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Scalable Adaptive Stochastic Optimization Using Random Projections
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use random-projection full-matrix preconditioning instead of diagonal preconditioning | RADAGRAD vs. ADAGRAD · Penn Treebank | training loss: 1.52 × 10−3 -> 5.62 × 10−4 | Helped |
| Use random-projection full-matrix preconditioning instead of diagonal preconditioning | RADAGRAD vs. ADAGRAD · Penn Treebank | test loss: 3.23 × 10−2 -> 1.15 × 10−2 | Helped |
| Add SVRG variance reduction (ablation) | RADAGRAD · MNIST, CIFAR-10, and SVHN | training loss | Helped |
| Add SVRG variance reduction (ablation) | RADAGRAD · MNIST, CIFAR-10, and SVHN | test accuracy | No clear effect |
| Use random-projection full-matrix preconditioning instead of diagonal preconditioning | RADAGRAD vs. ADAGRAD · MNIST, CIFAR-10, and SVHN | training loss | Helped |
| Use random-projection full-matrix preconditioning instead of diagonal preconditioning | RADAGRAD vs. ADAGRAD · simulated low-effective-rank classification data | training loss | Helped |
| Add the corrected gradient update for the component outside the projected subspace (ablation) | RADAGRAD · deep-network optimization | optimization performance | Helped |
| Add exponential forgetting schemes similar to RMSPROP and ADAM (ablation) | RADAGRAD · optimization experiments | performance | Hurt |
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