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題名 隨機梯度下降法的學習率與收斂探討
On learning rate and convergence of stochastic gradient descent methods作者 陳建佑 貢獻者 翁久幸<br>林士貴
陳建佑關鍵詞 隨機梯度下降法
平均隨機梯度下降法
批次隨機梯度下降法
線性模型
順序回歸
矩陣分解
Stochatic Gradient Descent
Average Stochatic Gradient Descent
Mini-Batch Stochastic Gradient Descent
Linear model
Ordinal Regression
Matrix Factorization日期 2021 上傳時間 4-Aug-2021 14:41:46 (UTC+8) 摘要 隨機梯度下降法(Stochastic gradient descent；SGD)，因其計算上只需使用到一次微分，在計算上較為簡易且快速，被廣泛應用於巨量資料及深度學習模型等的參數估計中。SGD的表現與學習率的設定息息相關，許多專家學者對學習率進行討論。本文透過模擬實驗，探討線性模型及順序變量的回歸模型中，多種學習率的設定與收斂情況之關係，最後將前述模擬的結果應用於結合順序回歸與矩陣分解法的推薦系統模型。由模擬實驗中觀察到學習率的設置不佳將影響理想收斂結果，於是提出新的學習率以獲得穩定結果。在後續的模擬實驗中亦驗證擁有穩定學習率衰退的隨機梯度下降法通常會得到較好的表現。最後利用此學習率設定進行實際資料試驗，亦獲得不錯之結果。
Stochastic gradient descent (SGD) is widely used for parameter estimation in big-data and deep-learning models. It is appealing because its requires only the first derivatives of the function. As the performance of SGD can be affected the learning rate, there were numerous studies about this issue. In this thesis, we discussed the parameter estimation and convergence of SGD for linear models and ordinal regression models through extensive simulation studies. Our simulation showed that improper learning rates can lead to poor convergence. So, we proposed a learning rate and found it performed well in linear models. Then, based on simulation results, we selected appropriate learning rates and employed it to a recommendation system model. Finally, we considered a real dataset and the results were reasonably well.參考文獻 [1] 陳冠廷（2020）。隨機梯度下降法對於順序迴歸模型估計之收斂研究及推薦系統應用。國立政治大學統計學系碩士論文，台北市。 取自https://hdl.handle.net/11296/4c3be8[2] Agresti, A. (2010). Analysis of ordinal categorical data (Vol. 656). John Wiley & Sons.[3] Amari, S. I., Park, H., & Fukumizu, K. (2000). Adaptive method of realizing natural gradient learning for multilayer perceptrons. Neural computation, 12(6), 1399-1409.[4] Dean, J., Corrado, G. S., Monga, R., Chen, K., Devin, M., Le, Q. V., ... & Ng, A. Y. (2012). Large scale distributed deep networks.[5] Funk, S. (2006). Netflix update: Try this at home. Retrived from https://sifter.org/simon/journal/20061211.html[6] Koren, Y. (2008, August). Factorization meets the neighborhood: a multifaceted collaborative filtering model. In Proceedings of the 14th ACM SIGKDD international conference on Knowledge discovery and data mining (pp. 426-434).[7] Koren, Y., Bell, R., & Volinsky, C. (2009). Matrix factorization techniques for recommender systems. Computer, 42(8), 30-37.[8] Koren, Y., & Sill, J. (2011, October). Ordrec: an ordinal model for predicting personalized item rating distributions. In Proceedings of the fifth ACM conference on Recommender systems (pp. 117-124).[9] Kiefer, J., & Wolfowitz, J. (1952). Stochastic estimation of the maximum of a regression function. The Annals of Mathematical Statistics, 462-466.[10] McCullagh, P. (1980). Regression models for ordinal data. Journal of the Royal Statistical Society: Series B (Methodological), 42(2), 109-127.[11] L´eon Bottou and Olivier Bousquet. The tradeoffs of large scale learning. In J.C. Platt, D. Koller, Y. Singer, and S. Roweis, editors, Advances in Neural Information Processing Systems 20, pages 161–168. MIT Press, Cambridge, MA, 2008.[12] Polyak, B. T., & Juditsky, A. B. (1992). Acceleration of stochastic approximation by averaging. SIAM journal on control and optimization, 30(4), 838-855.[13] Robbins, H., & Monro, S. (1951). A stochastic approximation method. The Annals of Mathematical Statistics, 400-407.[14] Toulis, P., & Airoldi, E. M. (2017). Asymptotic and finite-sample properties of estimators based on stochastic gradients. Annals of Statistics, 45(4), 1694-1727.[15] Xu, W. (2011). Towards optimal one pass large scale learning with averaged stochastic gradient descent. arXiv preprint arXiv:1107.2490.[16] Zhang, T. (2004, July). Solving large scale linear prediction problems using stochastic gradient descent algorithms. In Proceedings of the twenty-first international conference on Machine learning (p. 116). 描述 碩士
國立政治大學
統計學系
108354011資料來源 http://thesis.lib.nccu.edu.tw/record/#G0108354011 資料類型 thesis dc.contributor.advisor 翁久幸<br>林士貴 zh_TW dc.contributor.author (Authors) 陳建佑 zh_TW dc.creator (作者) 陳建佑 zh_TW dc.date (日期) 2021 en_US dc.date.accessioned 4-Aug-2021 14:41:46 (UTC+8) - dc.date.available 4-Aug-2021 14:41:46 (UTC+8) - dc.date.issued (上傳時間) 4-Aug-2021 14:41:46 (UTC+8) - dc.identifier (Other Identifiers) G0108354011 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/136317 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 統計學系 zh_TW dc.description (描述) 108354011 zh_TW dc.description.abstract (摘要) 隨機梯度下降法(Stochastic gradient descent；SGD)，因其計算上只需使用到一次微分，在計算上較為簡易且快速，被廣泛應用於巨量資料及深度學習模型等的參數估計中。SGD的表現與學習率的設定息息相關，許多專家學者對學習率進行討論。本文透過模擬實驗，探討線性模型及順序變量的回歸模型中，多種學習率的設定與收斂情況之關係，最後將前述模擬的結果應用於結合順序回歸與矩陣分解法的推薦系統模型。由模擬實驗中觀察到學習率的設置不佳將影響理想收斂結果，於是提出新的學習率以獲得穩定結果。在後續的模擬實驗中亦驗證擁有穩定學習率衰退的隨機梯度下降法通常會得到較好的表現。最後利用此學習率設定進行實際資料試驗，亦獲得不錯之結果。 zh_TW dc.description.abstract (摘要) Stochastic gradient descent (SGD) is widely used for parameter estimation in big-data and deep-learning models. It is appealing because its requires only the first derivatives of the function. As the performance of SGD can be affected the learning rate, there were numerous studies about this issue. In this thesis, we discussed the parameter estimation and convergence of SGD for linear models and ordinal regression models through extensive simulation studies. Our simulation showed that improper learning rates can lead to poor convergence. So, we proposed a learning rate and found it performed well in linear models. Then, based on simulation results, we selected appropriate learning rates and employed it to a recommendation system model. Finally, we considered a real dataset and the results were reasonably well. en_US dc.description.tableofcontents 第一章 緒論 1第二章 文獻探討 3第三章 研究方法 43.1 梯度下降及相關之演算法 43.2 SGD及ASGD估計之變異 63.2.1 ASGD於線性模型之變異 63.2.2 SGD估計之變異 93.3 順序回歸模型 103.4 SVD OrdRec & SVD++ OrdRec Model 113.5 推薦系統模型評分指標 14第四章 實驗結果 164.1 模擬研究 164.1.1 Finite Data之SGD、ASGD估計準確度及估計變異 164.1.2 Stream Data之SGD、ASGD估計準確度及估計變異 324.1.3 順序回歸參數估計 404.1.4 SVD OrdRec model及SVD++ OrdRec model參數估計 454.2 實際資料驗證 514.2.1 資料介紹 514.2.2 訓練資料切分 524.2.3 參數設定及結果比較 53第五章 結論 55附錄1 – 實際資料參數設定 57參考文獻 58 zh_TW dc.format.extent 1503629 bytes - dc.format.mimetype application/pdf - dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0108354011 en_US dc.subject (關鍵詞) 隨機梯度下降法 zh_TW dc.subject (關鍵詞) 平均隨機梯度下降法 zh_TW dc.subject (關鍵詞) 批次隨機梯度下降法 zh_TW dc.subject (關鍵詞) 線性模型 zh_TW dc.subject (關鍵詞) 順序回歸 zh_TW dc.subject (關鍵詞) 矩陣分解 zh_TW dc.subject (關鍵詞) Stochatic Gradient Descent en_US dc.subject (關鍵詞) Average Stochatic Gradient Descent en_US dc.subject (關鍵詞) Mini-Batch Stochastic Gradient Descent en_US dc.subject (關鍵詞) Linear model en_US dc.subject (關鍵詞) Ordinal Regression en_US dc.subject (關鍵詞) Matrix Factorization en_US dc.title (題名) 隨機梯度下降法的學習率與收斂探討 zh_TW dc.title (題名) On learning rate and convergence of stochastic gradient descent methods en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) [1] 陳冠廷（2020）。隨機梯度下降法對於順序迴歸模型估計之收斂研究及推薦系統應用。國立政治大學統計學系碩士論文，台北市。 取自https://hdl.handle.net/11296/4c3be8[2] Agresti, A. (2010). Analysis of ordinal categorical data (Vol. 656). John Wiley & Sons.[3] Amari, S. I., Park, H., & Fukumizu, K. (2000). Adaptive method of realizing natural gradient learning for multilayer perceptrons. Neural computation, 12(6), 1399-1409.[4] Dean, J., Corrado, G. S., Monga, R., Chen, K., Devin, M., Le, Q. V., ... & Ng, A. Y. (2012). Large scale distributed deep networks.[5] Funk, S. (2006). Netflix update: Try this at home. Retrived from https://sifter.org/simon/journal/20061211.html[6] Koren, Y. (2008, August). Factorization meets the neighborhood: a multifaceted collaborative filtering model. In Proceedings of the 14th ACM SIGKDD international conference on Knowledge discovery and data mining (pp. 426-434).[7] Koren, Y., Bell, R., & Volinsky, C. (2009). Matrix factorization techniques for recommender systems. Computer, 42(8), 30-37.[8] Koren, Y., & Sill, J. (2011, October). Ordrec: an ordinal model for predicting personalized item rating distributions. In Proceedings of the fifth ACM conference on Recommender systems (pp. 117-124).[9] Kiefer, J., & Wolfowitz, J. (1952). Stochastic estimation of the maximum of a regression function. The Annals of Mathematical Statistics, 462-466.[10] McCullagh, P. (1980). Regression models for ordinal data. Journal of the Royal Statistical Society: Series B (Methodological), 42(2), 109-127.[11] L´eon Bottou and Olivier Bousquet. The tradeoffs of large scale learning. In J.C. Platt, D. Koller, Y. Singer, and S. Roweis, editors, Advances in Neural Information Processing Systems 20, pages 161–168. MIT Press, Cambridge, MA, 2008.[12] Polyak, B. T., & Juditsky, A. B. (1992). Acceleration of stochastic approximation by averaging. SIAM journal on control and optimization, 30(4), 838-855.[13] Robbins, H., & Monro, S. (1951). A stochastic approximation method. The Annals of Mathematical Statistics, 400-407.[14] Toulis, P., & Airoldi, E. M. (2017). Asymptotic and finite-sample properties of estimators based on stochastic gradients. Annals of Statistics, 45(4), 1694-1727.[15] Xu, W. (2011). Towards optimal one pass large scale learning with averaged stochastic gradient descent. arXiv preprint arXiv:1107.2490.[16] Zhang, T. (2004, July). Solving large scale linear prediction problems using stochastic gradient descent algorithms. In Proceedings of the twenty-first international conference on Machine learning (p. 116). zh_TW dc.identifier.doi (DOI) 10.6814/NCCU202100823 en_US
