论文标题

关于符号加速优化的实际观点

Practical Perspectives on Symplectic Accelerated Optimization

论文作者

Duruisseaux, Valentin, Leok, Melvin

论文摘要

几何数值集成最近已被利用来设计符号加速优化算法,通过从Wibisono等人中引入的各种框架中模拟Lagrangian和Hamiltonian Systems。在本文中,我们讨论了可以显着提高这些优化算法的计算性能的实际考虑因素,并大大简化了调整过程。特别是,我们研究了如何通过降低振荡的不良效果来改善计算效率和鲁棒性的动量如何通过使时间适应性多余的方式来缓解调音过程。我们还讨论时间循环如何帮助避免数值精度引起的不稳定性问题,而不会损害算法的计算效率。最后,我们比较了不同几何整合技术的效率和鲁棒性,并研究了算法中不同参数在实践中提供信息和简化调整的影响。从本文中,出现了符合性加速优化算法,其计算效率,稳定性和鲁棒性已得到提高,现在更易于使用并用于实用应用。

Geometric numerical integration has recently been exploited to design symplectic accelerated optimization algorithms by simulating the Lagrangian and Hamiltonian systems from the variational framework introduced in Wibisono et al. In this paper, we discuss practical considerations which can significantly boost the computational performance of these optimization algorithms, and considerably simplify the tuning process. In particular, we investigate how momentum restarting schemes ameliorate computational efficiency and robustness by reducing the undesirable effect of oscillations, and ease the tuning process by making time-adaptivity superfluous. We also discuss how temporal looping helps avoiding instability issues caused by numerical precision, without harming the computational efficiency of the algorithms. Finally, we compare the efficiency and robustness of different geometric integration techniques, and study the effects of the different parameters in the algorithms to inform and simplify tuning in practice. From this paper emerge symplectic accelerated optimization algorithms whose computational efficiency, stability and robustness have been improved, and which are now much simpler to use and tune for practical applications.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源