This week we have a cool new MILA professor, Ioannis Mitliagkas, giving a talk this Friday Sep 29 at a new, earlier time: 10:30AM in room AA6214. If time permits, he'll also be giving details of his winter course on topics in AI!

Hope to see you all there! Don't forget about the earlier time!!

- Michael

KEYWORDS optimization, YellowFin, large scale DL, GAN stabilization

TITLE
Understanding momentum dynamics for faster training, better scaling, and easier tuning


ABSTRACT
This talk revolves around Polyak’s momentum gradient descent method, also known as ‘momentum’. Its stochastic version, momentum stochastic gradient descent (SGD), is one of the most commonly used optimization methods in deep learning. Throughout the talk we will study a number of important properties of this versatile method, and see how this understanding can be used to engineer better deep learning systems.

I will first go over the basic formulation of momentum. Then I will summarize a theoretical result on a previously unknown connection between momentum dynamics and asynchronous optimization. Understanding this connection, allows us to improve the efficiency of large-scale deep learning systems. I will go over a recent collaboration with Intel and the National Energy Research Scientific Computing Center (NERSC) on a 15 PetaFLOP system consisting of 9600 nodes. Finally, I will demonstrate how analyzing the behavior of momentum on simple objectives can lead to tuning rules for its learning rate and momentum hyperparameters. Our implementation of these rules is called YellowFin and is a simple adaptive method that can handle different objectives, as well as varying asynchronous dynamics, without hand-tuning. Yellowfin often outperforms state-of-the-art adaptive methods. At the end of the talk, I will discuss some preliminary thoughts on the training dynamics of GANs and some ideas on how momentum dynamics can, again, play a key role in stabilizing adversarial training. Finally, if time permits, I will give an outline my other research interests, as well as a rough plan for my upcoming ’Topics in AI’ class.

BIO

Ioannis Mitliagkas is an assistant professor in the Department of Computer Science and Operations Research (DIRO) at the University of Montreal. Before that, he was a Postdoctoral Scholar with the Department of Statistics and Computer Science at Stanford University. He obtained his Ph.D. from the Department of Electrical and Computer Engineering at the University of Texas at Austin. His research focuses on statistical learning and inference problems, with work in efficient large-scale and distributed algorithms, theoretical and data-dependent guarantees and tuning complex systems. His recent work includes understanding and optimizing the scanning used in Gibbs sampling for inference, as well as understanding the interaction between optimization and the dynamics of large-scale learning systems.

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