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  1. Jain, Prateek (Ed.)
  2. This work presents a Hybrid Low-Rank Natural Gradient Descent method, called HyLo, that accelerates the training time of deep neural networks. Natural gradient descent (NGD) requires computing the inverse of the Fisher information matrix (FIM), which is typically expensive at large-scale. Kronecker factorization methods such as KFAC attempt to improve NGD's running time by approximating the FIM with Kronecker factors. However, the size of Kronecker factors increases quadratically as the model size grows. Instead, in HyLo, we use the Sherman-Morrison-Woodbury variant of NGD (SNGD) and propose a reformulation of SNGD to resolve its scalability issues. HyLo uses a computationally-efficient low-rank factorization to achieve superior timing for Fisher inverses. We evaluate HyLo on large models including ResNet-50, U-Net, and ResNet-32 on up to 64 GPUs. HyLo converges 1.4×-2.1× faster than the state-of-the-art distributed implementation of KFAC and reduces the computation and communication time up to 350× and 10.7× on ResNet-50. 
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  3. Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is a variant of stochastic gradients with momentum where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to steer the iterates toward a global minimum. Many works report its empirical success in practice for solving stochastic nonconvex optimization problems; in particular, it has been observed to outperform overdamped Langevin Monte Carlo–based methods, such as stochastic gradient Langevin dynamics (SGLD), in many applications. Although the asymptotic global convergence properties of SGHMC are well known, its finite-time performance is not well understood. In this work, we study two variants of SGHMC based on two alternative discretizations of the underdamped Langevin diffusion. We provide finite-time performance bounds for the global convergence of both SGHMC variants for solving stochastic nonconvex optimization problems with explicit constants. Our results lead to nonasymptotic guarantees for both population and empirical risk minimization problems. For a fixed target accuracy level on a class of nonconvex problems, we obtain complexity bounds for SGHMC that can be tighter than those available for SGLD. 
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