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The Road Less Scheduled

NeurIPS 2024 · Optimization › Optimizers · approach: Second-order and structured preconditioning · 16 citations (OpenAlex)

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Proposes Schedule-Free optimization, which replaces learning-rate schedules with an interpolation of gradient-evaluation and iterate-averaging sequences, matching or beating tuned schedules across 28 problems and winning the AlgoPerf self-tuning track.

Problem

Learning rate schedules require fixing the optimization stopping time T in advance, while schedule-free alternatives (Polyak and primal averaging) perform much worse in practice despite theoretical optimality.

Approach

Interpolate between the base SGD/Adam iterate z and the averaged iterate x (y = (1-β)z + βx, gradients at y, x as online equal-weighted average of z), with a new online-to-batch conversion theorem that unifies prior averaging schemes and implicitly applies a linear-decay schedule without knowing T.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace cosine scheduling with Schedule-Free SGDCIFAR10, CIFAR100, and SVHN · CIFAR10, CIFAR100, and SVHNtest performanceHelped
Replace cosine scheduling with Schedule-Free AdamWIWSLT14 and OpenWebText GPT-2 · IWSLT14 and OpenWebTextevaluation performanceHelped
Replace Linear Decay scheduling with Schedule-Free AdamWfastMRI and Criteo DLRM · fastMRI and Criteo DLRMevaluation performanceHelped
Replace the best schedule with Schedule-Free trainingMAE fine-tuning and ImageNet ResNet-50 · MAE fine-tuning and ImageNettest performanceNo clear effect
Replace NAdamW with Schedule-Free AdamWAlgoPerf WMT, VIT, FASTMRI, OGBG, Conformer, Criteo, and DeepSpeech · AlgoPerf self-tuning tracktime-to-targetMixed
Replace averaging approaches and Linear Decay with Schedule-Free learningLibSVM logistic regression problems · LibSVM logistic regressionfinal train accuracyHelped
Use momentum β=0.9 instead of β=0.98 (ablation)Schedule-Free AdamW · NanoGPT on OpenWebTextlossHurt
Use β<1 rather than β=1 (ablation)Schedule-Free momentum · Quadratic minimizationconvergenceHelped
Compute weight decay at y rather than z (ablation)Schedule-Free methods · ImageNet and NanoGPTperformanceHelped
Use learning-rate-squared weighted averaging during warmup instead of unweighted averaging (ablation)Schedule-Free AdamW · Deep learning tasks with warmupperformanceHelped

Surprising findings

Limitations

Experimental setup

Datasets: CIFAR10 CIFAR100 SVHN ImageNet IWSLT14 Criteo Kaggle fastMRI OpenWebText WMT17 LibriSpeech Criteo 1B OGBG PCBA

Benchmarks: CIFAR10 CIFAR100 SVHN ImageNet IWSLT14 Criteo Kaggle fastMRI OpenWebText NanoGPT MLCommons AlgoPerf self-tuning LibSVM logistic regression

Metrics: test accuracy validation loss time-to-target train accuracy

Baselines: cosine learning rate schedule linear decay schedule step-wise schedule NAdamW Polyak averaging primal averaging

Builds on: Polyak-Ruppert averaging primal averaging AdamW Lookahead Nesterov accelerated method

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