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by markisus
252 days ago
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The authors somewhat address your questions in the accompanying paper https://arxiv.org/abs/2410.24206 > We emphasize that the central flow is a theoretical tool for understanding optimizer behavior, not a practical
optimization method. In practice, maintaining an exponential moving average of the iterates (e.g., Morales-Brotons
et al., 2024) is likely a computational feasible way to estimate the optimizer’s time-averaged trajectory. They analyze the behavior of RMSProp (Adam without momentum) using their framework to come up with simplified mathematical models that are able to predict actual training behavior in experiments. It looks like their mathematical models explain why RMSProp works, in a way that is more satisfying than the usual hand waving explanations. |
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While momentum seems to work, and the authors clearly state it is not intended as a practical optimization method, I can't exclude that we can improve convergence rates by building on this knowledge.
Is it guaranteed for the oscillating behavior to have a period of 2 steps? or is say 3 step period also possible (a vector in a plane could alternately point to 0 degrees, 120 degrees and 240 degrees).
The way I read this presentation the implication seems to be that its always a period of 2. Perhaps if the top-2 sharpnesses are degenerate (identical), a period of N distinct from 2 could be possible?
It makes you wonder what if instead of storing momentum with exponential moving average one were to use the average of the last 2 iterations, so there would be less lag.
It also makes me wonder if we should perform 2 iterative steps PER sequence so that the single-sample-sequence gives feedback along it's valley instead of across it. One would go through the corpus at half the speed, but convergence may be more accurate.