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First-Order Adaptive Sample Size Methods to Reduce Complexity of Empirical Risk Minimization

NeurIPS 2017 · Optimization › Optimizers · approach: Stochastic gradient MCMC · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use adaptive sample sizes with GDGD on RCV1 · RCV1effective passes to reach 8% test error: 55 effective passes; GD can not improve the test error even after 100 passesHelped
Use adaptive sample sizes with AGDAGD on RCV1 · RCV1speed to reach 8% test error: about 5 times fasterHelped
Use adaptive sample sizes with SVRGSVRG on RCV1 · RCV1computational complexityHelped
Use adaptive sample sizes with GDGD on MNIST with regularization O(1/sqrt(n)) · MNIST (digits 0 and 8), regularization O(1/sqrt(n))speed to reach suboptimality 10^-2: almost 6 times fasterHelped
Use adaptive sample sizes with AGD and SVRGAGD and SVRG on MNIST with regularization O(1/sqrt(n)) · MNIST (digits 0 and 8), regularization O(1/sqrt(n))speed to reach suboptimality 10^-2Helped
Use adaptive sample sizes with GD, AGD, and SVRGGD, AGD, and SVRG on MNIST · MNIST (digits 0 and 8), regularization O(1/sqrt(n))passes to reach minimum test error: 2.5%Helped
Use adaptive sample sizes with GD, AGD, and SVRGGD, AGD, and SVRG on MNIST · MNIST (digits 0 and 8), regularization O(1/n)speed over fixed-sample-size methods: almost 10 times fasterHelped
Change regularization from order 1/sqrt(n) to order 1/n (ablation)Adaptive and fixed-sample-size methods on MNIST · MNIST (digits 0 and 8)minimum test error: 2.5% -> 1%Helped
Change regularization from order 1/sqrt(n) to order 1/n (ablation)Adaptive sample size methods on MNIST · MNIST (digits 0 and 8)speed advantage over fixed-sample-size methods: almost 10 times fasterHelped

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