arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2002.03755cs.LGmath.OCstat.ML
收藏

Compositional ADAM: An Adaptive Compositional Solver

Huawei Technologies Research and Development(华为技术研发);University College London(伦敦大学学院)

Rasul Tutunov, Minne Li, Alexander I. Cowen-Rivers, Jun Wang, Haitham Bou-Ammar

英文摘要:

In this paper, we present C-ADAM, the first adaptive solver for compositional problems involving a non-linear functional nesting of expected values. We proof that C-ADAM converges to a stationary point in $\mathcal{O}(δ^{-2.25})$ with $δ$ being a precision parameter. Moreover, we demonstrate the importance of our results by bridging, for the first time, model-agnostic meta-learning (MAML) and compositional optimisation showing fastest known rates for deep network adaptation to-date. Finally, we validate our findings in a set of experiments from portfolio optimisation and meta-learning. Our results manifest significant sample complexity reductions compared to both standard and compositional solvers.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑