MaxVA: Fast Adaptation of Step Sizes by Maximizing Observed Variance of Gradients

Chen Zhu, Yu Cheng 0001, Zhe Gan, Furong Huang, Jingjing Liu 0001, Tom Goldstein. MaxVA: Fast Adaptation of Step Sizes by Maximizing Observed Variance of Gradients. In Nuria Oliver, Fernando Pérez-Cruz, Stefan Kramer, Jesse Read, José Antonio Lozano, editors, Machine Learning and Knowledge Discovery in Databases. Research Track - European Conference, ECML PKDD 2021, Bilbao, Spain, September 13-17, 2021, Proceedings, Part III. Volume 12977 of Lecture Notes in Computer Science, pages 628-643, Springer, 2021. [doi]

Abstract

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