Attentional-Biased Stochastic Gradient Descent
- URL: http://arxiv.org/abs/2012.06951v5
- Date: Thu, 8 Jun 2023 05:58:43 GMT
- Title: Attentional-Biased Stochastic Gradient Descent
- Authors: Qi Qi, Yi Xu, Rong Jin, Wotao Yin, Tianbao Yang
- Abstract summary: We present a provable method (named ABSGD) for addressing the data imbalance or label noise problem in deep learning.
Our method is a simple modification to momentum SGD where we assign an individual importance weight to each sample in the mini-batch.
ABSGD is flexible enough to combine with other robust losses without any additional cost.
- Score: 74.49926199036481
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In this paper, we present a simple yet effective provable method (named
ABSGD) for addressing the data imbalance or label noise problem in deep
learning. Our method is a simple modification to momentum SGD where we assign
an individual importance weight to each sample in the mini-batch. The
individual-level weight of sampled data is systematically proportional to the
exponential of a scaled loss value of the data, where the scaling factor is
interpreted as the regularization parameter in the framework of
distributionally robust optimization (DRO). Depending on whether the scaling
factor is positive or negative, ABSGD is guaranteed to converge to a stationary
point of an information-regularized min-max or min-min DRO problem,
respectively. Compared with existing class-level weighting schemes, our method
can capture the diversity between individual examples within each class.
Compared with existing individual-level weighting methods using meta-learning
that require three backward propagations for computing mini-batch stochastic
gradients, our method is more efficient with only one backward propagation at
each iteration as in standard deep learning methods. ABSGD is flexible enough
to combine with other robust losses without any additional cost. Our empirical
studies on several benchmark datasets demonstrate the effectiveness of the
proposed method.\footnote{Code is available
at:\url{https://github.com/qiqi-helloworld/ABSGD/}}
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