Local Gain Adaptation in Stochastic Gradient Descent

  • Authors:
  • Nicol N. Schraudolph

  • Affiliations:
  • -

  • Venue:
  • Local Gain Adaptation in Stochastic Gradient Descent
  • Year:
  • 1999

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Abstract

Gain adaptation algorithms for neural networks typically adjust learning rates by monitoring the correlation between successive gradients. Here we discuss the limitations of this approach, and develop an alternative by extending Sutton''s work on linear systems to the general, nonlinear case. The resulting online algorithms are computationally little more expensive than other acceleration techniques, do not assume statistical independence between successive training patterns, and do not require an arbitrary smoothing parameter. In our benchmark experiments, they consistently outperform other acceleration methods, and show remarkable robustness when faced with non-i.i.d. sampling of the input space.