SGD-OGR-Hessian-estimator
backpack
SGD-OGR-Hessian-estimator | backpack | |
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8 | 2 | |
10 | 541 | |
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4.9 | 1.9 | |
12 months ago | 2 days ago | |
Mathematica | Python | |
MIT License | MIT License |
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SGD-OGR-Hessian-estimator
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Can you realistically write own neural network training optimizer in Mathematica?
I have developed new approach for optimizer (sources, article: https://github.com/JarekDuda/SGD-OGR-Hessian-estimator ) - estimating Hessian from online linear regression of gradients, in evolving locally interesting subspace.
- [R] SGD augmented with 2nd order information from seen sequence of gradients?
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Improving gradient descent convergence e.g. based on local trend of gradients?
Regarding comparison with momentum, here is using the largest learning rate (without escaping to infinity) for the same scenario - leading to ~50x worse values after 30 steps: https://github.com/JarekDuda/SGD-OGR-Hessian-estimator/raw/main/momentum.png
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SGD augmented with 2nd order information from seen sequence of gradients?
Here Hessian is estimated from linear regression of seen gradients, source: https://github.com/JarekDuda/SGD-OGR-Hessian-estimator
- [R] SGD augmented with 2nd order information from seen sequence of gradients - for nasty Beale function starts approaching in ~10 steps
- SGD augmented with 2nd order information from seen sequence of gradients - for nasty Beale function starts approaching in ~10 steps
backpack
What are some alternatives?
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