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Record W2980003999 · doi:10.48550/arxiv.1910.04920

Fast and Furious Convergence: Stochastic Second Order Methods under Interpolation

2019· preprint· en· W2980003999 on OpenAlexaff
Si Yi Meng, Sharan Vaswani, Issam Laradji, Mark Schmidt, Simon Lacoste-Julien

Bibliographic record

VenuearXiv (Cornell University) · 2019
Typepreprint
Languageen
FieldComputer Science
TopicStochastic Gradient Optimization Techniques
Canadian institutionsUniversité de MontréalUniversity of British Columbia
Fundersnot available
KeywordsHessian matrixMathematicsConvergence (economics)Applied mathematicsBroyden–Fletcher–Goldfarb–Shanno algorithmRate of convergenceParameterized complexityMathematical optimizationAlgorithmComputer science

Abstract

fetched live from OpenAlex

We consider stochastic second-order methods for minimizing smooth and strongly-convex functions under an interpolation condition satisfied by over-parameterized models. Under this condition, we show that the regularized subsampled Newton method (R-SSN) achieves global linear convergence with an adaptive step-size and a constant batch-size. By growing the batch size for both the subsampled gradient and Hessian, we show that R-SSN can converge at a quadratic rate in a local neighbourhood of the solution. We also show that R-SSN attains local linear convergence for the family of self-concordant functions. Furthermore, we analyze stochastic BFGS algorithms in the interpolation setting and prove their global linear convergence. We empirically evaluate stochastic L-BFGS and a "Hessian-free" implementation of R-SSN for binary classification on synthetic, linearly-separable datasets and real datasets under a kernel mapping. Our experimental results demonstrate the fast convergence of these methods, both in terms of the number of iterations and wall-clock time.

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)0.003
metaresearch head score (Gemma)0.009
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.008
Threshold uncertainty score0.016

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.009
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.002
Scholarly communication0.0010.001
Open science0.0020.002
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0010.000

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 head0.056
GPT teacher head0.234
Teacher spread0.177 · 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 designSimulation or modeling
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

Citations6
Published2019
Admission routes1
Has abstractyes

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