annotate doc/v2_planning/optimization.txt @ 1075:d422f726c156

coding_style: Discussion and one more point to think about
author Olivier Delalleau <delallea@iro>
date Fri, 10 Sep 2010 11:42:48 -0400
parents 2cf3ad953bf9
children 7c5dc11c850a
rev   line source
1064
a41cc29cee26 v2planning optimization - API draft
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1057
diff changeset
1 =========================
a41cc29cee26 v2planning optimization - API draft
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1057
diff changeset
2 Optimization for Learning
a41cc29cee26 v2planning optimization - API draft
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1057
diff changeset
3 =========================
a41cc29cee26 v2planning optimization - API draft
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1057
diff changeset
4
1068
9fe0f0755b03 optimization: Fixed typo in my name :o
Olivier Delalleau <delallea@iro>
parents: 1064
diff changeset
5 Members: Bergstra, Lamblin, Delalleau, Glorot, Breuleux, Bordes
1064
a41cc29cee26 v2planning optimization - API draft
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1057
diff changeset
6 Leader: Bergstra
a41cc29cee26 v2planning optimization - API draft
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1057
diff changeset
7
a41cc29cee26 v2planning optimization - API draft
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1057
diff changeset
8
a41cc29cee26 v2planning optimization - API draft
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1057
diff changeset
9
a41cc29cee26 v2planning optimization - API draft
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1057
diff changeset
10 Initial Writeup by James
1009
dc5185cca21e Added files for Coding Style and Optimization committees
Olivier Delalleau <delallea@iro>
parents:
diff changeset
11 =========================================
dc5185cca21e Added files for Coding Style and Optimization committees
Olivier Delalleau <delallea@iro>
parents:
diff changeset
12
1013
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
13
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
14
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
15 Previous work - scikits, openopt, scipy provide function optimization
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
16 algorithms. These are not currently GPU-enabled but may be in the future.
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
17
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
18
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
19 IS PREVIOUS WORK SUFFICIENT?
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
20 --------------------------------
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
21
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
22 In many cases it is (I used it for sparse coding, and it was ok).
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
23
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
24 These packages provide batch optimization, whereas we typically need online
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
25 optimization.
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
26
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
27 It can be faster (to run) and more convenient (to implement) to have
1016
618b9fdbfda5 optimization: Minor typo fixes
Olivier Delalleau <delallea@iro>
parents: 1013
diff changeset
28 optimization algorithms as Theano update expressions.
1013
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
29
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
30
1016
618b9fdbfda5 optimization: Minor typo fixes
Olivier Delalleau <delallea@iro>
parents: 1013
diff changeset
31 What optimization algorithms do we want/need?
1013
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
32 ---------------------------------------------
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
33
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
34 - sgd
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
35 - sgd + momentum
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
36 - sgd with annealing schedule
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
37 - TONGA
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
38 - James Marten's Hessian-free
1027
a1b6ccd5b6dc few comments added
Yoshua Bengio <bengioy@iro.umontreal.ca>
parents: 1016
diff changeset
39 - Conjugate gradients, batch and (large) mini-batch [that is also what Marten's thing does]
1013
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
40
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
41 Do we need anything to make batch algos work better with Pylearn things?
1027
a1b6ccd5b6dc few comments added
Yoshua Bengio <bengioy@iro.umontreal.ca>
parents: 1016
diff changeset
42 - conjugate methods? yes
a1b6ccd5b6dc few comments added
Yoshua Bengio <bengioy@iro.umontreal.ca>
parents: 1016
diff changeset
43 - L-BFGS? maybe, when needed
1013
5e9a3d9bc0b4 optimization - added some text
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1009
diff changeset
44
1027
a1b6ccd5b6dc few comments added
Yoshua Bengio <bengioy@iro.umontreal.ca>
parents: 1016
diff changeset
45
a1b6ccd5b6dc few comments added
Yoshua Bengio <bengioy@iro.umontreal.ca>
parents: 1016
diff changeset
46
a1b6ccd5b6dc few comments added
Yoshua Bengio <bengioy@iro.umontreal.ca>
parents: 1016
diff changeset
47
1057
baf1988db557 v2planning optimization - added API
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1036
diff changeset
48
baf1988db557 v2planning optimization - added API
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1036
diff changeset
49 Proposal for API
baf1988db557 v2planning optimization - added API
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1036
diff changeset
50 ================
baf1988db557 v2planning optimization - added API
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1036
diff changeset
51
1071
2cf3ad953bf9 optimization: Removed duplicated API draft and asked question
Olivier Delalleau <delallea@iro>
parents: 1068
diff changeset
52 See api_optimization.txt.
1057
baf1988db557 v2planning optimization - added API
James Bergstra <bergstrj@iro.umontreal.ca>
parents: 1036
diff changeset
53
1071
2cf3ad953bf9 optimization: Removed duplicated API draft and asked question
Olivier Delalleau <delallea@iro>
parents: 1068
diff changeset
54 OD: Do we really need a different file? If yes, maybe create a subdirectory to
2cf3ad953bf9 optimization: Removed duplicated API draft and asked question
Olivier Delalleau <delallea@iro>
parents: 1068
diff changeset
55 be able to easily find all files related to optimization?