A Control Theoretic Framework for Adaptive Gradient Optimizers in Machine Learning

Fuente: arXiv
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Auteurs principaux: Chakrabarti, Kushal, Chopra, Nikhil
Format: Preprint
Publié: 2022
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author Chakrabarti, Kushal
Chopra, Nikhil
author_facet Chakrabarti, Kushal
Chopra, Nikhil
contents Adaptive gradient methods have become popular in optimizing deep neural networks; recent examples include AdaGrad and Adam. Although Adam usually converges faster, variations of Adam, for instance, the AdaBelief algorithm, have been proposed to enhance Adam's poor generalization ability compared to the classical stochastic gradient method. This paper develops a generic framework for adaptive gradient methods that solve non-convex optimization problems. We first model the adaptive gradient methods in a state-space framework, which allows us to present simpler convergence proofs of adaptive optimizers such as AdaGrad, Adam, and AdaBelief. We then utilize the transfer function paradigm from classical control theory to propose a new variant of Adam, coined AdamSSM. We add an appropriate pole-zero pair in the transfer function from squared gradients to the second moment estimate. We prove the convergence of the proposed AdamSSM algorithm. Applications on benchmark machine learning tasks of image classification using CNN architectures and language modeling using LSTM architecture demonstrate that the AdamSSM algorithm improves the gap between generalization accuracy and faster convergence than the recent adaptive gradient methods.
format Preprint
id arxiv_https___arxiv_org_abs_2206_02034
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle A Control Theoretic Framework for Adaptive Gradient Optimizers in Machine Learning
Chakrabarti, Kushal
Chopra, Nikhil
Machine Learning
Systems and Control
Optimization and Control
Adaptive gradient methods have become popular in optimizing deep neural networks; recent examples include AdaGrad and Adam. Although Adam usually converges faster, variations of Adam, for instance, the AdaBelief algorithm, have been proposed to enhance Adam's poor generalization ability compared to the classical stochastic gradient method. This paper develops a generic framework for adaptive gradient methods that solve non-convex optimization problems. We first model the adaptive gradient methods in a state-space framework, which allows us to present simpler convergence proofs of adaptive optimizers such as AdaGrad, Adam, and AdaBelief. We then utilize the transfer function paradigm from classical control theory to propose a new variant of Adam, coined AdamSSM. We add an appropriate pole-zero pair in the transfer function from squared gradients to the second moment estimate. We prove the convergence of the proposed AdamSSM algorithm. Applications on benchmark machine learning tasks of image classification using CNN architectures and language modeling using LSTM architecture demonstrate that the AdamSSM algorithm improves the gap between generalization accuracy and faster convergence than the recent adaptive gradient methods.
title A Control Theoretic Framework for Adaptive Gradient Optimizers in Machine Learning
topic Machine Learning
Systems and Control
Optimization and Control
url https://arxiv.org/abs/2206.02034