Workshop: Machine Learning on HPC Systems (MLHPCS)

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Deep Learning Meets Optimal Control - How Optimal Control Enables Faster and Better Training


Deep learning has shown great promise for a variety of machine learning applications. However, many challenges associated with very deep networks remain to be solved, such as for example the scalability barrier created by serial forward and backward propagation where training runtimes increase linearly with the number of layers, the high dimensionality of the resulting learning problem, as well as the question of initialization of the network weights. In this talk, we leverage recent advances in optimal control to address these challenges. In particular, a class of layer-parallel training methodologies is presented that enable concurrency across the network model. The approach is based on a continuous interpretation of deep residual learning as a problem of optimally controlling a continuous dynamical system, which will be summarized in the first part of the talk. Then, a parallel multigrid scheme is proposed that replaces the serial network propagation such that runtimes remain bounded when increasing network depth along with computational resources. The multigrid scheme further allows for coarse-grid representations of the training problem enabling effective initialization strategies. Advanced learning strategies such as simultaneous optimization algorithms and decoupled state and control discretization approaches drawn from optimal control will be discussed.

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