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arXiv 2203.01757math.OC
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两类噪声容忍一阶算法的复杂度与性能

Complexity and performance for two classes of noise-tolerant first-order algorithms

S. Gratton, S. Jerad, Ph. L. Toint

AI总结:

本文提出两类无需目标函数评估的噪声容忍一阶优化算法,分析了第一类(推广Adagrad)的复杂度并推导出性能更优的第二类算法,初步实验表明第二类在深度学习有限和问题上表现更好。

摘要:

本文提出了两类在有噪声环境下的优化算法,这些算法不需要评估目标函数。第一类推广了著名的Adagrad方法,随后将其复杂度作为参数的函数进行分析。接着推导出第二类算法,其复杂度至少与第一类一样好。在深度学习应用中产生的有限和问题上的初步数值实验表明,第二类方法可能优于第一类。

英文摘要:

Two classes of algorithms for optimization in the presence of noise are presented, that do not require the evaluation of the objective function. The first generalizes the well-known Adagrad method. Its complexity is then analyzed as a function of its parameters. A second class of algorithms is then derived whose complexity is at least as good as that of the first class. Initial numerical experiments on finite-sum problems arising from deep-learning applications suggest that methods of the second class may outperform those of the first.

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。

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