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Posted to commits@mxnet.apache.org by GitBox <gi...@apache.org> on 2019/09/08 18:20:21 UTC

[GitHub] [incubator-mxnet] Caenorst opened a new pull request #16122: Add fast implementation of LARS

Caenorst opened a new pull request #16122: Add fast implementation of LARS
URL: https://github.com/apache/incubator-mxnet/pull/16122
 
 
   ## Description ##
   Add a Fast implementation of LARS.
   
   ## Checklist ##
   ### Essentials ###
   - [X] Changes are complete (i.e. I finished coding on this PR)
   - [X] All changes have test coverage:
   - Unit tests are added for small changes to verify correctness (e.g. adding a new operator)
   - [X] Code is well-documented: 
   - For user-facing API changes, API doc string has been updated. 
   - For new C++ functions in header files, their functionalities and arguments are documented. 
   - [X] To the my best knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change
   
   ### Changes ###
   - Add multi_sum_sq Op: computing sum of squares of multiple arrays (1 sum per array).
   - Add multi_lars Op: computing LARS with the sum of squares of weights and gradients.
   - Add preloaded_multi_sgd which a version of SGD where learning rate are MXNet array instead of list of parameters.
   - Add SGDwFastLARS optimizer
   - Add test for the new Ops and optimizer.
   
   ## Comments ##
   This code have been used for MLPerf v0.6 benchmarks. It's especially pertinent if you are training with small local batch size as optimizers usually don't scale with batch size.
   
   ## Credits ##
   - The CPU part is from @drivanov
   - As said in the comments of multi_sum_sq files, the main approach is coming from https://github.com/NVIDIA/apex

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