Optimization without Backpropagation
- URL: http://arxiv.org/abs/2209.06302v1
- Date: Tue, 13 Sep 2022 21:09:34 GMT
- Title: Optimization without Backpropagation
- Authors: Gabriel Belouze
- Abstract summary: Forward gradients have been introduced to bypass backpropagation in autodifferentiation.
We derive an optimality condition to obtain best approximating forward gradients.
- Score: 0.0
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: Forward gradients have been recently introduced to bypass backpropagation in
autodifferentiation, while retaining unbiased estimators of true gradients. We
derive an optimality condition to obtain best approximating forward gradients,
which leads us to mathematical insights that suggest optimization in high
dimension is challenging with forward gradients. Our extensive experiments on
test functions support this claim.
Related papers
- Beyond Backpropagation: Optimization with Multi-Tangent Forward Gradients [0.08388591755871733]
Forward gradients are an approach to approximate the gradients from directional derivatives along random tangents computed by forward-mode automatic differentiation.
This paper provides an in-depth analysis of multi-tangent forward gradients and introduces an improved approach to combining the forward gradients from multiple tangents based on projections.
arXiv Detail & Related papers (2024-10-23T11:02:59Z) - Differentially Private Optimization with Sparse Gradients [60.853074897282625]
We study differentially private (DP) optimization problems under sparsity of individual gradients.
Building on this, we obtain pure- and approximate-DP algorithms with almost optimal rates for convex optimization with sparse gradients.
arXiv Detail & Related papers (2024-04-16T20:01:10Z) - Convex and Non-convex Optimization Under Generalized Smoothness [69.69521650503431]
An analysis of convex and non- optimization methods often requires the Lipsitzness gradient, which limits the analysis by this trajectorys.
Recent work generalizes the gradient setting via the non-uniform smoothness condition.
arXiv Detail & Related papers (2023-06-02T04:21:59Z) - Parameter-free projected gradient descent [0.0]
We consider the problem of minimizing a convex function over a closed convex set, with Projected Gradient Descent (PGD)
We propose a fully parameter-free version of AdaGrad, which is adaptive to the distance between the initialization and the optimum, and to the sum of the square norm of the subgradients.
Our algorithm is able to handle projection steps, does not involve restarts, reweighing along the trajectory or additional evaluations compared to the classical PGD.
arXiv Detail & Related papers (2023-05-31T07:22:44Z) - Local Bayesian optimization via maximizing probability of descent [26.82385325186729]
Local optimization is a promising approach to expensive, high-dimensional black-box optimization.
We show that, surprisingly, the expected value of the gradient is not always the direction maximizing the probability of descent.
This observation inspires an elegant optimization scheme seeking to maximize the probability of descent while moving in the direction of most-probable descent.
arXiv Detail & Related papers (2022-10-21T01:13:14Z) - Gradients without Backpropagation [16.928279365071916]
We present a method to compute gradients based solely on the directional derivative that one can compute exactly and efficiently via the forward mode.
We demonstrate forward descent gradient in a range of problems, showing substantial savings in computation and enabling training up to twice as fast in some cases.
arXiv Detail & Related papers (2022-02-17T11:07:55Z) - On Training Implicit Models [75.20173180996501]
We propose a novel gradient estimate for implicit models, named phantom gradient, that forgoes the costly computation of the exact gradient.
Experiments on large-scale tasks demonstrate that these lightweight phantom gradients significantly accelerate the backward passes in training implicit models by roughly 1.7 times.
arXiv Detail & Related papers (2021-11-09T14:40:24Z) - Zeroth-Order Hybrid Gradient Descent: Towards A Principled Black-Box
Optimization Framework [100.36569795440889]
This work is on the iteration of zero-th-order (ZO) optimization which does not require first-order information.
We show that with a graceful design in coordinate importance sampling, the proposed ZO optimization method is efficient both in terms of complexity as well as as function query cost.
arXiv Detail & Related papers (2020-12-21T17:29:58Z) - Self-Tuning Stochastic Optimization with Curvature-Aware Gradient
Filtering [53.523517926927894]
We explore the use of exact per-sample Hessian-vector products and gradients to construct self-tuning quadratics.
We prove that our model-based procedure converges in noisy gradient setting.
This is an interesting step for constructing self-tuning quadratics.
arXiv Detail & Related papers (2020-11-09T22:07:30Z) - On the Convergence of Adaptive Gradient Methods for Nonconvex Optimization [80.03647903934723]
We prove adaptive gradient methods in expectation of gradient convergence methods.
Our analyses shed light on better adaptive gradient methods in optimizing non understanding gradient bounds.
arXiv Detail & Related papers (2018-08-16T20:25:28Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.