NALA: a Nesterov accelerated look-ahead optimizer for deep learning

Abstract

Adaptive gradient algorithms have been successfully used in deep learning. Previous work reveals that adaptive gradient algorithms mainly borrow the moving average idea of heavy ball acceleration to estimate the first- and second-order moments of the gradient for accelerating convergence. However, Nesterov acceleration which uses the gradient at extrapolation point can achieve a faster convergence speed than heavy ball acceleration in theory. In this article, a new optimization algorithm which combines adaptive gradient algorithm with Nesterov acceleration by using a look-ahead scheme, called NALA, is proposed for deep learning. NALA iteratively updates two sets of weights, i.e., the ‘fast weights’ in its inner loop and the ‘slow weights’ in its outer loop. Concretely, NALA first updates the fast weights k times using Adam optimizer in the inner loop, and then updates the slow weights once in the direction of Nesterov’s Accelerated Gradient (NAG) in the outer loop. We compare NALA with several popular optimization algorithms on a range of image classification tasks on public datasets. The experimental results show that NALA can achieve faster convergence and higher accuracy than other popular optimization algorithms.

Keywords

• Nesterov’s accelerated gradient
• Look-ahead
• Deep learning
• Optimization algorithms