arXiv · 2302.09726
Nystrom Method for Accurate and Scalable Implicit Differentiation
Abstract
The essential difficulty of gradient-based bilevel optimization using implicit differentiation is to estimate the inverse Hessian vector product with respect to neural network parameters. This paper proposes to tackle this problem by the Nystrom method and the Woodbury matrix identity, exploiting the low-rankness of the Hessian. Compared to existing methods using iterative approximation, such as conjugate gradient and the Neumann series approximation, the proposed method avoids numerical instability and can be efficiently computed in matrix operations without iterations. As a result, the proposed method works stably in various tasks and is faster than iterative approximations. Throughout experiments including large-scale hyperparameter optimization and meta learning, we demonstrate that the Nystrom method consistently achieves comparable or even superior performance to other approaches. The source code is available from https://github.com/moskomule/hypergrad.
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Ryuichiro Hataya, Makoto Yamada. 2023-02-20. Nystrom Method for Accurate and Scalable Implicit Differentiation. https://arxiv.org/abs/2302.09726
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