AISTATS 2016poster116 citations

Early Stopping as Nonparametric Variational Inference

David Duvenaud, Dougal Maclaurin, Ryan Adams

Abstract

We show that unconverged stochastic gradient descent can be interpreted as sampling from a nonparametric approximate posterior distribution. This distribution is implicitly defined by the transformation of an initial distribution by a sequence of optimization steps. By tracking the change in entropy of this distribution during optimization, we give a scalable, unbiased estimate of a variational lower bound on the log marginal likelihood. This bound can be used to optimize hyperparameters instead of cross-validation. This Bayesian interpretation of SGD also suggests new overfitting-resistant optimization procedures, and gives a theoretical foundation for early stopping and ensembling. We investigate the properties of this marginal likelihood estimator on neural network models.

BibTeX
@InProceedings{pmlr-v51-duvenaud16,
  title = 	 {Early Stopping as Nonparametric Variational Inference},
  author = 	 {Duvenaud, David and Maclaurin, Dougal and Adams, Ryan},
  booktitle = 	 {Proceedings of the 19th International Conference on Artificial Intelligence and Statistics},
  pages = 	 {1070--1077},
  year = 	 {2016},
  editor = 	 {Gretton, Arthur and Robert, Christian C.},
  volume = 	 {51},
  series = 	 {Proceedings of Machine Learning Research},
  address = 	 {Cadiz, Spain},
  month = 	 {09--11 May},
  publisher =    {PMLR},
  pdf = 	 {http://proceedings.mlr.press/v51/duvenaud16.pdf},
  url = 	 {https://proceedings.mlr.press/v51/duvenaud16.html},
  abstract = 	 {We show that unconverged stochastic gradient descent can be interpreted as sampling from a nonparametric approximate posterior distribution. This distribution is implicitly defined by the transformation of an initial distribution by a sequence of optimization steps.  By tracking the change in entropy of this distribution during optimization, we give a scalable, unbiased estimate of a variational lower bound on the log marginal likelihood. This bound can be used to optimize hyperparameters instead of cross-validation. This Bayesian interpretation of SGD also suggests new overfitting-resistant optimization procedures, and gives a theoretical foundation for early stopping and ensembling. We investigate the properties of this marginal likelihood estimator on neural network models.}
}
Early Stopping as Nonparametric Variational Inference · AISTATS 2016