An Energy-Based Self-Adaptive Learning Rate for Stochastic Gradient Descent: Enhancing Unconstrained Optimization with VAV method

Fuente: arXiv
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Autores principales: Zhang, Jiahao, Moya, Christian, Lin, Guang
Formato: Preprint
Publicado: 2024
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author Zhang, Jiahao
Moya, Christian
Lin, Guang
author_facet Zhang, Jiahao
Moya, Christian
Lin, Guang
contents Optimizing the learning rate remains a critical challenge in machine learning, essential for achieving model stability and efficient convergence. The Vector Auxiliary Variable (VAV) algorithm introduces a novel energy-based self-adjustable learning rate optimization method designed for unconstrained optimization problems. It incorporates an auxiliary variable $r$ to facilitate efficient energy approximation without backtracking while adhering to the unconditional energy dissipation law. Notably, VAV demonstrates superior stability with larger learning rates and achieves faster convergence in the early stage of the training process. Comparative analyses demonstrate that VAV outperforms Stochastic Gradient Descent (SGD) across various tasks. This paper also provides rigorous proof of the energy dissipation law and establishes the convergence of the algorithm under reasonable assumptions. Additionally, $r$ acts as an empirical lower bound of the training loss in practice, offering a novel scheduling approach that further enhances algorithm performance.
format Preprint
id arxiv_https___arxiv_org_abs_2411_06573
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle An Energy-Based Self-Adaptive Learning Rate for Stochastic Gradient Descent: Enhancing Unconstrained Optimization with VAV method
Zhang, Jiahao
Moya, Christian
Lin, Guang
Machine Learning
Optimization and Control
Optimizing the learning rate remains a critical challenge in machine learning, essential for achieving model stability and efficient convergence. The Vector Auxiliary Variable (VAV) algorithm introduces a novel energy-based self-adjustable learning rate optimization method designed for unconstrained optimization problems. It incorporates an auxiliary variable $r$ to facilitate efficient energy approximation without backtracking while adhering to the unconditional energy dissipation law. Notably, VAV demonstrates superior stability with larger learning rates and achieves faster convergence in the early stage of the training process. Comparative analyses demonstrate that VAV outperforms Stochastic Gradient Descent (SGD) across various tasks. This paper also provides rigorous proof of the energy dissipation law and establishes the convergence of the algorithm under reasonable assumptions. Additionally, $r$ acts as an empirical lower bound of the training loss in practice, offering a novel scheduling approach that further enhances algorithm performance.
title An Energy-Based Self-Adaptive Learning Rate for Stochastic Gradient Descent: Enhancing Unconstrained Optimization with VAV method
topic Machine Learning
Optimization and Control
url https://arxiv.org/abs/2411.06573