Non-Stationary Learning of Neural Networks with Automatic Soft Parameter Reset

Fuente: arXiv
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Bibliographic Details
Main Authors: Galashov, Alexandre, Titsias, Michalis K., György, András, Lyle, Clare, Pascanu, Razvan, Teh, Yee Whye, Sahani, Maneesh
Format: Preprint
Published: 2024
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author Galashov, Alexandre
Titsias, Michalis K.
György, András
Lyle, Clare
Pascanu, Razvan
Teh, Yee Whye
Sahani, Maneesh
author_facet Galashov, Alexandre
Titsias, Michalis K.
György, András
Lyle, Clare
Pascanu, Razvan
Teh, Yee Whye
Sahani, Maneesh
contents Neural networks are traditionally trained under the assumption that data come from a stationary distribution. However, settings which violate this assumption are becoming more popular; examples include supervised learning under distributional shifts, reinforcement learning, continual learning and non-stationary contextual bandits. In this work we introduce a novel learning approach that automatically models and adapts to non-stationarity, via an Ornstein-Uhlenbeck process with an adaptive drift parameter. The adaptive drift tends to draw the parameters towards the initialisation distribution, so the approach can be understood as a form of soft parameter reset. We show empirically that our approach performs well in non-stationary supervised and off-policy reinforcement learning settings.
format Preprint
id arxiv_https___arxiv_org_abs_2411_04034
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Non-Stationary Learning of Neural Networks with Automatic Soft Parameter Reset
Galashov, Alexandre
Titsias, Michalis K.
György, András
Lyle, Clare
Pascanu, Razvan
Teh, Yee Whye
Sahani, Maneesh
Machine Learning
Artificial Intelligence
Neural networks are traditionally trained under the assumption that data come from a stationary distribution. However, settings which violate this assumption are becoming more popular; examples include supervised learning under distributional shifts, reinforcement learning, continual learning and non-stationary contextual bandits. In this work we introduce a novel learning approach that automatically models and adapts to non-stationarity, via an Ornstein-Uhlenbeck process with an adaptive drift parameter. The adaptive drift tends to draw the parameters towards the initialisation distribution, so the approach can be understood as a form of soft parameter reset. We show empirically that our approach performs well in non-stationary supervised and off-policy reinforcement learning settings.
title Non-Stationary Learning of Neural Networks with Automatic Soft Parameter Reset
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2411.04034