Papers › Equilibrated adaptive learning rates for non-convex optimization

Equilibrated adaptive learning rates for non-convex optimization

15 Feb 2015NeurIPS 2015 12arXiv:1502.04390archive 2025-07-28

Yann N. Dauphin, Harm de Vries, Yoshua Bengio

Parameter-specific adaptive learning rate methods are computationally efficient ways to reduce the ill-conditioning problems encountered when training large deep networks. Following recent work that strongly suggests that most of the critical points encountered when training such networks are saddle points, we find how considering the presence of negative eigenvalues of the Hessian could help us design better suited adaptive learning rate schemes. We show that the popular Jacobi preconditioner has undesirable behavior in the presence of both positive and negative curvature, and present theoretical and empirical evidence that the so-called equilibration preconditioner is comparatively better suited to non-convex problems. We introduce a novel adaptive learning rate scheme, called ESGD, based on the equilibration preconditioner. Our experiments show that ESGD performs as well or better than RMSProp in terms of convergence speed, always clearly improving over plain stochastic gradient descent.

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