Learning To Optimize

The move from hand-designed features to learned features in machine learning has been wildly successful. In spite of this, optimization algorithms are still designed by hand. In this talk I describe how the design of an optimization algorithm can be cast as a learning problem, allowing the algorithm to learn to exploit structure in the problems of interest in an automatic way. The learned algorithms, implemented by LSTMs, outperform generic, hand-designed competitors on the tasks for which they are trained, and also generalize well to new tasks with similar structure.