论文标题
正交组的随机流和几何优化
Stochastic Flows and Geometric Optimization on the Orthogonal Group
论文作者
论文摘要
我们提出了一种新的随机,几何驱动的优化算法,这些算法在正交组$ o(d)$中,以及从旋转组$ so(d)$的动作中获得的自然还原均质歧管。我们从理论上和实验上证明我们的方法可以应用于机器学习的各个领域,包括深层,卷积和经常性的神经网络,增强学习,归一流的流量和度量学习。我们在正交组和图理论(例如匹配问题,图形上的分区函数,图形色)上显示了有效的随机优化之间的有趣联系。我们利用谎言群体的理论,并为设计的算法类别提供理论结果。我们通过在看似无关的学习世界模型的任务上显示出强大的性能来证明我们方法的广泛适用性,以获得最困难的$ \ m athrm {humanoid} $代理,从$ \ mathrm {openai} $ \ mathrm {gons} $ andrm {gons} $和改善交流神经网络。
We present a new class of stochastic, geometrically-driven optimization algorithms on the orthogonal group $O(d)$ and naturally reductive homogeneous manifolds obtained from the action of the rotation group $SO(d)$. We theoretically and experimentally demonstrate that our methods can be applied in various fields of machine learning including deep, convolutional and recurrent neural networks, reinforcement learning, normalizing flows and metric learning. We show an intriguing connection between efficient stochastic optimization on the orthogonal group and graph theory (e.g. matching problem, partition functions over graphs, graph-coloring). We leverage the theory of Lie groups and provide theoretical results for the designed class of algorithms. We demonstrate broad applicability of our methods by showing strong performance on the seemingly unrelated tasks of learning world models to obtain stable policies for the most difficult $\mathrm{Humanoid}$ agent from $\mathrm{OpenAI}$ $\mathrm{Gym}$ and improving convolutional neural networks.