config for Adam about vae-torch

[AjayTalati]

Update - the adam optimizer was fixed yesterday - it works now, with default parameters on the Rosenbrock test problem.

I'm testing it now to see if gives an improvement?

[y0ast]

Great! Curious to see your result.

[AjayTalati]

Hi Joost,

unfortunately I have'nt managed to get any convergence yet with adam, over a range of different config parameters?

Looking at figure 4 a) of the adam paper, it seems that

beta_1 = 0.1
beta_2 = 0.0001
alpha = 0.002
epsilon = 1e-8
lambda = 1 - 1e-8

with the model they state,

dim_hidden = 50
hidden_units_encoder = 500
hidden_units_decoder = 500

should get convergence after after 10 epochs, but I can't reproduce their results?

[y0ast]

Clearly the result is much better after 100 epochs (4 b) so those figures do not indicate convergence. It shows the value of the negLL after a set amount of epochs for different learning rates (x-axis) and illustrates the necessity of the bias-correction factor.

I am not sure exactly how many epochs are necessary with Adam, I never tested that.

[AjayTalati]

Hi, yes sorry I was sloppy with my language, applogies.

Basically I've tried all the grid points they mention in their paper, i.e. the bias correction terms beta_1 and beta_2 and learning rate - but I still get the negLL after 10 epochs to be about

-4 e+155

i.e. basically -infinity. Maybe you want to give it try? If you pull the latest optim module

luarocks install optim

I think its then just a task of

i) changing your while loop to a for loop, running for 10 epochs, and writing the last negLL to a table

ii) Constructing a small grid and iterating your above code over the grid points.

If you really want to be fancy, there's a Bayesian optimization pakage on git called spearmint, which uses a fancy iterative Gaussian process scheme for continuous hyper-parameter optimization - its coded in python. I'm trying it now.

I'm guessing if we both can't get it to work, it might be a problem with the adam.lua code?

[AjayTalati]

I'm not sure the adam.lua code in the optim package works.

Maybe it's best to try to use Dirk Kingma's adam implementation here,

https://github.com/dpkingma/nips14-ssl/blob/master/adam.py

with your theano implementation?

[y0ast]

I have tried adam before (in Theano) and it works nicely, so this does indeed sound like a bug, either in my code or in the adam implementation.

I will take a look at it tomorrow.

[y0ast]

Fixed by setting negative learning rate (gradient ascent)