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Scalable Adaptive Stochastic Optimization Using Random Projections

NeurIPS 2016 · Optimization › Optimizers · approach: Second-order and structured preconditioning · 7 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use random-projection full-matrix preconditioning instead of diagonal preconditioningRADAGRAD vs. ADAGRAD · Penn Treebanktraining loss: 1.52 × 10−3 -> 5.62 × 10−4Helped
Use random-projection full-matrix preconditioning instead of diagonal preconditioningRADAGRAD vs. ADAGRAD · Penn Treebanktest loss: 3.23 × 10−2 -> 1.15 × 10−2Helped
Add SVRG variance reduction (ablation)RADAGRAD · MNIST, CIFAR-10, and SVHNtraining lossHelped
Add SVRG variance reduction (ablation)RADAGRAD · MNIST, CIFAR-10, and SVHNtest accuracyNo clear effect
Use random-projection full-matrix preconditioning instead of diagonal preconditioningRADAGRAD vs. ADAGRAD · MNIST, CIFAR-10, and SVHNtraining lossHelped
Use random-projection full-matrix preconditioning instead of diagonal preconditioningRADAGRAD vs. ADAGRAD · simulated low-effective-rank classification datatraining lossHelped
Add the corrected gradient update for the component outside the projected subspace (ablation)RADAGRAD · deep-network optimizationoptimization performanceHelped
Add exponential forgetting schemes similar to RMSPROP and ADAM (ablation)RADAGRAD · optimization experimentsperformanceHurt

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