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Record W2896830491 · doi:10.1287/ijoo.2022.0072

A Subsampling Line-Search Method with Second-Order Results

2022· article· en· W2896830491 on OpenAlexaff
El Houcine Bergou, Youssef Diouane, Vladimír Kunc, Vyacheslav Kungurtsev, Clément W. Royer

Bibliographic record

VenueINFORMS Journal on Optimization · 2022
Typearticle
Languageen
FieldComputer Science
TopicStochastic Gradient Optimization Techniques
Canadian institutionsPolytechnique Montréal
FundersAgence Nationale de la Recherche
KeywordsLine searchComputer scienceContext (archaeology)Mathematical optimizationFunction (biology)Sample (material)Line (geometry)Saddle pointReduction (mathematics)AlgorithmArtificial intelligenceMathematicsPath (computing)

Abstract

fetched live from OpenAlex

In many contemporary optimization problems such as those arising in machine learning, it can be computationally challenging or even infeasible to evaluate an entire function or its derivatives. This motivates the use of stochastic algorithms that sample problem data, which can jeopardize the guarantees obtained through classical globalization techniques in optimization, such as a line search. Using subsampled function values is particularly challenging for the latter strategy, which relies upon multiple evaluations. For nonconvex data-related problems, such as training deep learning models, one aims at developing methods that converge to second-order stationary points quickly, that is, escape saddle points efficiently. This is particularly difficult to ensure when one only accesses subsampled approximations of the objective and its derivatives. In this paper, we describe a stochastic algorithm based on negative curvature and Newton-type directions that are computed for a subsampling model of the objective. A line-search technique is used to enforce suitable decrease for this model; for a sufficiently large sample, a similar amount of reduction holds for the true objective. We then present worst-case complexity guarantees for a notion of stationarity tailored to the subsampling context. Our analysis encompasses the deterministic regime and allows us to identify sampling requirements for second-order line-search paradigms. As we illustrate through real data experiments, these worst-case estimates need not be satisfied for our method to be competitive with first-order strategies in practice.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.007
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.004
Threshold uncertainty score0.012

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.007
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0010.001
Open science0.0010.001
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0030.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.028
GPT teacher head0.294
Teacher spread0.266 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations21
Published2022
Admission routes1
Has abstractyes

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Same venueINFORMS Journal on OptimizationSame topicStochastic Gradient Optimization TechniquesFrench-language works237,207