Machine Learning Step-Size Adaptation via Stochastic Meta-Descent

Resolve Bottlenecks,
Find Innovative Solutions
Generate Solutions

Solution Overview

Problem

Existing machine learning architectures, particularly in reinforcement learning, face challenges with single scalar step-sizes for all features, which can lead to inefficiencies and increased complexity in parameter initialization, especially in non-stationary settings where no single optimal step-size is suitable for all features at all times.

Innovation Solution

The introduction of a system and method using Incremental Delta-Bar-Delta (IDBD) generalized for temporal-difference (TD) methods, referred to as TIDBD, which employs a vector of step-sizes adapted online through stochastic meta-descent, making the system less sensitive to meta-parameter selection and allowing for time-varying step-sizes based on meta-weights.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Device complexity

If a single scalar step-size is used for all features, then the system is simpler to implement, but the learning efficiency and adaptability to different features deteriorates

Engineering Contradiction:
Improvestep-size parameter structureVSAvoidlearning efficiency
Core Design Contradiction:
Device complexityVSProductivity

Solution Approach 1:

The patent divides the single scalar step-size into multiple step-sizes, one for each feature. This segmentation allows each feature to have its own learning rate, improving learning efficiency and adaptability while maintaining manageable complexity through automated adaptation mechanisms.

Inventive Principle:
Principle #1Segmentation

Solution Approach 2:

The patent implements dynamic step-size adaptation where step-sizes change over time based on feature importance and performance. The step-sizes are not fixed but adapt automatically during learning, allowing the system to optimize learning efficiency without manual tuning.

Inventive Principle:
Principle #15Dynamics

2Productivity

If unique step-sizes are assigned to each feature, then learning efficiency and feature adaptability improve, but parameter initialization complexity and sensitivity increase

Engineering Contradiction:
Improvelearning efficiencyVSAvoidparameter initialization complexity
Core Design Contradiction:
ProductivityVSDevice complexity

Solution Approach 1:

The patent implements self-service through automated step-size adaptation mechanisms. The system automatically adjusts its own step-sizes based on feature performance and importance, eliminating the need for manual parameter initialization and tuning. The adaptation algorithm serves itself by learning optimal step-sizes during training.

Inventive Principle:
Principle #25Self-service

Solution Approach 2:

The patent transforms the static parameter initialization problem into a dynamic parameter adaptation process. Instead of requiring careful initial setup, the step-sizes evolve and change during learning based on observed feature performance, making the system robust to initialization choices.

Inventive Principle:
Principle #35Parameter changes

3Device complexity

If a fixed step-size is used, then parameter selection is simpler, but performance in non-stationary settings deteriorates

Engineering Contradiction:
Improveparameter selection simplicityVSAvoidadaptability to non-stationary settings
Core Design Contradiction:
Device complexityVSAdaptability or versatility

Solution Approach 1:

The patent replaces fixed step-sizes with dynamic, time-varying step-sizes that adapt to changing environmental conditions. The step-sizes evolve during learning to respond to non-stationary settings, maintaining performance without requiring complex manual reconfiguration.

Inventive Principle:
Principle #15Dynamics

Solution Approach 2:

The patent implements feedback mechanisms where the adaptation algorithm continuously monitors learning progress and feature performance, using this information to adjust step-sizes in real-time. This feedback loop enables automatic adaptation to non-stationary conditions while keeping parameter selection simple.

Inventive Principle:
Principle #23Feedback

Data Source

PatentUS11625598B2Device and method for machine-learning step-size adaptation
Publication Date: 2023.04.11 ROYAL BANK OF CANADA
  • US11625598B2 patent drawing
  • US11625598B2 patent drawing
  • US11625598B2 patent drawing

AI summary

Systems, devices, methods, and computer readable media for training a machine learning architecture include: receiving one or more observation data sets representing one or more observations associated with at least a portion of a state; and training the machine learning architecture with the one or more observation data sets, where the training includes updating the plurality of weights based on an error value, and at least one time-varying step-size value; wherein the at least one step-size value is based on a set of meta-weights which vary based on a stochastic meta-descent.