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First-Order Adaptive Sample Size Methods to Reduce Complexity of Empirical Risk Minimization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use adaptive sample sizes with GD | GD on RCV1 · RCV1 | effective passes to reach 8% test error: 55 effective passes; GD can not improve the test error even after 100 passes | Helped |
| Use adaptive sample sizes with AGD | AGD on RCV1 · RCV1 | speed to reach 8% test error: about 5 times faster | Helped |
| Use adaptive sample sizes with SVRG | SVRG on RCV1 · RCV1 | computational complexity | Helped |
| Use adaptive sample sizes with GD | GD 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 faster | Helped |
| Use adaptive sample sizes with AGD and SVRG | AGD 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^-2 | Helped |
| Use adaptive sample sizes with GD, AGD, and SVRG | GD, 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 SVRG | GD, AGD, and SVRG on MNIST · MNIST (digits 0 and 8), regularization O(1/n) | speed over fixed-sample-size methods: almost 10 times faster | Helped |
| 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 faster | Helped |
Closest papers by meaning
- Exploiting Local Convergence of Quasi-Newton Methods Globally: Adaptive Sample Size Approach (NeurIPS 2021 · similarity 0.93)
- Adaptive Newton Method for Empirical Risk Minimization to Statistical Accuracy (NeurIPS 2016 · similarity 0.91)
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