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 descent with a large initial learning rate is widely used for training modern neural net architectures. Although a small initial learning rate allows for faster training and better test performance initially, the large learning rate achieves better generalization soon after the learning rate is anne…
Large learning rates lead to various implicit biases in nonconvex optimization.
problem Understanding the conditions under which large learning rates yield edge of stability, balancing, and catapult phenomena.
method Developed a global convergence theory for nonconvex functions without globally Lipschitz continuous gradient, focusing on functions with good regularity.
result These implicit biases are more likely to occur in functions with good regularity, and large learning rates favor flatter regions.
Training deep neural networks requires intricate initialization and careful selection of learning rates. The emergence of stochastic gradient optimization methods that use adaptive learning rates based on squared past gradients, e.g., AdaGrad, AdaDelta, and Adam, eases the job slightly. However, such methods have also …
Training deep neural networks using a large batch size has shown promising results and benefits many real-world applications. However, the optimizer converges slowly at early epochs and there is a gap between large-batch deep learning optimization heuristics and theoretical underpinnings. In this paper, we propose a no…
Learning rate decay (lrDecay) is a \emph{de facto} technique for training modern neural networks. It starts with a large learning rate and then decays it multiple times. It is empirically observed to help both optimization and generalization. Common beliefs in how lrDecay works come from the optimization analysis of (S…
The study introduces anytime learning schedules for large language models without fixed horizons.
problem Training large language models without knowing the total training horizon.
method Theoretical analysis and weight averaging to create anytime learning schedules.
result Theoretical and empirical evidence shows that weight averaging with simple step sizes can achieve comparable final loss to well-tuned cosine schedules.
Maximal initial learning rate for deep ReLU networks identified.
problem Finding the optimal initial learning rate for deep neural networks.
method Simple approach to estimate maximal initial learning rate η∗, analyzing its behavior in constant-width fully-connected ReLU networks.
result Maximal initial learning rate η∗ is well predicted as a power of depth × width, with specific conditions for network width and input layer training.
Large learning rates lead to optimal generalization if chosen carefully.
problem Understanding the optimal range of large learning rates for neural network training.
method Empirical study focusing on two questions: optimal initial LR range and differences between models trained with different LRs.
result Optimal initial learning rates slightly above the convergence threshold lead to optimal results after fine-tuning with a small LR or weight averaging.
The paper presents a multi-power law for predicting loss curves across different learning rate schedules.
problem Understanding and optimizing the relationship between model performance and hyperparameters, especially learning rates.
method Proposes a multi-power law that combines power laws based on the sum of learning rates and additional laws for loss reduction due to decay.
result The multi-power law accurately predicts loss curves for unseen learning rate schedules and finds a schedule that outperforms cosine learning rate.
SGDM accelerates faster than SGD with large batch sizes and permits broader learning rates.
problem Understanding the role of momentum in SGDM and its convergence rates.
method Analysis of SGDM convergence rates under strongly convex settings, including finite-sample rates and asymptotic normality of the averaged estimator.
result SGDM converges faster than SGD with large batch sizes and permits broader learning rates.
Step sizes in neural network training are largely determined using predetermined rules such as fixed learning rates and learning rate schedules. These require user input or expensive global optimization strategies to determine their functional form and associated hyperparameters. Line searches are capable of adaptively…
In this paper, we describe a phenomenon, which we named "super-convergence", where neural networks can be trained an order of magnitude faster than with standard training methods. The existence of super-convergence is relevant to understanding why deep networks generalize well. One of the key elements of super-converge…
Optimizing deep neural networks is largely thought to be an empirical process, requiring manual tuning of several hyper-parameters, such as learning rate, weight decay, and dropout rate. Arguably, the learning rate is the most important of these to tune, and this has gained more attention in recent works. In this paper…