SHINE: SHaring the INverse Estimate from the forward pass for bi-level
optimization and implicit models
- URL: http://arxiv.org/abs/2106.00553v1
- Date: Tue, 1 Jun 2021 15:07:34 GMT
- Title: SHINE: SHaring the INverse Estimate from the forward pass for bi-level
optimization and implicit models
- Authors: Zaccharie Ramzi, Florian Mannel, Shaojie Bai, Jean-Luc Starck,
Philippe Ciuciu, Thomas Moreau
- Abstract summary: In recent years, implicit deep learning has emerged as a method to increase the depth of deep neural networks.
The training is performed as a bi-level problem, and its computational complexity is partially driven by the iterative inversion of a huge Jacobian matrix.
We propose a novel strategy to tackle this computational bottleneck from which many bi-level problems suffer.
- Score: 15.541264326378366
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: In recent years, implicit deep learning has emerged as a method to increase
the depth of deep neural networks. While their training is memory-efficient,
they are still significantly slower to train than their explicit counterparts.
In Deep Equilibrium Models (DEQs), the training is performed as a bi-level
problem, and its computational complexity is partially driven by the iterative
inversion of a huge Jacobian matrix. In this paper, we propose a novel strategy
to tackle this computational bottleneck from which many bi-level problems
suffer. The main idea is to use the quasi-Newton matrices from the forward pass
to efficiently approximate the inverse Jacobian matrix in the direction needed
for the gradient computation. We provide a theorem that motivates using our
method with the original forward algorithms. In addition, by modifying these
forward algorithms, we further provide theoretical guarantees that our method
asymptotically estimates the true implicit gradient. We empirically study this
approach in many settings, ranging from hyperparameter optimization to large
Multiscale DEQs applied to CIFAR and ImageNet. We show that it reduces the
computational cost of the backward pass by up to two orders of magnitude. All
this is achieved while retaining the excellent performance of the original
models in hyperparameter optimization and on CIFAR, and giving encouraging and
competitive results on ImageNet.
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