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Deep Learning with Implicit Gradients
Shohei Taniguchi, Matsuo Lab (M1)
•
•
• 2
- Meta-Learning with Implicit Gradients
‣ MAML inner update 

iMAML
- RNNs Evolving on an Equilibrium Manifold: A Panacea for Vanishing 

and Exploding Gradients?
‣ ERNN
2
Outline
1.
-
-
2.
- 1
‣ Implicit Reparameterization Gradients
3. Meta-Learning with Implicit Gradients
4. RNNs Evolving on an Equilibrium Manifold: A Panacea for Vanishing and
Exploding Gradients?
3
4
• (e.g. 2 )
-
-
- NN
• (e.g. )
-
-
- 

( )
y = f (x) y = ax2
+ bx + c
f (x, y) = 0 x2
+ y2
= r2
x y 5
•
•
, ,


f(x, y) = 0
dy
dx
= −
∂f/∂x
∂f/∂y
= −
fx
fy
f(x, y) = 0 (x0, y0) fy (x0, y0)
x0 ∈ U y0 ∈ V g : U → V
{(x, g(x))|x ∈ U} = {(x, y) ∈ U × V| f(x, y) = 0}
6
• 1
-
- A
- B 

( )
• 2 Jacobian
f(x, y) = 0 (x0, y0)
fy (x0, y0)
x2
+ y2
− r2
= 0
y = r2
− x2
fy (r,0) = 2 × 0 = 0
y = ± r2
− x2
fy 7
( )
1.
- ( )
- iMAML
2.
-
- ERNN
8
( )
1.
- ( )
- iMAML
2.
-
- ERNN
9
Implicit Reparameterization Gradients
10
• NeurIPS 2018 accepted
•
- Michael Figurnov, Shakir Mohamed, Andriy Mnih
- DeepMind
• reparameterization
trick
•
iMAML ERNN
11
Reparameterization Trick
• VAE
•
reparameterization trick
•
𝔼q(z; ϕ) [log p (x|z)]−KL (q (z; ϕ)||p (z))
q ϵ = f (z; ϕ) =
z − μϕ
σϕ
ϵ ∼ 𝒩 (0,1)
ϕ ϵ
∇ϕ 𝔼q(z; ϕ) [log p (x|z)] = 𝔼p(ϵ)
[
∇ϕlog p (x|z)
z=f−1
(ϵ; ϕ)]
f f
12
Implicit Reparameterization Gradients
• 1 →
-
-
-
f
ϵ ∼ U (0,1) ϕ
z = f−1
(ϵ; ϕ)
∇ϕ 𝔼q(z; ϕ) [log p (x|z)] = 𝔼p(ϵ) [∇ϕlog p (x|z)]
= 𝔼p(ϵ) [∇zlog p (x|z)∇ϕz]
∇ϕz
13
Implicit Reparameterization Gradients
•
-
-
•
ϵ = f (z; ϕ) ⇔ f (z; ϕ) − ϵ = 0 z ϕ
∇ϕz = −
∇ϕ f (z; ϕ)
∇z f (z; ϕ)
= −
∇ϕ f (z; ϕ)
q (z; ϕ)
z q (z; ϕ) f−1
14
Meta-Learning with Implicit Gradients
15
• NeurIPS 2019 accepted
•
- Aravind Rajeswaran, Chelsea Finn, Sham Kakade, Sergey Levine
- MAML
• MAML
16
Model-Agnostic Meta-Learning (MAML)
•
-
- 1 (one-step adaptation)
θ*ML
:= argmin
θ∈Θ
F(θ),  where F(θ) =
1
M
M
∑
i=1
ℒ ( 𝒜lgi (θ), 𝒟test
i )
𝒜lgi (θ) = θ − α∇θℒ (θ, 𝒟tr
i )
17
MAML
•
-
• MAML
• 1 FOMAML
- FOMAML 

https://www.slideshare.net/DeepLearningJP2016/dl1maml
• iMAML
∇θF (θ) 𝒜lgi (θ)
18
Inner Loop
•
•
𝒜lg⋆
(θ) = argmin
ϕ′∈Φ
Gi (ϕ′, θ)
Gi (ϕ′, θ) = ̂ℒ (ϕ′)+
λ
2
ϕ′− θ
2
19
Outer Loop
• MAML outer loop
• inner loop
➡
θ ← θ − ηdθF(θ)
= θ − η
1
M
M
∑
i=1
d𝒜lgi(θ)
dθ
∇ϕℒi ( 𝒜lgi(θ))
(ϕ = 𝒜lgi(θ))
d𝒜lgi(θ)
dθ
20
Outer Loop
• inner loop
•
•
- adapt
ϕi ≡ 𝒜lg⋆
i (θ) = argmin
ϕ′∈Φ
Gi (ϕ′, θ)
∇ϕ′Gi (ϕ′, θ)
ϕ′=ϕi
= 0
∇ ̂ℒ(ϕi) + λ(𝒜lg⋆
i (θ) − θ) = 0
θ 𝒜lg⋆
(θ)
d𝒜lg⋆
(θ)
dθ
=
(
I +
1
λ
∇2 ̂ℒ (ϕi))
−1
ϕi 21
Outer Loop
• 2
① inner loop adapt
(SGD )
② 3
•
(
I +
1
λ
∇2 ̂ℒ (ϕi))
−1
ϕi
(
I +
1
λ
∇2 ̂ℒ (ϕi))
−1
∇ϕℒi ( 𝒜lgi(θ))
22
(CG )
•
•
Ax = b ⋯(1)
(1) f(x) =
1
2
xT
Ax − bT
x
x0 = 0,r0 = b − Ax0, p0 = r0
αk =
rT
k pk
pT
k Apk
xk+1 = xk + αk pk
rk+1 = rk − αkApk
pk+1 = rk+1 +
rT
k+1rk+1
rT
k rk
pk
23
(CG )
•
•
( 5 )
- (p22 ① )
‣ Appendix E
gi =
(
I +
1
λ
∇2 ̂ℒ (ϕi))
−1
∇ϕℒi ( 𝒜lgi(θ)) gi
(
I +
1
λ
∇2 ̂ℒ (ϕi))
gi = ∇ϕℒi ( 𝒜lgi(θ))
rk
𝒜lgi(θ)
24
iMAML
• inner loop
➡adapt
• outer loop inner loop
➡inner loop
‣ MAML 1
‣ iMAML Hessian-Free 2
adapt
25
•
- iMAML inner loop ( )
- FOMAML (CG )
- MAML 

(FOMAML ??)
O(1)
26
• Omniglot
- inner loop Hessian-Free iMAML
- iMAML way ( )
- FOMAML
27
• Mini-ImageNet
- Reptile (FOMAML )
-
??
28
iMAML
•
iMAML
• MAML
•
•
•
-
29
( )
1.
- ( )
- iMAML
2.
-
- ERNN
30
RNNs Evolving on an Equilibrium Manifold:
A Panacea for Vanishing and Exploding Gradients?
31
•
- Anil Kag, Ziming Zhang, Venkatesh Saligrama
- , MERL
• NeurIPS 2019 reject
•
RNN
•
•
32
RNN /
• RNN
- sigmoid tanh
• RNN /
- LSTM GRU
hk = ϕ (Uhk−1 + Wxk + b)
ϕ
∂hm
∂hn
=
∏
m≥k>n
∂hk
∂hk−1
=
∏
m≥k>n
∇ϕ (Uhk−1 + Wxk + b) U
33
RNN ODE
• RNN skip connection
(ODE)
• Neural ODE
- 

https://www.slideshare.net/DeepLearningJP2016/dlneural-ordinary-
differential-equations
dh(t)
dt
≜ h′(t) = ϕ (Uh(t) + Wxk + b)
⟹ hk = hk−1 + ηϕ (Uhk−1 + Wxk + b)
34
ODE
• ODE
• 1
➡ ( )
• ERNN
dh
dt
= f (h, x) f (h, x) = 0 ⋯(1)
(1) h x (h0, x0)
fh (h0, x0) (1)
h = g (x)
(h0, x0)
35
ERNN
• ERNN 



ODE
• 



➡ 

h′(t) = ϕ (U (h(t) + hk−1) + Wxk + b) − γ (h(t) + hk−1)
h′(t) = 0 hk
hk f (hk−1, h) = ϕ (U (h + hk−1) + Wxk + b) − γ (h + hk−1) = 0
∂h
∂hk−1
= −
∂f/∂hk−1
∂f/∂h
= − I
∂f/∂h
36
∂f/∂h
•
1. (sigmoid tanh OK)
2.
- 

( )
∂f
∂h
= ∇ϕ (U (h + hk−1) + Wxk + b) U
ϕ
U
37
•
• 5
•
-
h(0)
k
= 0
h(i+1)
k
= h(i)
k
+ η(i)
k [
ϕ
(
U (h(i)
k
+ hk−1) + Wxk + b
)
− γ (h(i)
k
+ hk−1)]
η(i)
k
38
HAR-2 RNN ERNN (log scale)
• RNN
• ERNN 1
∂hT
∂h1
39
• RNN 

ERNN
40
• SoTA
•
•
41
ERNN
• NN
1
RNN
•
• SoTA
• RNN
• accept
42
&
•
• iMAML ERNN
•
43

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  • 3. Outline 1. - - 2. - 1 ‣ Implicit Reparameterization Gradients 3. Meta-Learning with Implicit Gradients 4. RNNs Evolving on an Equilibrium Manifold: A Panacea for Vanishing and Exploding Gradients? 3
  • 4. 4
  • 5. • (e.g. 2 ) - - - NN • (e.g. ) - - - 
 ( ) y = f (x) y = ax2 + bx + c f (x, y) = 0 x2 + y2 = r2 x y 5
  • 6. • • , , 
 f(x, y) = 0 dy dx = − ∂f/∂x ∂f/∂y = − fx fy f(x, y) = 0 (x0, y0) fy (x0, y0) x0 ∈ U y0 ∈ V g : U → V {(x, g(x))|x ∈ U} = {(x, y) ∈ U × V| f(x, y) = 0} 6
  • 7. • 1 - - A - B 
 ( ) • 2 Jacobian f(x, y) = 0 (x0, y0) fy (x0, y0) x2 + y2 − r2 = 0 y = r2 − x2 fy (r,0) = 2 × 0 = 0 y = ± r2 − x2 fy 7
  • 8. ( ) 1. - ( ) - iMAML 2. - - ERNN 8
  • 9. ( ) 1. - ( ) - iMAML 2. - - ERNN 9
  • 11. • NeurIPS 2018 accepted • - Michael Figurnov, Shakir Mohamed, Andriy Mnih - DeepMind • reparameterization trick • iMAML ERNN 11
  • 12. Reparameterization Trick • VAE • reparameterization trick • 𝔼q(z; ϕ) [log p (x|z)]−KL (q (z; ϕ)||p (z)) q ϵ = f (z; ϕ) = z − μϕ σϕ ϵ ∼ 𝒩 (0,1) ϕ ϵ ∇ϕ 𝔼q(z; ϕ) [log p (x|z)] = 𝔼p(ϵ) [ ∇ϕlog p (x|z) z=f−1 (ϵ; ϕ)] f f 12
  • 13. Implicit Reparameterization Gradients • 1 → - - - f ϵ ∼ U (0,1) ϕ z = f−1 (ϵ; ϕ) ∇ϕ 𝔼q(z; ϕ) [log p (x|z)] = 𝔼p(ϵ) [∇ϕlog p (x|z)] = 𝔼p(ϵ) [∇zlog p (x|z)∇ϕz] ∇ϕz 13
  • 14. Implicit Reparameterization Gradients • - - • ϵ = f (z; ϕ) ⇔ f (z; ϕ) − ϵ = 0 z ϕ ∇ϕz = − ∇ϕ f (z; ϕ) ∇z f (z; ϕ) = − ∇ϕ f (z; ϕ) q (z; ϕ) z q (z; ϕ) f−1 14
  • 16. • NeurIPS 2019 accepted • - Aravind Rajeswaran, Chelsea Finn, Sham Kakade, Sergey Levine - MAML • MAML 16
  • 17. Model-Agnostic Meta-Learning (MAML) • - - 1 (one-step adaptation) θ*ML := argmin θ∈Θ F(θ),  where F(θ) = 1 M M ∑ i=1 ℒ ( 𝒜lgi (θ), 𝒟test i ) 𝒜lgi (θ) = θ − α∇θℒ (θ, 𝒟tr i ) 17
  • 18. MAML • - • MAML • 1 FOMAML - FOMAML 
 https://www.slideshare.net/DeepLearningJP2016/dl1maml • iMAML ∇θF (θ) 𝒜lgi (θ) 18
  • 19. Inner Loop • • 𝒜lg⋆ (θ) = argmin ϕ′∈Φ Gi (ϕ′, θ) Gi (ϕ′, θ) = ̂ℒ (ϕ′)+ λ 2 ϕ′− θ 2 19
  • 20. Outer Loop • MAML outer loop • inner loop ➡ θ ← θ − ηdθF(θ) = θ − η 1 M M ∑ i=1 d𝒜lgi(θ) dθ ∇ϕℒi ( 𝒜lgi(θ)) (ϕ = 𝒜lgi(θ)) d𝒜lgi(θ) dθ 20
  • 21. Outer Loop • inner loop • • - adapt ϕi ≡ 𝒜lg⋆ i (θ) = argmin ϕ′∈Φ Gi (ϕ′, θ) ∇ϕ′Gi (ϕ′, θ) ϕ′=ϕi = 0 ∇ ̂ℒ(ϕi) + λ(𝒜lg⋆ i (θ) − θ) = 0 θ 𝒜lg⋆ (θ) d𝒜lg⋆ (θ) dθ = ( I + 1 λ ∇2 ̂ℒ (ϕi)) −1 ϕi 21
  • 22. Outer Loop • 2 ① inner loop adapt (SGD ) ② 3 • ( I + 1 λ ∇2 ̂ℒ (ϕi)) −1 ϕi ( I + 1 λ ∇2 ̂ℒ (ϕi)) −1 ∇ϕℒi ( 𝒜lgi(θ)) 22
  • 23. (CG ) • • Ax = b ⋯(1) (1) f(x) = 1 2 xT Ax − bT x x0 = 0,r0 = b − Ax0, p0 = r0 αk = rT k pk pT k Apk xk+1 = xk + αk pk rk+1 = rk − αkApk pk+1 = rk+1 + rT k+1rk+1 rT k rk pk 23
  • 24. (CG ) • • ( 5 ) - (p22 ① ) ‣ Appendix E gi = ( I + 1 λ ∇2 ̂ℒ (ϕi)) −1 ∇ϕℒi ( 𝒜lgi(θ)) gi ( I + 1 λ ∇2 ̂ℒ (ϕi)) gi = ∇ϕℒi ( 𝒜lgi(θ)) rk 𝒜lgi(θ) 24
  • 25. iMAML • inner loop ➡adapt • outer loop inner loop ➡inner loop ‣ MAML 1 ‣ iMAML Hessian-Free 2 adapt 25
  • 26. • - iMAML inner loop ( ) - FOMAML (CG ) - MAML 
 (FOMAML ??) O(1) 26
  • 27. • Omniglot - inner loop Hessian-Free iMAML - iMAML way ( ) - FOMAML 27
  • 28. • Mini-ImageNet - Reptile (FOMAML ) - ?? 28
  • 30. ( ) 1. - ( ) - iMAML 2. - - ERNN 30
  • 31. RNNs Evolving on an Equilibrium Manifold: A Panacea for Vanishing and Exploding Gradients? 31
  • 32. • - Anil Kag, Ziming Zhang, Venkatesh Saligrama - , MERL • NeurIPS 2019 reject • RNN • • 32
  • 33. RNN / • RNN - sigmoid tanh • RNN / - LSTM GRU hk = ϕ (Uhk−1 + Wxk + b) ϕ ∂hm ∂hn = ∏ m≥k>n ∂hk ∂hk−1 = ∏ m≥k>n ∇ϕ (Uhk−1 + Wxk + b) U 33
  • 34. RNN ODE • RNN skip connection (ODE) • Neural ODE - 
 https://www.slideshare.net/DeepLearningJP2016/dlneural-ordinary- differential-equations dh(t) dt ≜ h′(t) = ϕ (Uh(t) + Wxk + b) ⟹ hk = hk−1 + ηϕ (Uhk−1 + Wxk + b) 34
  • 35. ODE • ODE • 1 ➡ ( ) • ERNN dh dt = f (h, x) f (h, x) = 0 ⋯(1) (1) h x (h0, x0) fh (h0, x0) (1) h = g (x) (h0, x0) 35
  • 36. ERNN • ERNN 
 
 ODE • 
 
 ➡ 
 h′(t) = ϕ (U (h(t) + hk−1) + Wxk + b) − γ (h(t) + hk−1) h′(t) = 0 hk hk f (hk−1, h) = ϕ (U (h + hk−1) + Wxk + b) − γ (h + hk−1) = 0 ∂h ∂hk−1 = − ∂f/∂hk−1 ∂f/∂h = − I ∂f/∂h 36
  • 37. ∂f/∂h • 1. (sigmoid tanh OK) 2. - 
 ( ) ∂f ∂h = ∇ϕ (U (h + hk−1) + Wxk + b) U ϕ U 37
  • 38. • • 5 • - h(0) k = 0 h(i+1) k = h(i) k + η(i) k [ ϕ ( U (h(i) k + hk−1) + Wxk + b ) − γ (h(i) k + hk−1)] η(i) k 38
  • 39. HAR-2 RNN ERNN (log scale) • RNN • ERNN 1 ∂hT ∂h1 39