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Guarantees for Tuning the Step Size using a Learning-to-Learn Approach

2020/06/30 by Xiang Wang, Shuai Yuan, Wang, Xiang +5
Computer Science · #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and ELM #Stochastic Gradient Optimization Techniques

paper · pdf · doi:10.48550/arxiv.2006.16495

openalex publication_date 2020/06/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Choosing the right parameters for optimization algorithms is often the key to their success in practice. Solving this problem using a learning-to-learn approach -- using meta-gradient descent on a meta-objective based on the trajectory that the optimizer generates -- was recently shown to be effective. However, the meta-optimization problem is difficult. In particular, the meta-gradient can often explode/vanish, and the learned optimizer may not have good generalization performance if the meta-objective is not chosen carefully. In this paper we give meta-optimization guarantees for the learning-to-learn approach on a simple problem of tuning the step size for quadratic loss. Our results show that the naïve objective suffers from meta-gradient explosion/vanishing problem. Although there is a way to design the meta-objective so that the meta-gradient remains polynomially bounded, computing the meta-gradient directly using backpropagation leads to numerical issues. We also characterize when it is necessary to compute the meta-objective on a separate validation set to ensure the generalization performance of the learned optimizer. Finally, we verify our results empirically and show that a similar phenomenon appears even for more complicated learned optimizers parametrized by neural networks.

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