Anderson Accelerated Deep Learning (AADL)

AADL is a Python package that implements the Anderson acceleration to speed-up the training of deep learning (DL) models using the PyTorch library.
AA is an extrapolation technique that can accelerate fixed-point iterations such those arising from the iterative training of DL models. However, large volume of data are typically processed in sequential random batches which introduces stochastic oscillations in the fixed-point iteration that hinders AA acceleration. AADL implements a moving average that reduces the oscillations and results in a smoother sequence of gradient descent updates which enables the use of AA. AADL uses a criterion to automatically decide if the moving average is needed by monitoring if the relative standard deviation between consecutive stochastic gradient updates exceeds a tolerance defined by the user.

Requirements

Python 3.5 or greater
PyTorch (any version works)

Installation

AADL comes with a setuptools install script:

python3 setup.py install

Usage

import torch
import torch.nn
import torch.optim
import AADL

# Creation of the DL model (neural network)
class model(torch.nn.Module):
	...

# Definition of the stochastic optimizer used to train the model
optimizer = torch.optim.SGD(model.parameters(), lr=1e-3, momentum=0.9, nesterov = True)

# Parameters for Anderson acceleration
relaxation = 0.5
wait_iterations = 0
history_depth = 10
store_each_nth = 10
frequency = store_each_nth
reg_acc = 0.0
safeguard = True
average = True

# Over-writing of the torch.optim.step() method 
AADL.accelerate(optimizer_anderson, "anderson", relaxation, wait_iterations, history_depth, store_each_nth, frequency, reg_acc, average)

Contributing

Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.

License

BSD-3-Clause

Citations

"AADL: Anderson Accelerated Deep Learning", Copyright ID#: 81927550 https://doi.org/10.11578/dc.20210723.1