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Understanding Short-Horizon Bias in Stochastic Meta-Optimization
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README.md
checkpoint.py
cifar10.py
dataset.py
get_dataset.py
logger.py
look_ahead.py
look_ahead_tests.py
mnist.py
models.py
offline.py
online.py
optimizers.py
optimizers_tests.py
run_all_unittests.sh
train.py

README.md

meta-optim-public

Code for paper Understanding Short-Horizon Bias in Stochastic Meta-Optimization [arxiv]

Dependencies

  • matplotlib
  • numpy
  • pandas
  • python 2.7 or python 3.5+
  • tensorflow 1.3+
  • tensorflow-forward-ad
  • tqdm

Our code is tested on Ubuntu 14.04 and 16.04.

Offline Meta-Optimization Experiments

Meta-Optimization Loss Surface

# Do random search of hyperparameters.
python offline.py --run surface

# Train a network using the best selected hyperparameters.
python offline.py --run best
  • For command-line configurations, please see offline.py.

Gradient-based Meta-Optimization

python offline.py --run smd
  • For command-line configurations, please see offline.py.

Online Meta-Optimization Experiments

python online.py    [--dataset {DATASET}]                   \
                    [--num_meta_steps {NUM_META_STEPS}]     \
                    [--steps_per_update {STEPS_PER_UPDATE}]
  • Possible {DATASET} options are mnist, cifar-10, default mnist.
  • Replace {NUM_META_STEPS} with number of meta-optimization steps per update, default 10.
  • Replace {STEPS_PER_UPDATE} with number of regular training steps per meta updates, default 100.
  • Use larger {NUM_META_STEPS} and smaller {STEPS_PER_UPDATE} to observe stronger effect of short-horizon bias (also slower to run).

How to Write Forward-Mode AutoDiff for Other Optimizers

We include standard GradientDescentOptimizer, MomentumOptimizer, MomentumInvDecayOptimizer, and AdamOptimizer. It is very easy to take gradients on the hyperparameters of other optimizers that we haven't defined. Follow the instruction below on how to perform meta-optimization on other optimizers.

  1. You need to write a custom optimizer class. The constructor pass in a dictionary of hyperparameters that needs gradients. For example:
class GradientDescentOptimizer(Optimizer):
    def __init__(self, lr, dtype=tf.float32):
        """Gradient descent optimizer.

        Args:
            lr: Float. Learning rate.
            dtype: Data type, default tf.float32.
        """
        super(GradientDescentOptimizer, self).__init__({'lr': lr}, dtype=dtype)

You can then access the value of the hyperparameter by accessing self.hyperparams, e.g.:

lr = self.hyperparams['lr']
  1. Implement the following two functions.
def apply_gradients(self, grads_and_vars, global_step=None):
    """Applies gradients

    Args:
        grads_and_vars: List of tuples of the gradients and the variables.
        global_step: Tensor that records the global step. Optional.

    Returns:
        train_op: A TensorFlow op that applies the gradients to the variables.
    """
    raise NotImplemented()

def minimize(self, cost, var_list=None, global_step=None,
             gate_gradients=1):
    """Minimizes a cost function.

    Args:
        cost: Cost function to minimize.
        var_list: List of trainable variables, default tf.trainable_variables().
        global_step: Global step counter.
        gate_gradients: Whether to allow concurrency in calculating the gradients.

    Returns:
        train_op: A TensorFlow op that applies the gradients to the variables.
    """
    raise NotImplemented()
  1. A tensor is called an accumulator if the recursive update formula relies on the value of the tensor of the previous time step. For example, the weight parameters are accumulators; velocities in SGD with momentum are also accumulators. Note that you need to keep a reference of the old accumulators and new accumulators in order to compute derivatives efficiently. For example, in apply_gradients, we keep a reference like this:
self._accumulators = {'w': var_list}
self._new_accumulators = {'w': var_list_new}
  1. Then, using the look ahead function defined in look_ahead.py, we can compute the forward gradients ops.
hp_dict = {'lr': init_lr, mom_name: momentum}
hp_names = hp_dict.keys()
hyperparams = dict([(hp_name, model.optimizer.hyperparams[hp_name]) for hp_name in hp_names])
grads = model.optimizer.grads
accumulators = model.optimizer.accumulators
new_accumulators = model.optimizer.new_accumulators
loss = model.cost

# Build look ahead graph.
look_ahead_ops, hp_grad_ops, zero_out_ops = look_ahead_grads(
        hyperparams, grads, accumulators, new_accumulators, loss)

look_ahead_ops is called during regular training; hp_grad_ops is called in the end where we compute the training loss of a certain set of objective examples; zero_out_ops is called if we want to do this process over again, to clean up all the intermediate gradients variables. Below is an example of using these ops.

# Running `look_ahead_ops` during regular training.
for ii, (xd, yd) in enumerate(data_list):
    fdict = {model.x: xd, model.y: yd}
    sess.run(look_ahead_ops, feed_dict=fdict)
    sess.run(model.train_op, feed_dict=fdict)

# Final round. Running evaluation on the objective training loss.
fdict = {model.x: x_eval, model.y: y_eval}

# Get hyperparam gradients by running hp_grad_ops
hp_grads = sess.run(hp_grad_ops, feed_dict=fdict)
  1. Please see optimizer.py, offline.py, and train.py for more details.

Citation

If you use our code, please consider cite the following:

  • Yuhuai Wu, Mengye Ren, Renjie Liao and Roger B. Grosse. Understanding Short-Horizon Bias in Stochastic Meta-Optimization. In Proceedings of 6th International Conference on Learning Representations (ICLR), 2018.
@inproceedings{wu18shorthorizon,
  author   = {Yuhuai Wu and 
              Mengye Ren and 
              Renjie Liao and 
              Roger B. Grosse},
  title    = {Understanding Short-Horizon Bias in Stochastic Meta-Optimization},
  booktitle= {Proceedings of 6th International Conference on Learning Representations {ICLR}},
  year     = {2018},
}
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