Daily Papers

Heavy-ball momentum with decaying learning rates is widely used with SGD for optimizing deep learning models. In contrast to its empirical popularity, the understanding of its theoretical property is still quite limited, especially under the standard anisotropic gradient noise condition for quadratic regression problems. Although it is widely conjectured that heavy-ball momentum method can provide accelerated convergence and should work well in large batch settings, there is no rigorous theoretical analysis. In this paper, we fill this theoretical gap by establishing a non-asymptotic convergence bound for stochastic heavy-ball methods with step decay scheduler on quadratic objectives, under the anisotropic gradient noise condition. As a direct implication, we show that heavy-ball momentum can provide mathcal{O}(kappa) accelerated convergence of the bias term of SGD while still achieving near-optimal convergence rate with respect to the stochastic variance term. The combined effect implies an overall convergence rate within log factors from the statistical minimax rate. This means SGD with heavy-ball momentum is useful in the large-batch settings such as distributed machine learning or federated learning, where a smaller number of iterations can significantly reduce the number of communication rounds, leading to acceleration in practice.

Ever since the original algorithm by Nesterov (1983), the true nature of the acceleration phenomenon has remained elusive, with various interpretations of why the method is actually faster. The diagnosis of the algorithm through the lens of Ordinary Differential Equations (ODEs) and the corresponding dynamical system formulation to explain the underlying dynamics has a rich history. In the literature, the ODEs that explain algorithms are typically derived by considering the limiting case of the algorithm maps themselves, that is, an ODE formulation follows the development of an algorithm. This obfuscates the underlying higher order principles and thus provides little evidence of the working of the algorithm. Such has been the case with Nesterov algorithm and the various analogies used to describe the acceleration phenomena, viz, momentum associated with the rolling of a Heavy-Ball down a slope, Hessian damping etc. The main focus of our work is to ideate the genesis of the Nesterov algorithm from the viewpoint of dynamical systems leading to demystifying the mathematical rigour behind the algorithm. Instead of reverse engineering ODEs from discrete algorithms, this work explores tools from the recently developed control paradigm titled Passivity and Immersion approach and the Geometric Singular Perturbation theory which are applied to arrive at the formulation of a dynamical system that explains and models the acceleration phenomena. This perspective helps to gain insights into the various terms present and the sequence of steps used in Nesterovs accelerated algorithm for the smooth strongly convex and the convex case. The framework can also be extended to derive the acceleration achieved using the triple momentum method and provides justifications for the non-convergence to the optimal solution in the Heavy-Ball method.

The vast majority of modern deep learning models are trained with momentum-based first-order optimizers. The momentum term governs the optimizer's memory by determining how much each past gradient contributes to the current convergence direction. Fundamental momentum methods, such as Nesterov Accelerated Gradient and the Heavy Ball method, as well as more recent optimizers such as AdamW and Lion, all rely on the momentum coefficient that is customarily set to β= 0.9 and kept constant during model training, a strategy widely used by practitioners, yet suboptimal. In this paper, we introduce an adaptive memory mechanism that replaces constant momentum with a dynamic momentum coefficient that is adjusted online during optimization. We derive our method by approximating the objective function using two planes: one derived from the gradient at the current iterate and the other obtained from the accumulated memory of the past gradients. To the best of our knowledge, such a proximal framework was never used for momentum-based optimization. Our proposed approach is novel, extremely simple to use, and does not rely on extra assumptions or hyperparameter tuning. We implement adaptive memory variants of both SGD and AdamW across a wide range of learning tasks, from simple convex problems to large-scale deep learning scenarios, demonstrating that our approach can outperform standard SGD and Adam with hand-tuned momentum coefficients. Finally, our work opens doors for new ways of inducing adaptivity in optimization.

In machine learning applications, it is well known that carefully designed learning rate (step size) schedules can significantly improve the convergence of commonly used first-order optimization algorithms. Therefore how to set step size adaptively becomes an important research question. A popular and effective method is the Polyak step size, which sets step size adaptively for gradient descent or stochastic gradient descent without the need to estimate the smoothness parameter of the objective function. However, there has not been a principled way to generalize the Polyak step size for algorithms with momentum accelerations. This paper presents a general framework to set the learning rate adaptively for first-order optimization methods with momentum, motivated by the derivation of Polyak step size. It is shown that the resulting methods are much less sensitive to the choice of momentum parameter and may avoid the oscillation of the heavy-ball method on ill-conditioned problems. These adaptive step sizes are further extended to the stochastic settings, which are attractive choices for stochastic gradient descent with momentum. Our methods are demonstrated to be more effective for stochastic gradient methods than prior adaptive step size algorithms in large-scale machine learning tasks.

To minimize the average of a set of log-convex functions, the stochastic Newton method iteratively updates its estimate using subsampled versions of the full objective's gradient and Hessian. We contextualize this optimization problem as sequential Bayesian inference on a latent state-space model with a discriminatively-specified observation process. Applying Bayesian filtering then yields a novel optimization algorithm that considers the entire history of gradients and Hessians when forming an update. We establish matrix-based conditions under which the effect of older observations diminishes over time, in a manner analogous to Polyak's heavy ball momentum. We illustrate various aspects of our approach with an example and review other relevant innovations for the stochastic Newton method.

Despite the remarkable success of diffusion models in image generation, slow sampling remains a persistent issue. To accelerate the sampling process, prior studies have reformulated diffusion sampling as an ODE/SDE and introduced higher-order numerical methods. However, these methods often produce divergence artifacts, especially with a low number of sampling steps, which limits the achievable acceleration. In this paper, we investigate the potential causes of these artifacts and suggest that the small stability regions of these methods could be the principal cause. To address this issue, we propose two novel techniques. The first technique involves the incorporation of Heavy Ball (HB) momentum, a well-known technique for improving optimization, into existing diffusion numerical methods to expand their stability regions. We also prove that the resulting methods have first-order convergence. The second technique, called Generalized Heavy Ball (GHVB), constructs a new high-order method that offers a variable trade-off between accuracy and artifact suppression. Experimental results show that our techniques are highly effective in reducing artifacts and improving image quality, surpassing state-of-the-art diffusion solvers on both pixel-based and latent-based diffusion models for low-step sampling. Our research provides novel insights into the design of numerical methods for future diffusion work.

Popular machine learning approaches forgo second-order information due to the difficulty of computing curvature in high dimensions. We present FOSI, a novel meta-algorithm that improves the performance of any base first-order optimizer by efficiently incorporating second-order information during the optimization process. In each iteration, FOSI implicitly splits the function into two quadratic functions defined on orthogonal subspaces, then uses a second-order method to minimize the first, and the base optimizer to minimize the other. We formally analyze FOSI's convergence and the conditions under which it improves a base optimizer. Our empirical evaluation demonstrates that FOSI improves the convergence rate and optimization time of first-order methods such as Heavy-Ball and Adam, and outperforms second-order methods (K-FAC and L-BFGS).

Point clouds are naturally sparse, while image pixels are dense. The inconsistency limits feature fusion from both modalities for point-wise scene flow estimation. Previous methods rarely predict scene flow from the entire point clouds of the scene with one-time inference due to the memory inefficiency and heavy overhead from distance calculation and sorting involved in commonly used farthest point sampling, KNN, and ball query algorithms for local feature aggregation. To mitigate these issues in scene flow learning, we regularize raw points to a dense format by storing 3D coordinates in 2D grids. Unlike the sampling operation commonly used in existing works, the dense 2D representation 1) preserves most points in the given scene, 2) brings in a significant boost of efficiency, and 3) eliminates the density gap between points and pixels, allowing us to perform effective feature fusion. We also present a novel warping projection technique to alleviate the information loss problem resulting from the fact that multiple points could be mapped into one grid during projection when computing cost volume. Sufficient experiments demonstrate the efficiency and effectiveness of our method, outperforming the prior-arts on the FlyingThings3D and KITTI dataset.

In this work, we present a novel Sports Ball Detection and Tracking (SBDT) method that can be applied to various sports categories. Our approach is composed of (1) high-resolution feature extraction, (2) position-aware model training, and (3) inference considering temporal consistency, all of which are put together as a new SBDT baseline. Besides, to validate the wide-applicability of our approach, we compare our baseline with 6 state-of-the-art SBDT methods on 5 datasets from different sports categories. We achieve this by newly introducing two SBDT datasets, providing new ball annotations for two datasets, and re-implementing all the methods to ease extensive comparison. Experimental results demonstrate that our approach is substantially superior to existing methods on all the sports categories covered by the datasets. We believe our proposed method can play as a Widely Applicable Strong Baseline (WASB) of SBDT, and our datasets and codebase will promote future SBDT research. Datasets and codes are available at https://github.com/nttcom/WASB-SBDT .

Ball trajectory data are one of the most fundamental and useful information in the evaluation of players' performance and analysis of game strategies. Although vision-based object tracking techniques have been developed to analyze sport competition videos, it is still challenging to recognize and position a high-speed and tiny ball accurately. In this paper, we develop a deep learning network, called TrackNet, to track the tennis ball from broadcast videos in which the ball images are small, blurry, and sometimes with afterimage tracks or even invisible. The proposed heatmap-based deep learning network is trained to not only recognize the ball image from a single frame but also learn flying patterns from consecutive frames. TrackNet takes images with a size of 640times360 to generate a detection heatmap from either a single frame or several consecutive frames to position the ball and can achieve high precision even on public domain videos. The network is evaluated on the video of the men's singles final at the 2017 Summer Universiade, which is available on YouTube. The precision, recall, and F1-measure of TrackNet reach 99.7%, 97.3%, and 98.5%, respectively. To prevent overfitting, 9 additional videos are partially labeled together with a subset from the previous dataset to implement 10-fold cross-validation, and the precision, recall, and F1-measure are 95.3%, 75.7%, and 84.3%, respectively. A conventional image processing algorithm is also implemented to compare with TrackNet. Our experiments indicate that TrackNet outperforms conventional method by a big margin and achieves exceptional ball tracking performance. The dataset and demo video are available at https://nol.cs.nctu.edu.tw/ndo3je6av9/.

Recently the LARS and LAMB optimizers have been proposed for training neural networks faster using large batch sizes. LARS and LAMB add layer-wise normalization to the update rules of Heavy-ball momentum and Adam, respectively, and have become popular in prominent benchmarks and deep learning libraries. However, without fair comparisons to standard optimizers, it remains an open question whether LARS and LAMB have any benefit over traditional, generic algorithms. In this work we demonstrate that standard optimization algorithms such as Nesterov momentum and Adam can match or exceed the results of LARS and LAMB at large batch sizes. Our results establish new, stronger baselines for future comparisons at these batch sizes and shed light on the difficulties of comparing optimizers for neural network training more generally.