练周期内实现更优泛化。
原文摘要 · Abstract (English)
This work addresses the problem of variance in stochastic gradient estimation for machine learning optimization. Deep learning relies on mini-batch methods such as stochastic gradient descent, which approximate full gradients but introduce noise, creating trade-offs between convergence stability, speed, and generalization. Existing methods, including variance reduction techniques (e.g., SVRG and SAG) and adaptive optimizers, aim to mitigate gradient noise but may introduce additional computational overhead. We propose a model-assisted sampling framework that interprets mini-batch gradients through survey sampling theory, treating the dataset as a fixed finite population and gradients as sample-based estimates. Our aim is to bridge machine learning optimization and survey sampling theory by combining their perspectives on sample-based estimation and variance reduction. By incorporating auxiliary gradient-prediction models, we construct more efficient gradient estimators, with uniform sampling arising as a special case when no auxiliary information is used. Our approach integrates easily with existing optimizers, improving efficiency without altering their dynamics. Empirical results on synthetic and six benchmark datasets show performance gains in 71-86% of the experiments, particularly for medium-sized input spaces in our benchmarks. Notably, with momentum-based optimizers such as AdamW, the proposed estimator achieves clearly better generalization in roughly half the training epochs compared to baseline estimator.
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