Title
Variance Reduction in SGD by Distributed Importance Sampling
Abstract
Humans are able to accelerate their learning by selecting training materials that are the most informative and at the appropriate level of difficulty. We propose a framework for distributing deep learning in which one set of workers search for the most informative examples in parallel while a single worker updates the model on examples selected by importance sampling. This leads the model to update using an unbiased estimate of the gradient which also has minimum variance when the sampling proposal is proportional to the L2-norm of the gradient. We show experimentally that this method reduces gradient variance even in a context where the cost of synchronization across machines cannot be ignored, and where the factors for importance sampling are not updated instantly across the training set.
Year
Venue
Field
2015
CoRR
Training set,Data mining,Minimum-variance unbiased estimator,Importance sampling,Synchronization,Computer science,Sampling (statistics),Artificial intelligence,Deep learning,Variance reduction,Machine learning
DocType
Volume
Citations 
Journal
abs/1511.06481
13
PageRank 
References 
Authors
0.66
6
5
Name
Order
Citations
PageRank
Guillaume Alain130621.77
Alex Lamb226818.84
chinnadhurai sankar3324.47
Aaron C. Courville46671348.46
Yoshua Bengio5426773039.83