Mean-normalized stochastic gradient for large-scale deep learning
Simon Wiesler, Alexander Richard, Ralf Schlüter, Hermann Ney · 2014
Deep neural networks are typically optimized with stochastic gradient descent (SGD). In this work, we propose a novel second-order stochastic optimization algorithm. The algorithm is based on analytic results showing that a non-zero mean of features is harmful for the optimization. We prove convergence of our algorithm in a convex setting. In our experiments we show that our proposed algorithm converges faster than SGD. Further, in contrast to earlier work, our algorithm allows for training models with a factorized structure from scratch. We found this structure to be very useful not only because it accelerates training and decoding, but also because it is a very effective means against overfitting. Combining our proposed optimization algorithm with this model structure, model size can be reduced by a factor of eight and still improvements in recognition error rate are obtained. Additional gains are obtained by improving the Newbob learning rate strategy.