Training Deep Networks without Learning Rates Through Coin Betting

Code

• github.com/bremen79/cocob
  OfficialIn papertf★ 0
• github.com/bremen79/parameterfree
  pytorch★ 131
• github.com/anandsaha/nips.cocob.pytorch
  pytorch★ 0
• github.com/nocotan/cocob_backprop
  pytorch★ 0
• github.com/brendanxwhitaker/spred
  none★ 0
• github.com/tensorflow/addons/blob/master/tensorflow_addons/optimizers/cocob.py
  tf★ 0

Abstract

Deep learning methods achieve state-of-the-art performance in many application scenarios. Yet, these methods require a significant amount of hyperparameters tuning in order to achieve the best results. In particular, tuning the learning rates in the stochastic optimization process is still one of the main bottlenecks. In this paper, we propose a new stochastic gradient descent procedure for deep networks that does not require any learning rate setting. Contrary to previous methods, we do not adapt the learning rates nor we make use of the assumed curvature of the objective function. Instead, we reduce the optimization process to a game of betting on a coin and propose a learning-rate-free optimal algorithm for this scenario. Theoretical convergence is proven for convex and quasi-convex functions and empirical evidence shows the advantage of our algorithm over popular stochastic gradient algorithms.

Tasks

Benchmark Results

Reproductions