A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Stochastic gradient decent~(SGD) and its variants, including some accelerated variants, have become popular for training in machine learning. However, in all existing SGD and its variants, the sample size in each iteration~(epoch) of training is the same as the size of the full training set. In this paper, we propose a…
A common problem in training neural networks is the vanishing and/or exploding gradient problem which is more prominently seen in training of Recurrent Neural Networks (RNNs). Thus several algorithms have been proposed for training RNNs. This paper proposes a novel adaptive stochastic Nesterov accelerated quasiNewton (…
Training generative adversarial networks (GANs) often suffers from cyclic behaviors of iterates. Based on a simple intuition that the direction of centripetal acceleration of an object moving in uniform circular motion is toward the center of the circle, we present the Simultaneous Centripetal Acceleration (SCA) method…
In recent years, deep neural networks (DNN) have demonstrated significant business impact in large scale analysis and classification tasks such as speech recognition, visual object detection, pattern extraction, etc. Training of large DNNs, however, is universally considered as time consuming and computationally intens…
A significant advance in accelerating neural network training has been the development of normalization methods, permitting the training of deep models both faster and with better accuracy. These advances come with practical challenges: for instance, batch normalization ties the prediction of individual examples with o…
Sparsification is an efficient approach to accelerate CNN inference, but it is challenging to take advantage of sparsity in training procedure because the involved gradients are dynamically changed. Actually, an important observation shows that most of the activation gradients in back-propagation are very close to zero…
We propose a generic algorithmic building block to accelerate training of machine learning models on heterogeneous compute systems. Our scheme allows to efficiently employ compute accelerators such as GPUs and FPGAs for the training of large-scale machine learning models, when the training data exceeds their memory cap…
State-of-the-art convolutional neural networks (CNNs) used in vision applications have large models with numerous weights. Training these models is very compute- and memory-resource intensive. Much research has been done on pruning or compressing these models to reduce the cost of inference, but little work has address…
Recent technological advances have proliferated the available computing power, memory, and speed of modern Central Processing Units (CPUs), Graphics Processing Units (GPUs), and Field Programmable Gate Arrays (FPGAs). Consequently, the performance and complexity of Artificial Neural Networks (ANNs) is burgeoning. While…
Deep neural networks have yielded superior performance in many applications; however, the gradient computation in a deep model with millions of instances lead to a lengthy training process even with modern GPU/TPU hardware acceleration. In this paper, we propose AutoAssist, a simple framework to accelerate training of …
Poor (even random) starting points for learning/training/optimization are common in machine learning. In many settings, the method of Robbins and Monro (online stochastic gradient descent) is known to be optimal for good starting points, but may not be optimal for poor starting points -- indeed, for poor starting point…
The Regularized Nonlinear Acceleration (RNA) algorithm is an acceleration method capable of improving the rate of convergence of many optimization schemes such as gradient descend, SAGA or SVRG. Until now, its analysis is limited to convex problems, but empirical observations shows that RNA may be extended to wider set…
Dropout is a simple but efficient regularization technique for achieving better generalization of deep neural networks (DNNs); hence it is widely used in tasks based on DNNs. During training, dropout randomly discards a portion of the neurons to avoid overfitting. This paper presents an enhanced dropout technique, whic…