Loss function optimization using Taylor series expansion
Abstract:
A process for optimizing loss functions includes progressively building better sets of parameters for loss functions represented as multivariate Taylor expansions in accordance with an iterative process. The optimization process is built upon CMA-ES. At each generation (i.e., each CMA-ES iteration), a new set of candidate parameter vectors is sampled. These candidate parameter vectors are sampled from a multivariate Gaussian distribution representation that is modeled by the CMA-ES covariance matrix and the current mean vector. The candidates are then each evaluated by training a model (neural network) using the candidates and determining a fitness value for each candidate against a validation data set.
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