Advanced Optimization Techniques for Machine Learning
Chapter 1: Foundations of Optimization in Machine Learning
Revisiting Gradient Descent Variants
The Role of Convexity
Understanding Loss Surfaces
Convergence Analysis Fundamentals
Challenges in Non-Convex Optimization
Numerical Stability Considerations
Practice: Analyzing Convergence Behavior
Chapter 2: Second-Order Optimization Methods
Newton's Method: Theory and Derivation
The Hessian Matrix: Computation and Properties
Challenges with Newton's Method
Quasi-Newton Methods: Approximating the Hessian
BFGS Algorithm Explained
Limited-memory BFGS (L-BFGS)
Trust Region Methods
Hands-on Practical: Implementing L-BFGS
Chapter 3: Adaptive Learning Rate Algorithms
Limitations of Fixed Learning Rates
AdaGrad: Adapting Rates Based on Past Gradients
RMSprop: Addressing AdaGrad's Diminishing Rates
Adam: Combining Momentum and RMSprop
Adamax and Nadam Variants
AMSGrad: Improving Adam's Convergence
Understanding Learning Rate Schedules
Hands-on Practical: Comparing Adaptive Optimizers
Chapter 4: Optimization for Large-Scale Datasets
Stochastic Gradient Descent Revisited: Variance Reduction
Stochastic Average Gradient (SAG)
Stochastic Variance Reduced Gradient (SVRG)
Mini-batch Gradient Descent Trade-offs
Asynchronous Stochastic Gradient Descent
Data Parallelism Strategies
Hands-on Practical: Implementing SVRG
Chapter 5: Distributed Optimization Strategies
Motivation for Distributed Training
Parameter Server Architectures
Synchronous vs. Asynchronous Updates
Communication Bottlenecks and Strategies
All-Reduce Algorithms
Federated Learning Optimization Principles
Hands-on Practical: Simulating Distributed SGD
Chapter 6: Optimization Challenges in Deep Learning
Characteristics of Deep Learning Loss Landscapes
Impact of Network Architecture on Optimization
Normalization Techniques and Optimization
Gradient Clipping and Explosion/Vanishing Gradients
Initialization Strategies and Their Effect
Regularization Methods as Implicit Optimization
Practice: Tuning Optimizers for Deep Networks
Chapter 7: Advanced and Specialized Optimization Topics
Constrained Optimization Fundamentals
Lagrangian Duality and KKT Conditions
Projected Gradient Methods
Derivative-Free Optimization Overview
Bayesian Optimization for Hyperparameter Tuning
Optimization for Reinforcement Learning Policies
Practice: Implementing Projected Gradient Descent
Understanding Learning Rate Schedules
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- Deep Learning, Ian Goodfellow, Yoshua Bengio, and Aaron Courville, 2016 (MIT Press) - Provides a comprehensive foundation for deep learning optimization techniques, including the role of learning rates and basic scheduling approaches.
- SGDR: Stochastic Gradient Descent with Warm Restarts, Ilya Loshchilov and Frank Hutter, 2017 International Conference on Learning Representations (ICLR) DOI: 10.48550/arXiv.1608.03983 - Introduces the cosine annealing learning rate schedule with periodic warm restarts, empirically showing its effectiveness.
- Cyclical Learning Rates for Training Neural Networks, Leslie N. Smith, 2017 arXiv DOI: 10.48550/arXiv.1506.01186 - Proposes cyclical learning rates as a technique to stabilize training and achieve improved performance.
- Adam: A Method for Stochastic Optimization, Diederik P. Kingma and Jimmy Ba, 2015 International Conference on Learning Representations (ICLR) DOI: 10.48550/arXiv.1412.6980 - Presents the Adam optimizer, a widely used adaptive method that is often combined with global learning rate schedules.
- Attention Is All You Need, Ashish Vaswani, Noam Shazeer, Niki Parmar, Jakob Uszkoreit, Llion Jones, Aidan N. Gomez, Łukasz Kaiser, and Illia Polosukhin, 2017 Advances in Neural Information Processing Systems (NeurIPS), Vol. 30 DOI: 10.48550/arXiv.1706.03762 - Introduces the Transformer architecture and demonstrates the effectiveness of a learning rate schedule that includes a warmup phase.