Learning to Optimize via Dual space Preconditioning

Anonymous

Sep 25, 2019 ICLR 2020 Conference Blind Submission readers: everyone Show Bibtex
  • Abstract: Preconditioning an minimization algorithm improve its convergence and can lead to a minimizer in one iteration in some extreme cases. There is currently no analytical way for finding a suitable preconditioner. We present a general methodology for learning the preconditioner and show that it can lead to dramatic speed-ups over standard optimization techniques.
  • Code: https://drive.google.com/file/d/10XrwojJQUxUWb2Khp9cFp5JyM7usQt5D/view?usp=sharing
  • Keywords: Optimization, meta-learning
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