SANIA: Polyak-type Optimization Framework Leads to Scale Invariant Stochastic Algorithms
Keywords: optimization, learning rate free, adaptive optimizers, polyak step-size
TL;DR: Polyak step-size based optimization framework SANIA generalizes some of the most popular adaptive optimization methods while also making them scale invariant.
Abstract: Adaptive optimization methods are widely recognized as among the most popular approaches for training Deep Neural Networks (DNNs). Techniques such as Adam, AdaGrad, and AdaHessian utilize a preconditioner that modifies the search direction by incorporating information about the curvature of the objective function. However, despite their adaptive characteristics, these methods still require manual fine-tuning of the step-size. This, in turn, impacts the time required to solve a particular problem. This paper presents an optimization framework named SANIA to tackle these challenges. Beyond eliminating the need for manual step-size hyperparameter settings, SANIA incorporates techniques to address poorly scaled or ill-conditioned problems. We also explore several preconditioning methods, including Hutchinson's method, which approximates the Hessian diagonal of the loss function. We conclude with an extensive empirical examination of the proposed techniques across classification tasks, covering both convex and non-convex contexts.
Primary Area: optimization
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Submission Number: 1095
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