M-L2O: Towards Generalizable Learning-to-Optimize by Test-Time Fast Self-Adaptation

M-L2O: Towards Generalizable Learning-to-Optimize by Test-Time Fast Self-Adaptation
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DOI:
10.48550/arxiv.2303.00039
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发表时间:
2023-02
期刊:
ArXiv
影响因子:
--
通讯作者:
Junjie Yang;Xuxi Chen;Tianlong Chen;Zhangyang Wang;Yitao Liang
Junjie Yang;Xuxi Chen;Tianlong Chen;Zhangyang Wang;Yitao Liang
中科院分区:
其他
文献类型:
--
作者:
Junjie Yang;Xuxi Chen;Tianlong Chen;Zhangyang Wang;Yitao Liang

文献摘要

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学习优化(L2 O)已引起越来越多的关注,因为它往往显着加快复杂任务的优化过程中“过拟合”特定的任务类型,导致性能增强相比,分析优化器。通常,L2 O开发了参数化优化方法(即,"optimizer”)通过解决示例问题进行学习。这种数据驱动的过程产生了L2 O,可以有效地解决类似于训练中看到的问题,即从相同的“任务分布”中提取。然而,当新的测试问题与训练任务分布有很大的偏差时,这种学习优化器经常会遇到困难。本文研究了一个潜在的解决方案,这个开放的挑战,通过元训练L2 O优化器,可以执行快速测试时间自适应的分布任务,只有几个步骤。我们从理论上描述了L2 O的泛化,并进一步表明,我们提出的框架(称为M-L2 O)可证明有利于快速任务自适应定位适应良好的初始点的优化权重。对LASSO和Quadratic等几个经典任务的实证观察表明,M-L2 O的收敛速度明显快于普通L2 O,只需5美元的调整步骤,这与我们的理论结果相呼应。代码可在https://github.com/VITA-Group/M-L2O上找到。
Learning to Optimize (L2O) has drawn increasing attention as it often remarkably accelerates the optimization procedure of complex tasks by ``overfitting"specific task type, leading to enhanced performance compared to analytical optimizers. Generally, L2O develops a parameterized optimization method (i.e., ``optimizer") by learning from solving sample problems. This data-driven procedure yields L2O that can efficiently solve problems similar to those seen in training, that is, drawn from the same ``task distribution". However, such learned optimizers often struggle when new test problems come with a substantially deviation from the training task distribution. This paper investigates a potential solution to this open challenge, by meta-training an L2O optimizer that can perform fast test-time self-adaptation to an out-of-distribution task, in only a few steps. We theoretically characterize the generalization of L2O, and further show that our proposed framework (termed as M-L2O) provably facilitates rapid task adaptation by locating well-adapted initial points for the optimizer weight. Empirical observations on several classic tasks like LASSO and Quadratic, demonstrate that M-L2O converges significantly faster than vanilla L2O with only $5$ steps of adaptation, echoing our theoretical results. Codes are available in https://github.com/VITA-Group/M-L2O.