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Poster
Gradient-based Hyperparameter Optimization Over Long Horizons
Paul Micaelli · Amos Storkey

Tue Dec 07 08:30 AM -- 10:00 AM (PST) @ Virtual
in Poster Session 1 »
Gradient-based hyperparameter optimization has earned a widespread popularity in the context of few-shot meta-learning, but remains broadly impractical for tasks with long horizons (many gradient steps), due to memory scaling and gradient degradation issues. A common workaround is to learn hyperparameters online, but this introduces greediness which comes with a significant performance drop. We propose forward-mode differentiation with sharing (FDS), a simple and efficient algorithm which tackles memory scaling issues with forward-mode differentiation, and gradient degradation issues by sharing hyperparameters that are contiguous in time. We provide theoretical guarantees about the noise reduction properties of our algorithm, and demonstrate its efficiency empirically by differentiating through $\sim 10^4$ gradient steps of unrolled optimization. We consider large hyperparameter search ranges on CIFAR-10 where we significantly outperform greedy gradient-based alternatives, while achieving $\times 20$ speedups compared to the state-of-the-art black-box methods.
Keywords: Optimization · Meta Learning

Author Information

Paul Micaelli (The University of Edinburgh)

PhD Student in Machine Learning

Amos Storkey (University of Edinburgh)

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