scispace - formally typeset
Open AccessProceedings Article

Adam: A Method for Stochastic Optimization

Reads0
Chats0
TLDR
This work introduces Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments, and provides a regret bound on the convergence rate that is comparable to the best known results under the online convex optimization framework.
Abstract
We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has little memory requirements, is invariant to diagonal rescaling of the gradients, and is well suited for problems that are large in terms of data and/or parameters. The method is also appropriate for non-stationary objectives and problems with very noisy and/or sparse gradients. The hyper-parameters have intuitive interpretations and typically require little tuning. Some connections to related algorithms, on which Adam was inspired, are discussed. We also analyze the theoretical convergence properties of the algorithm and provide a regret bound on the convergence rate that is comparable to the best known results under the online convex optimization framework. Empirical results demonstrate that Adam works well in practice and compares favorably to other stochastic optimization methods. Finally, we discuss AdaMax, a variant of Adam based on the infinity norm.

read more

Citations
More filters
Journal ArticleDOI

Multitask learning and benchmarking with clinical time series data.

TL;DR: This work proposes four clinical prediction benchmarks using data derived from the publicly available Medical Information Mart for Intensive Care (MIMIC-III) database, covering a range of clinical problems including modeling risk of mortality, forecasting length of stay, detecting physiologic decline, and phenotype classification.
Journal ArticleDOI

Financial time series forecasting with deep learning : A systematic literature review: 2005–2019

TL;DR: A comprehensive literature review on DL studies for financial time series forecasting implementations and grouped them based on their DL model choices, such as Convolutional Neural Networks (CNNs), Deep Belief Networks (DBNs), Long-Short Term Memory (LSTM).
Proceedings ArticleDOI

Deep Graph Infomax

TL;DR: Deep Graph Infomax (DGI) as discussed by the authors is a general approach for learning node representations within graph-structured data in an unsupervised manner, which relies on maximizing mutual information between patch representations and corresponding high-level summaries of graphs.
Posted Content

DeblurGAN: Blind Motion Deblurring Using Conditional Adversarial Networks

TL;DR: DeblurGAN as mentioned in this paper is an end-to-end learned method for motion deblurring based on a conditional GAN and the content loss, which achieves state-of-the-art performance both in the structural similarity measure and visual appearance.
Posted Content

Compressed Sensing using Generative Models

TL;DR: In this paper, the authors show that if the vectors lie near the range of a generative model, such as a variational autoencoder or generative adversarial network, then roughly O(k 2 ) random Gaussian measurements suffice for recovery.
References
More filters
Proceedings Article

ImageNet Classification with Deep Convolutional Neural Networks

TL;DR: The state-of-the-art performance of CNNs was achieved by Deep Convolutional Neural Networks (DCNNs) as discussed by the authors, which consists of five convolutional layers, some of which are followed by max-pooling layers, and three fully-connected layers with a final 1000-way softmax.
Proceedings Article

Auto-Encoding Variational Bayes

TL;DR: A stochastic variational inference and learning algorithm that scales to large datasets and, under some mild differentiability conditions, even works in the intractable case is introduced.
Journal ArticleDOI

Reducing the Dimensionality of Data with Neural Networks

TL;DR: In this article, an effective way of initializing the weights that allows deep autoencoder networks to learn low-dimensional codes that work much better than principal components analysis as a tool to reduce the dimensionality of data is described.
Journal ArticleDOI

Deep Neural Networks for Acoustic Modeling in Speech Recognition: The Shared Views of Four Research Groups

TL;DR: This article provides an overview of progress and represents the shared views of four research groups that have had recent successes in using DNNs for acoustic modeling in speech recognition.
Proceedings Article

Adaptive Subgradient Methods for Online Learning and Stochastic Optimization.

TL;DR: Adaptive subgradient methods as discussed by the authors dynamically incorporate knowledge of the geometry of the data observed in earlier iterations to perform more informative gradient-based learning, which allows us to find needles in haystacks in the form of very predictive but rarely seen features.
Related Papers (5)