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89
Efficient BackProp
, 1998
"... . The convergence of backpropagation learning is analyzed so as to explain common phenomenon observed by practitioners. Many undesirable behaviors of backprop can be avoided with tricks that are rarely exposed in serious technical publications. This paper gives some of those tricks, and offers expl ..."
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Cited by 209 (31 self)
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. The convergence of backpropagation learning is analyzed so as to explain common phenomenon observed by practitioners. Many undesirable behaviors of backprop can be avoided with tricks that are rarely exposed in serious technical publications. This paper gives some of those tricks, and offers explanations of why they work. Many authors have suggested that secondorder optimization methods are advantageous for neural net training. It is shown that most "classical" secondorder methods are impractical for large neural networks. A few methods are proposed that do not have these limitations. 1 Introduction Backpropagation is a very popular neural network learning algorithm because it is conceptually simple, computationally efficient, and because it often works. However, getting it to work well, and sometimes to work at all, can seem more of an art than a science. Designing and training a network using backprop requires making many seemingly arbitrary choices such as the number ...
Neural network exploration using optimal experiment design
 Neural Networks
, 1994
"... We consider the question "How should one act when the only goal is to learn as much as possible?" Building on the theoretical results of Fedorov [1972] and MacKay [1992], we apply techniques from Optimal Experiment Design (OED) to guide the query/action selection of a neural network lear ..."
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Cited by 163 (2 self)
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We consider the question "How should one act when the only goal is to learn as much as possible?" Building on the theoretical results of Fedorov [1972] and MacKay [1992], we apply techniques from Optimal Experiment Design (OED) to guide the query/action selection of a neural network learner. We demonstrate that these techniques allow the learner to minimize its generalization error by exploring its domain efficiently and completely.We conclude that, while not a panacea, OEDbased query/action has muchto offer, especially in domains where its high computational costs can be tolerated.
Accelerated training of conditional random fields with stochastic gradient methods
 In ICML
, 2006
"... We apply Stochastic MetaDescent (SMD), a stochastic gradient optimization method with gain vector adaptation, to the training of Conditional Random Fields (CRFs). On several large data sets, the resulting optimizer converges to the same quality of solution over an order of magnitude faster than lim ..."
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Cited by 140 (6 self)
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We apply Stochastic MetaDescent (SMD), a stochastic gradient optimization method with gain vector adaptation, to the training of Conditional Random Fields (CRFs). On several large data sets, the resulting optimizer converges to the same quality of solution over an order of magnitude faster than limitedmemory BFGS, the leading method reported to date. We report results for both exact and inexact inference techniques. 1.
Efficient weight learning for Markov logic networks
 In Proceedings of the Eleventh European Conference on Principles and Practice of Knowledge Discovery in Databases
, 2007
"... Abstract. Markov logic networks (MLNs) combine Markov networks and firstorder logic, and are a powerful and increasingly popular representation for statistical relational learning. The stateoftheart method for discriminative learning of MLN weights is the voted perceptron algorithm, which is ess ..."
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Cited by 87 (7 self)
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Abstract. Markov logic networks (MLNs) combine Markov networks and firstorder logic, and are a powerful and increasingly popular representation for statistical relational learning. The stateoftheart method for discriminative learning of MLN weights is the voted perceptron algorithm, which is essentially gradient descent with an MPE approximation to the expected sufficient statistics (true clause counts). Unfortunately, these can vary widely between clauses, causing the learning problem to be highly illconditioned, and making gradient descent very slow. In this paper, we explore several alternatives, from perweight learning rates to secondorder methods. In particular, we focus on two approaches that avoid computing the partition function: diagonal Newton and scaled conjugate gradient. In experiments on standard SRL datasets, we obtain orderofmagnitude speedups, or more accurate models given comparable learning times. 1
Deep learning via Hessianfree optimization
"... We develop a 2 ndorder optimization method based on the “Hessianfree ” approach, and apply it to training deep autoencoders. Without using pretraining, we obtain results superior to those reported by Hinton & Salakhutdinov (2006) on the same tasks they considered. Our method is practical, ea ..."
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Cited by 74 (5 self)
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We develop a 2 ndorder optimization method based on the “Hessianfree ” approach, and apply it to training deep autoencoders. Without using pretraining, we obtain results superior to those reported by Hinton & Salakhutdinov (2006) on the same tasks they considered. Our method is practical, easy to use, scales nicely to very large datasets, and isn’t limited in applicability to autoencoders, or any specific model class. We also discuss the issue of “pathological curvature ” as a possible explanation for the difficulty of deeplearning and how 2 ndorder optimization, and our method in particular, effectively deals with it. 1.
Local Gain Adaptation in Stochastic Gradient Descent
 In Proc. Intl. Conf. Artificial Neural Networks
, 1999
"... Gain adaptation algorithms for neural networks typically adjust learning rates by monitoring the correlation between successive gradients. Here we discuss the limitations of this approach, and develop an alternative by extending Sutton's work on linear systems to the general, nonlinear case. Th ..."
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Cited by 70 (12 self)
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Gain adaptation algorithms for neural networks typically adjust learning rates by monitoring the correlation between successive gradients. Here we discuss the limitations of this approach, and develop an alternative by extending Sutton's work on linear systems to the general, nonlinear case. The resulting online algorithms are computationally little more expensive than other acceleration techniques, do not assume statistical independence between successive training patterns, and do not require an arbitrary smoothing parameter. In our benchmark experiments, they consistently outperform other acceleration methods, and show remarkable robustness when faced with noni. i.d. sampling of the input space.
Learning Recurrent Neural Networks with HessianFree Optimization
"... In this work we resolve the longoutstanding problem of how to effectively train recurrent neural networks (RNNs) on complex and difficult sequence modeling problems which may contain longterm data dependencies. Utilizing recent advances in the Hessianfree optimization approach (Martens, 2010), to ..."
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Cited by 61 (6 self)
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In this work we resolve the longoutstanding problem of how to effectively train recurrent neural networks (RNNs) on complex and difficult sequence modeling problems which may contain longterm data dependencies. Utilizing recent advances in the Hessianfree optimization approach (Martens, 2010), together with a novel damping scheme, we successfully train RNNs on two sets of challenging problems. First, a collection of pathological synthetic datasets which are known to be impossible for standard optimization approaches (due to their extremely longterm dependencies), and second, on three natural and highly complex realworld sequence datasets where we find that our method significantly outperforms the previous stateoftheart method for training neural sequence models: the Long Shortterm Memory approach of Hochreiter and Schmidhuber (1997). Additionally, we offer a new interpretation of the generalized GaussNewton matrix of Schraudolph (2002) which is used within the HF approach of Martens. 1.
Fast Curvature MatrixVector Products for SecondOrder Gradient Descent
 Neural Computation
, 2002
"... We propose a generic method for iteratively approximating various secondorder gradient steps  Newton, GaussNewton, LevenbergMarquardt, and natural gradient  in linear time per iteration, using special curvature matrixvector products that can be computed in O(n). Two recent acceleration techn ..."
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Cited by 56 (15 self)
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We propose a generic method for iteratively approximating various secondorder gradient steps  Newton, GaussNewton, LevenbergMarquardt, and natural gradient  in linear time per iteration, using special curvature matrixvector products that can be computed in O(n). Two recent acceleration techniques for online learning, matrix momentum and stochastic metadescent (SMD), in fact implement this approach. Since both were originally derived by very different routes, this o ers fresh insight into their operation, resulting in further improvements to SMD.