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A Multi-Batch L-BFGS Method for Machine Learning

NeurIPS 2016 · Optimization › Optimizers · approach: Stochastic gradient MCMC · 25 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Robust (overlap-based) gradient differences for quasi-Newton updating instead of inconsistent gradient differences (ablation)multi-batch L-BFGS · webspam logistic regressionstability of gradient norm across 10 seedsHelped
Use multi-batch L-BFGS instead of multi-batch gradient descent (H_k = I)multi-batch gradient method · webspam logistic regressionconvergence of gradient normHelped
Overlap size varied from 5% to 30% of batch (ablation)robust multi-batch L-BFGS · webspam logistic regressiongradient norm convergenceNo clear effect
Robust L-BFGS compared with serial SGD at r=1%robust multi-batch L-BFGS · webspam logistic regressionaccuracy and rate per epochNo clear effect
Robust sample-consistent overlap updating under node failures with p in {0.1,0.3,0.5} (ablation)robust multi-batch L-BFGS · webspam with node failuresstability over 10 runsHelped
Increase number of MPI processes (strong scaling) for gradient computationrobust multi-batch L-BFGS · artificial data d=1e4, n=1e7, K up to 128gradient computation timeHelped
Use a larger step length alpha=1 instead of 0.1 (ablation)robust multi-batch L-BFGS · logistic regression benchmark datasetsconvergence of gradient normHelped

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