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DNN's Sharpest Directions

Repository for On the Relation Between the Sharpest Directions of DNN Loss and the SGD Step Length, ICLR 2019.

Disclaimer: this repository contains code for running all experiments in the paper. Code in experiments folder is not release quality, but is provided for maximum reproducibility.

Requirements

  • keras==2.2.5
  • tensorflow-gpu==1.8.0

Rest of the requirements can be found in requirements.txt.

Example commands

Few exemplary commands for running experiments are given here

SimpleCNN - measure Hessian

To measure the largest eigenvalues of the Hessian along the trajectory run:

python bin/train_simple_cnn_cifar.py medium example --lanczos_top_K=5 --lanczos_top_K_N=2250

This will run training of SimpleCNN (medium size) while evaluating top $K=5$ eigenvalues (using $2250$ random samples from the training set). All outputs are saved to folder example.

You can visualize results by using Tensorboard, or by examining history.csv saved in the results dirs.

SimpleCNN + NSGD

To reproduce an exemplary run of NSGD on CIFAR10 and SimpleCNN run the following:

python bin/train_simple_cnn_cifar.py medium baseline --n_epochs=1000 --opt_kwargs=\"{'overshoot':1.0,'KK':5}\" --optim=nsgd --lr=0.01 --m=0 --seed=800 --data_seed=800 --reduce_callback --reduce_callback_kwargs=\"{'monitor': 'val_loss', 'patience':200}\" --early_stopping --early_stopping_patience=500 --lanczos_top_K=5 --lanczos_top_K_N=2250

python bin/train_simple_cnn_cifar.py medium gamma=01 --n_epochs=1000 --opt_kwargs=\"{'overshoot':0.1,'KK':5}\" --optim=nsgd --lr=0.01 --m=0 --seed=800 --data_seed=800 --reduce_callback --reduce_callback_kwargs=\"{'monitor': 'val_loss', 'patience':200}\" --early_stopping --early_stopping_patience=500 --lanczos_top_K=5 --lanczos_top_K_N=2250

There is a lot of options, but they are simply configuring:

  • NSGD (--opt_kwargs=\"{'overshoot':1.0,'KK':5}\" --optim=nsgd --lr=0.01 --m=0)
  • Early stopping (--early_stopping --early_stopping_patience=500)
  • Automatic LR schedule (--reduce_callback --reduce_callback_kwargs=\"{'monitor': 'val_loss', 'patience':200}\")
  • Lanczos computation (--lanczos_top_K=5 --lanczos_top_K_N=2250)

Resnet32 + NSGD

To reproduce an exemplary run of NSGD on CIFAR10 and Resnet32 run the following (warning: takes few hours):

python bin/train_resnet_cifar.py cifar10_resnet32_nobn_nodrop baseline --n_epochs=1000 --opt_kwargs=\"{'overshoot':1.0,'KK':5}\" --optim=nsgd --lr=0.01 --m=0 --seed=800 --data_seed=800 --reduce_callback --reduce_callback_kwargs=\"{'monitor': 'val_loss', 'patience':200}\" --early_stopping --early_stopping_patience=500 --lanczos_top_K=5 --lanczos_top_K_N=2250

python bin/train_resnet_cifar.py cifar10_resnet32_nobn_nodrop gamma=001 --n_epochs=1000 --opt_kwargs=\"{'overshoot':0.01,'KK':5}\" --optim=nsgd --lr=0.01 --m=0 --seed=800 --data_seed=800 --reduce_callback --reduce_callback_kwargs=\"{'monitor': 'val_loss', 'patience':200}\" --early_stopping --early_stopping_patience=500 --lanczos_top_K=5 --lanczos_top_K_N=2250

Note that Resnet32 uses L2 regularization.

FashionMNIST

To run experiments on FashionMNIST pass --dataset=fmnist, e.g.:

slurm_dnnsharpestp "python bin/train_simple_cnn_cifar.py medium_fmnist baseline_fmnist --augmentation --n_epochs=1000 --opt_kwargs=\"{'overshoot':1,'KK':5}\" --optim=nsgd --lr=0.01 --m=0 --lr_schedule=\"\" --seed=800 --data_seed=800 --reduce_callback --reduce_callback_kwargs=\"{'monitor': 'val_loss', 'patience':200}\" --early_stopping --early_stopping_patience=500 --lanczos_top_K=5 --lanczos_top_K_N=2250"

Note: this includes the same data augmentation as for CIFAR10.

Experiments

To reproduce experiments in the paper see experiments folder. Each folder includes bash scripts and plotting code.

Warning

Due to issues with tensorflow, computing Hvp over a stochastic graph (e.g. using dropout) can be very slow. In particular, in the Appendix experiments we used Batch Normalization in inference mode during Hessian computation.