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Betty: An Automatic Differentiation Library for Multilevel Optimization
Sang Choe · Willie Neiswanger · Pengtao Xie · Eric Xing

@
in NeurIPS 2022 Workshop on Meta-Learning »
Event URL: https://openreview.net/forum?id=v-aZuDOqQIQ »
Gradient-based multilevel optimization (MLO) has gained attention as a framework for studying numerous problems, ranging from hyperparameter optimization and meta-learning to neural architecture search and reinforcement learning. However, gradients in MLO, which are obtained by composing best-response Jacobians via the chain rule, are notoriously difficult to implement and memory/compute intensive. We take an initial step towards closing this gap by introducing Betty, a software library for large-scale MLO. At its core, we devise a novel dataflow graph for MLO, which allows us to (1) develop efficient automatic differentiation for MLO that reduces the computational complexity from $\mathcal{O}(d^3)$ to $\mathcal{O}(d^2)$, (2) incorporate systems support such as mixed-precision and data-parallel training for scalability, and (3) facilitate implementation of MLO programs of arbitrary complexity while allowing a modular interface for diverse algorithmic and systems design choices. We empirically demonstrate that Betty can be used to implement an array of MLO programs, while also observing up to 11% increase in test accuracy, 14% decrease in GPU memory usage, and 20% decrease in training wall time over existing implementations on multiple benchmarks. We also showcase that Betty enables scaling MLO to models with hundreds of millions of parameters.

Author Information

Sang Choe (Carnegie Mellon University)
Willie Neiswanger (Stanford University)
Pengtao Xie (UC San Diego)
Eric Xing (Petuum Inc.)

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