Beyond Backpropagation: Optimization with Multi-Tangent Forward Gradients
- URL: http://arxiv.org/abs/2410.17764v1
- Date: Wed, 23 Oct 2024 11:02:59 GMT
- Title: Beyond Backpropagation: Optimization with Multi-Tangent Forward Gradients
- Authors: Katharina Flügel, Daniel Coquelin, Marie Weiel, Achim Streit, Markus Götz,
- Abstract summary: 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.
- Score: 0.08388591755871733
- License:
- Abstract: The gradients used to train neural networks are typically computed using backpropagation. While an efficient way to obtain exact gradients, backpropagation is computationally expensive, hinders parallelization, and is biologically implausible. Forward gradients are an approach to approximate the gradients from directional derivatives along random tangents computed by forward-mode automatic differentiation. So far, research has focused on using a single tangent per step. 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 orthogonal projections. We demonstrate that increasing the number of tangents improves both approximation quality and optimization performance across various tasks.
Related papers
- 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) - Forward Gradient-Based Frank-Wolfe Optimization for Memory Efficient Deep Neural Network Training [0.0]
This paper focuses on analyzing the performance of the well-known Frank-Wolfe algorithm.
We show the proposed algorithm does converge to the optimal solution with a sub-linear rate of convergence.
In contrast, the standard Frank-Wolfe algorithm, when provided with access to the Projected Forward Gradient, fails to converge to the optimal solution.
arXiv Detail & Related papers (2024-03-19T07:25:36Z) - Stochastic Gradient Descent for Gaussian Processes Done Right [86.83678041846971]
We show that when emphdone right -- by which we mean using specific insights from optimisation and kernel communities -- gradient descent is highly effective.
We introduce a emphstochastic dual descent algorithm, explain its design in an intuitive manner and illustrate the design choices.
Our method places Gaussian process regression on par with state-of-the-art graph neural networks for molecular binding affinity prediction.
arXiv Detail & Related papers (2023-10-31T16:15:13Z) - Optimization using Parallel Gradient Evaluations on Multiple Parameters [51.64614793990665]
We propose a first-order method for convex optimization, where gradients from multiple parameters can be used during each step of gradient descent.
Our method uses gradients from multiple parameters in synergy to update these parameters together towards the optima.
arXiv Detail & Related papers (2023-02-06T23:39:13Z) - Optimization without Backpropagation [0.0]
Forward gradients have been introduced to bypass backpropagation in autodifferentiation.
We derive an optimality condition to obtain best approximating forward gradients.
arXiv Detail & Related papers (2022-09-13T21:09:34Z) - 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) - Local Quadratic Convergence of Stochastic Gradient Descent with Adaptive
Step Size [29.15132344744801]
We establish local convergence for gradient descent with adaptive step size for problems such as matrix inversion.
We show that these first order optimization methods can achieve sub-linear or linear convergence.
arXiv Detail & Related papers (2021-12-30T00:50:30Z) - 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) - Channel-Directed Gradients for Optimization of Convolutional Neural
Networks [50.34913837546743]
We introduce optimization methods for convolutional neural networks that can be used to improve existing gradient-based optimization in terms of generalization error.
We show that defining the gradients along the output channel direction leads to a performance boost, while other directions can be detrimental.
arXiv Detail & Related papers (2020-08-25T00:44:09Z) - Cogradient Descent for Bilinear Optimization [124.45816011848096]
We introduce a Cogradient Descent algorithm (CoGD) to address the bilinear problem.
We solve one variable by considering its coupling relationship with the other, leading to a synchronous gradient descent.
Our algorithm is applied to solve problems with one variable under the sparsity constraint.
arXiv Detail & Related papers (2020-06-16T13:41:54Z)
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.