arXiv · 2108.08770
Learning-to-learn non-convex piecewise-Lipschitz functions
Abstract
We analyze the meta-learning of the initialization and step-size of learning algorithms for piecewise-Lipschitz functions, a non-convex setting with applications to both machine learning and algorithms. Starting from recent regret bounds for the exponential forecaster on losses with dispersed discontinuities, we generalize them to be initialization-dependent and then use this result to propose a practical meta-learning procedure that learns both the initialization and the step-size of the algorithm from multiple online learning tasks. Asymptotically, we guarantee that the average regret across tasks scales with a natural notion of task-similarity that measures the amount of overlap between near-optimal regions of different tasks. Finally, we instantiate the method and its guarantee in two important settings: robust meta-learning and multi-task data-driven algorithm design.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
Maria-Florina Balcan, Mikhail Khodak, Dravyansh Sharma, Ameet Talwalkar. 2021-08-19. Learning-to-learn non-convex piecewise-Lipschitz functions. https://arxiv.org/abs/2108.08770
Cite the original work for its findings. Save a collection to share your selection of sources.