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Poster
Stagewise Training Accelerates Convergence of Testing Error Over SGD
Zhuoning Yuan · Yan Yan · Rong Jin · Tianbao Yang

Tue Dec 10 10:45 AM -- 12:45 PM (PST) @ East Exhibition Hall B + C #143
in Deep Learning -- Optimization for Deep Networks »

Stagewise training strategy is widely used for learning neural networks, which runs a stochastic algorithm (e.g., SGD) starting with a relatively large step size (aka learning rate) and geometrically decreasing the step size after a number of iterations. It has been observed that the stagewise SGD has much faster convergence than the vanilla SGD with a polynomially decaying step size in terms of both training error and testing error. {\it But how to explain this phenomenon has been largely ignored by existing studies.} This paper provides some theoretical evidence for explaining this faster convergence. In particular, we consider a stagewise training strategy for minimizing empirical risk that satisfies the Polyak-\L ojasiewicz (PL) condition, which has been observed/proved for neural networks and also holds for a broad family of convex functions. For convex loss functions and two classes of ``nice-behaviored" non-convex objectives that are close to a convex function, we establish faster convergence of stagewise training than the vanilla SGD under the PL condition on both training error and testing error. Experiments on stagewise learning of deep residual networks exhibits that it satisfies one type of non-convexity assumption and therefore can be explained by our theory.

Keywords: Optimization for Deep Networks · Deep Learning · Stochastic Optimization · Optimization -> Non-Convex Optimization; Optimization
[ Paper]  [ Slides] 

Author Information

Zhuoning Yuan (University of Iowa)
Yan Yan (the University of Iowa)
Rong Jin (Alibaba)
Tianbao Yang (The University of Iowa)

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