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1. Channel Normalization in Convolutional Neural Networks avoids Vanishing Gradients

   Dai, Z.; Heckel, R. (April 2019, International Conference on Machine Learning, Workshop Deep Phenomena)

   Normalization layers are widely used in deep neural networks to stabilize training. In this paper, we consider the training of convolutional neural networks with gradient descent on a single training example. This optimization problem arises in recent approaches for solving inverse problems such as the deep image prior or the deep decoder. We show that for this setup, channel normalization, which centers and normalizes each channel individually, avoids vanishing gradients, whereas without normalization, gradients vanish which prevents efficient optimization. This effect prevails in deep single-channel linear convolutional networks, and we show that without channel normalization, gradient descent takes at least exponentially many steps to come close to an optimum. Contrary, with channel normalization, the gradients remain bounded, thus avoiding exploding gradients. 

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2. Taming the Noisy Gradient: Train Deep Neural Networks with Small Batch Sizes

   https://doi.org/10.24963/ijcai.2019/604  

   Zhang, Yikai; Qu, Hui; Chen, Chao; Metaxas, Dimitris (August 2019, The Twenty-Eighth International Joint Conference on Artificial Intelligence (IJCAI))

   Deep learning architectures are usually proposed with millions of parameters, resulting in a memory issue when training deep neural networks with stochastic gradient descent type methods using large batch sizes. However, training with small batch sizes tends to produce low quality solution due to the large variance of stochastic gradients. In this paper, we tackle this problem by proposing a new framework for training deep neural network with small batches/noisy gradient. During optimization, our method iteratively applies a proximal type regularizer to make loss function strongly convex. Such regularizer stablizes the gradient, leading to better training performance. We prove that our algorithm achieves comparable convergence rate as vanilla SGD even with small batch size. Our framework is simple to implement and can be potentially combined with many existing optimization algorithms. Empirical results show that our method outperforms SGD and Adam when batch size is small. Our implementation is available at https://github.com/huiqu18/TRAlgorithm. 

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3. SGD and Hogwild! Convergence Without the Bounded Gradients Assumption

   Nguyen, Lam M.; Nguyen, Phuong Ha; Dijk, Marten van; Richtárik, Peter; Scheinberg, Katya; Takáč, Martin (January 2018, Proceedings of Machine Learning Research)

   Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical analysis of convergence of SGD is carried out under the assumption that the norm of the stochastic gradient is uniformly bounded. While this might hold for some loss functions, it is always violated for cases where the objective function is strongly convex. In (Bottou et al.,2016) a new analysis of convergence of SGD is performed under the assumption that stochastic gradients are bounded with respect to the true gradient norm. Here we show that for stochastic problems arising in machine learning such bound always holds. Moreover, we propose an alternative convergence analysis of SGD with diminishing learning rate regime, which is results in more relaxed conditions that those in (Bottou et al.,2016). We then move on the asynchronous parallel setting, and prove convergence of the Hogwild! algorithm in the same regime, obtaining the first convergence results for this method in the case of diminished learning rate. 

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4. Beyond Lazy Training for Over-parameterized Tensor Decomposition

   Wang, Xiang; Wu, Chenwei; Lee, Jason D; Ma, Tengyu; Ge, Rong (January 2020, NeurIPS)

   Over-parametrization is an important technique in training neural networks. In both theory and practice, training a larger network allows the optimization algorithm to avoid bad local optimal solutions. In this paper we study a closely related tensor decomposition problem: given an l-th order tensor in (Rd)⊗l of rank r (where r≪d), can variants of gradient descent find a rank m decomposition where m>r? We show that in a lazy training regime (similar to the NTK regime for neural networks) one needs at least m=Ω(dl−1), while a variant of gradient descent can find an approximate tensor when m=O∗(r2.5llogd). Our results show that gradient descent on over-parametrized objective could go beyond the lazy training regime and utilize certain low-rank structure in the data. 

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5. Continuous Time Analysis of Momentum Methods

   Kovachki, Nikola; Stuart, Andrew M. (January 2021, Journal of machine learning research)

   null (Ed.)

   Gradient descent-based optimization methods underpin the parameter training of neural networks, and hence comprise a significant component in the impressive test results found in a number of applications. Introducing stochasticity is key to their success in practical problems, and there is some understanding of the role of stochastic gradient descent in this context. Momentum modifications of gradient descent such as Polyak’s Heavy Ball method (HB) and Nesterov’s method of accelerated gradients (NAG), are also widely adopted. In this work our focus is on understanding the role of momentum in the training of neural networks, concentrating on the common situation in which the momentum contribution is fixed at each step of the algorithm. To expose the ideas simply we work in the deterministic setting. Our approach is to derive continuous time approximations of the discrete algorithms; these continuous time approximations provide insights into the mechanisms at play within the discrete algorithms. We prove three such approximations. Firstly we show that standard implementations of fixed momentum methods approximate a time-rescaled gradient descent flow, asymptotically as the learning rate shrinks to zero; this result does not distinguish momentum methods from pure gradient descent, in the limit of vanishing learning rate. We then proceed to prove two results aimed at understanding the observed practical advantages of fixed momentum methods over gradient descent, when implemented in the non-asymptotic regime with fixed small, but non-zero, learning rate. We achieve this by proving approximations to continuous time limits in which the small but fixed learning rate appears as a parameter; this is known as the method of modified equations in the numerical analysis literature, recently rediscovered as the high resolution ODE approximation in the machine learning context. In our second result we show that the momentum method is approximated by a continuous time gradient flow, with an additional momentum-dependent second order time-derivative correction, proportional to the learning rate; this may be used to explain the stabilizing effect of momentum algorithms in their transient phase. Furthermore in a third result we show that the momentum methods admit an exponentially attractive invariant manifold on which the dynamics reduces, approximately, to a gradient flow with respect to a modified loss function, equal to the original loss function plus a small perturbation proportional to the learning rate; this small correction provides convexification of the loss function and encodes additional robustness present in momentum methods, beyond the transient phase. 

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