Non-Uniform Stochastic Average Gradient Method for Training Conditional Random Fields


Mark Schmidt, Reza Babanezhad, Mohamed Ahmed, Aaron Defazio, Ann Clifton, Anoop Sarkar ;
Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics, PMLR 38:819-828, 2015.


We apply stochastic average gradient (SAG) algorithms for training conditional random fields (CRFs). We describe a practical implementation that uses structure in the CRF gradient to reduce the memory requirement of this linearly-convergent stochastic gradient method, propose a non-uniform sampling scheme that substantially improves practical performance, and analyze the rate of convergence of the SAGA variant under non-uniform sampling. Our experimental results reveal that our method significantly outperforms existing methods in terms of the training objective, and performs as well or better than optimally-tuned stochastic gradient methods in terms of test error.

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