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Poster
Topmoumoute Online Natural Gradient Algorithm
Nicolas Le Roux · Pierre-Antoine Manzagol · Yoshua Bengio

Mon Dec 03 10:30 AM -- 10:40 AM (PST) @
in Poster Session »

Guided by the goal of obtaining an optimization algorithm that is both fast and yielding good generalization, we study the descent direction maximizing the decrease in generalization error or the probability of not increasing generalization error. The surprising result is that from both the Bayesian and frequentist perspectives this can yield the natural gradient direction. Although that direction can be very expensive to compute we develop an efficient, general, online approximation to the natural gradient descent which is suited to large scale problems. We report experimental results showing much faster convergence in computation time and in number of iterations with TONGA (Topmoumoute Online natural Gradient Algorithm) than with stochastic gradient descent, even on very large datasets.

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Author Information

Nicolas Le Roux (Microsoft Research)
Pierre-Antoine Manzagol (Google)
Yoshua Bengio (Mila / U. Montreal)

Yoshua Bengio (PhD'1991 in Computer Science, McGill University). After two post-doctoral years, one at MIT with Michael Jordan and one at AT&T Bell Laboratories with Yann LeCun, he became professor at the department of computer science and operations research at Université de Montréal. Author of two books (a third is in preparation) and more than 200 publications, he is among the most cited Canadian computer scientists and is or has been associate editor of the top journals in machine learning and neural networks. Since '2000 he holds a Canada Research Chair in Statistical Learning Algorithms, since '2006 an NSERC Chair, since '2005 his is a Senior Fellow of the Canadian Institute for Advanced Research and since 2014 he co-directs its program focused on deep learning. He is on the board of the NIPS foundation and has been program chair and general chair for NIPS. He has co-organized the Learning Workshop for 14 years and co-created the International Conference on Learning Representations. His interests are centered around a quest for AI through machine learning, and include fundamental questions on deep learning, representation learning, the geometry of generalization in high-dimensional spaces, manifold learning and biologically inspired learning algorithms.

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