Open-L2O - A Comprehensive and Reproducible Benchmark for Learning to Optimize Algorithms

Overview

Open-L2O

This repository establishes the first comprehensive benchmark efforts of existing learning to optimize (L2O) approaches on a number of problems and settings. We release our software implementation and data as the Open-L2O package, for reproducible research and fair benchmarking in the L2O field. [Paper]

License: MIT

Overview

What is learning to optimize (L2O)?

L2O (Learning to optimize) aims to replace manually designed analytic optimization algorithms (SGD, RMSProp, Adam, etc.) with learned update rules.

How does L2O work?

L2O serves as functions that can be fit from data. L2O gains experience from training optimization tasks in a principled and automatic way.

What can L2O do for you?

L2O is particularly suitable for solving a certain type of optimization over a specific distribution of data repeatedly. In comparison to classic methods, L2O is shown to find higher-quality solutions and/or with much faster convergence speed for many problems.

Open questions for research?

  • There are significant theoretical and practicality gaps between manually designed optimizers and existing L2O models.

Main Results

Learning to optimize sparse recovery

Learning to optimize Lasso functions

Learning to optimize non-convex Rastrigin functions

Learning to optimize neural networks

Supported Model-base Learnable Optimizers

All codes are available at here.

  1. LISTA (feed-forward form) from Learning fast approximations of sparse coding [Paper]
  2. LISTA-CP from Theoretical Linear Convergence of Unfolded ISTA and its Practical Weights and Thresholds [Paper]
  3. LISTA-CPSS from Theoretical Linear Convergence of Unfolded ISTA and its Practical Weights and Thresholds [Paper]
  4. LFISTA from Understanding Trainable Sparse Coding via Matrix Factorization [Paper]
  5. LAMP from AMP-Inspired Deep Networks for Sparse Linear Inverse Problems [Paper]
  6. ALISTA from ALISTA: Analytic Weights Are As Good As Learned Weights in LISTA [Paper]
  7. GLISTA from Sparse Coding with Gated Learned ISTA [Paper]

Supported Model-free Learnable Optimizers

  1. L2O-DM from Learning to learn by gradient descent by gradient descent [Paper] [Code]
  2. L2O-RNNProp Learning Gradient Descent: Better Generalization and Longer Horizons from [Paper] [Code]
  3. L2O-Scale from Learned Optimizers that Scale and Generalize [Paper] [Code]
  4. L2O-enhanced from Training Stronger Baselines for Learning to Optimize [Paper] [Code]
  5. L2O-Swarm from Learning to Optimize in Swarms [Paper] [Code]
  6. L2O-Jacobian from HALO: Hardware-Aware Learning to Optimize [Paper] [Code]
  7. L2O-Minmax from Learning A Minimax Optimizer: A Pilot Study [Paper] [Code]

Supported Optimizees

Convex Functions:

  • Quadratic
  • Lasso

Non-convex Functions:

  • Rastrigin

Minmax Functions:

  • Saddle
  • Rotated Saddle
  • Seesaw
  • Matrix Game

Neural Networks:

  • MLPs on MNIST
  • ConvNets on MNIST and CIFAR-10
  • LeNet
  • NAS searched archtectures

Other Resources

  • This is a Pytorch implementation of L2O-DM. [Code]
  • This is the original L2O-Swarm repository. [Code]
  • This is the original L2O-Jacobian repository. [Code]

Future Works

  • TF2.0 Implementated toolbox v2 with a unified framework and lib dependency.

Cite

@misc{chen2021learning,
      title={Learning to Optimize: A Primer and A Benchmark}, 
      author={Tianlong Chen and Xiaohan Chen and Wuyang Chen and Howard Heaton and Jialin Liu and Zhangyang Wang and Wotao Yin},
      year={2021},
      eprint={2103.12828},
      archivePrefix={arXiv},
      primaryClass={math.OC}
}
Issues
  • Bump tensorflow-gpu from 1.14 to 2.6.4 in /Model_Free_L2O/L2O-DM and L2O-RNNProp

    Bump tensorflow-gpu from 1.14 to 2.6.4 in /Model_Free_L2O/L2O-DM and L2O-RNNProp

    Bumps tensorflow-gpu from 1.14 to 2.6.4.

    Release notes

    Sourced from tensorflow-gpu's releases.

    TensorFlow 2.6.4

    Release 2.6.4

    This releases introduces several vulnerability fixes:

    TensorFlow 2.6.3

    Release 2.6.3

    This releases introduces several vulnerability fixes:

    • Fixes a floating point division by 0 when executing convolution operators (CVE-2022-21725)
    • Fixes a heap OOB read in shape inference for ReverseSequence (CVE-2022-21728)
    • Fixes a heap OOB access in Dequantize (CVE-2022-21726)
    • Fixes an integer overflow in shape inference for Dequantize (CVE-2022-21727)
    • Fixes a heap OOB access in FractionalAvgPoolGrad (CVE-2022-21730)
    • Fixes an overflow and divide by zero in UnravelIndex (CVE-2022-21729)
    • Fixes a type confusion in shape inference for ConcatV2 (CVE-2022-21731)
    • Fixes an OOM in ThreadPoolHandle (CVE-2022-21732)
    • Fixes an OOM due to integer overflow in StringNGrams (CVE-2022-21733)
    • Fixes more issues caused by incomplete validation in boosted trees code (CVE-2021-41208)
    • Fixes an integer overflows in most sparse component-wise ops (CVE-2022-23567)
    • Fixes an integer overflows in AddManySparseToTensorsMap (CVE-2022-23568)
    • Fixes a number of CHECK-failures in MapStage (CVE-2022-21734)

    ... (truncated)

    Changelog

    Sourced from tensorflow-gpu's changelog.

    Release 2.6.4

    This releases introduces several vulnerability fixes:

    Release 2.8.0

    Major Features and Improvements

    • tf.lite:

      • Added TFLite builtin op support for the following TF ops:
        • tf.raw_ops.Bucketize op on CPU.
        • tf.where op for data types tf.int32/tf.uint32/tf.int8/tf.uint8/tf.int64.
        • tf.random.normal op for output data type tf.float32 on CPU.
        • tf.random.uniform op for output data type tf.float32 on CPU.
        • tf.random.categorical op for output data type tf.int64 on CPU.
    • tensorflow.experimental.tensorrt:

      • conversion_params is now deprecated inside TrtGraphConverterV2 in favor of direct arguments: max_workspace_size_bytes, precision_mode, minimum_segment_size, maximum_cached_engines, use_calibration and

    ... (truncated)

    Commits
    • 33ed2b1 Merge pull request #56102 from tensorflow/mihaimaruseac-patch-1
    • e1ec480 Fix build due to importlib-metadata/setuptools
    • 63f211c Merge pull request #56033 from tensorflow-jenkins/relnotes-2.6.4-6677
    • 22b8fe4 Update RELEASE.md
    • ec30684 Merge pull request #56070 from tensorflow/mm-cp-adafb45c781-on-r2.6
    • 38774ed Merge pull request #56060 from yongtang:curl-7.83.1
    • 9ef1604 Merge pull request #56036 from tensorflow-jenkins/version-numbers-2.6.4-9925
    • a6526a3 Update version numbers to 2.6.4
    • cb1a481 Update RELEASE.md
    • 4da550f Insert release notes place-fill
    • Additional commits viewable in compare view

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    dependencies 
    opened by dependabot[bot] 1
  • Bump tensorflow-gpu from 1.14 to 2.5.3 in /Model_Free_L2O/L2O-DM and L2O-RNNProp

    Bump tensorflow-gpu from 1.14 to 2.5.3 in /Model_Free_L2O/L2O-DM and L2O-RNNProp

    Bumps tensorflow-gpu from 1.14 to 2.5.3.

    Release notes

    Sourced from tensorflow-gpu's releases.

    TensorFlow 2.5.3

    Release 2.5.3

    Note: This is the last release in the 2.5 series.

    This releases introduces several vulnerability fixes:

    • Fixes a floating point division by 0 when executing convolution operators (CVE-2022-21725)
    • Fixes a heap OOB read in shape inference for ReverseSequence (CVE-2022-21728)
    • Fixes a heap OOB access in Dequantize (CVE-2022-21726)
    • Fixes an integer overflow in shape inference for Dequantize (CVE-2022-21727)
    • Fixes a heap OOB access in FractionalAvgPoolGrad (CVE-2022-21730)
    • Fixes an overflow and divide by zero in UnravelIndex (CVE-2022-21729)
    • Fixes a type confusion in shape inference for ConcatV2 (CVE-2022-21731)
    • Fixes an OOM in ThreadPoolHandle (CVE-2022-21732)
    • Fixes an OOM due to integer overflow in StringNGrams (CVE-2022-21733)
    • Fixes more issues caused by incomplete validation in boosted trees code (CVE-2021-41208)
    • Fixes an integer overflows in most sparse component-wise ops (CVE-2022-23567)
    • Fixes an integer overflows in AddManySparseToTensorsMap (CVE-2022-23568)
    • Fixes a number of CHECK-failures in MapStage (CVE-2022-21734)
    • Fixes a division by zero in FractionalMaxPool (CVE-2022-21735)
    • Fixes a number of CHECK-fails when building invalid/overflowing tensor shapes (CVE-2022-23569)
    • Fixes an undefined behavior in SparseTensorSliceDataset (CVE-2022-21736)
    • Fixes an assertion failure based denial of service via faulty bin count operations (CVE-2022-21737)
    • Fixes a reference binding to null pointer in QuantizedMaxPool (CVE-2022-21739)
    • Fixes an integer overflow leading to crash in SparseCountSparseOutput (CVE-2022-21738)
    • Fixes a heap overflow in SparseCountSparseOutput (CVE-2022-21740)
    • Fixes an FPE in BiasAndClamp in TFLite (CVE-2022-23557)
    • Fixes an FPE in depthwise convolutions in TFLite (CVE-2022-21741)
    • Fixes an integer overflow in TFLite array creation (CVE-2022-23558)
    • Fixes an integer overflow in TFLite (CVE-2022-23559)
    • Fixes a dangerous OOB write in TFLite (CVE-2022-23561)
    • Fixes a vulnerability leading to read and write outside of bounds in TFLite (CVE-2022-23560)
    • Fixes a set of vulnerabilities caused by using insecure temporary files (CVE-2022-23563)
    • Fixes an integer overflow in Range resulting in undefined behavior and OOM (CVE-2022-23562)
    • Fixes a vulnerability where missing validation causes tf.sparse.split to crash when axis is a tuple (CVE-2021-41206)
    • Fixes a CHECK-fail when decoding resource handles from proto (CVE-2022-23564)
    • Fixes a CHECK-fail with repeated AttrDef (CVE-2022-23565)
    • Fixes a heap OOB write in Grappler (CVE-2022-23566)
    • Fixes a CHECK-fail when decoding invalid tensors from proto (CVE-2022-23571)
    • Fixes an unitialized variable access in AssignOp (CVE-2022-23573)
    • Fixes an integer overflow in OpLevelCostEstimator::CalculateTensorSize (CVE-2022-23575)
    • Fixes an integer overflow in OpLevelCostEstimator::CalculateOutputSize (CVE-2022-23576)
    • Fixes a null dereference in GetInitOp (CVE-2022-23577)
    • Fixes a memory leak when a graph node is invalid (CVE-2022-23578)
    • Fixes an abort caused by allocating a vector that is too large (CVE-2022-23580)
    • Fixes multiple CHECK-failures during Grappler's IsSimplifiableReshape (CVE-2022-23581)
    • Fixes multiple CHECK-failures during Grappler's SafeToRemoveIdentity (CVE-2022-23579)
    • Fixes multiple CHECK-failures in TensorByteSize (CVE-2022-23582)
    • Fixes multiple CHECK-failures in binary ops due to type confusion (CVE-2022-23583)

    ... (truncated)

    Changelog

    Sourced from tensorflow-gpu's changelog.

    Release 2.5.3

    This releases introduces several vulnerability fixes:

    • Fixes a floating point division by 0 when executing convolution operators (CVE-2022-21725)
    • Fixes a heap OOB read in shape inference for ReverseSequence (CVE-2022-21728)
    • Fixes a heap OOB access in Dequantize (CVE-2022-21726)
    • Fixes an integer overflow in shape inference for Dequantize (CVE-2022-21727)
    • Fixes a heap OOB access in FractionalAvgPoolGrad (CVE-2022-21730)
    • Fixes an overflow and divide by zero in UnravelIndex (CVE-2022-21729)
    • Fixes a type confusion in shape inference for ConcatV2 (CVE-2022-21731)
    • Fixes an OOM in ThreadPoolHandle (CVE-2022-21732)
    • Fixes an OOM due to integer overflow in StringNGrams (CVE-2022-21733)
    • Fixes more issues caused by incomplete validation in boosted trees code (CVE-2021-41208)
    • Fixes an integer overflows in most sparse component-wise ops (CVE-2022-23567)
    • Fixes an integer overflows in AddManySparseToTensorsMap (CVE-2022-23568)
    • Fixes a number of CHECK-failures in MapStage (CVE-2022-21734)
    • Fixes a division by zero in FractionalMaxPool (CVE-2022-21735)
    • Fixes a number of CHECK-fails when building invalid/overflowing tensor shapes (CVE-2022-23569)
    • Fixes an undefined behavior in SparseTensorSliceDataset (CVE-2022-21736)
    • Fixes an assertion failure based denial of service via faulty bin count operations (CVE-2022-21737)
    • Fixes a reference binding to null pointer in QuantizedMaxPool (CVE-2022-21739)
    • Fixes an integer overflow leading to crash in SparseCountSparseOutput (CVE-2022-21738)
    • Fixes a heap overflow in SparseCountSparseOutput (CVE-2022-21740)
    • Fixes an FPE in BiasAndClamp in TFLite (CVE-2022-23557)
    • Fixes an FPE in depthwise convolutions in TFLite (CVE-2022-21741)

    ... (truncated)

    Commits
    • 959e9b2 Merge pull request #54213 from tensorflow/fix-sanity-on-r2.5
    • d05fcbc Fix sanity build
    • f2526a0 Merge pull request #54205 from tensorflow/disable-flaky-tests-on-r2.5
    • a5f94df Disable flaky test
    • 7babe52 Merge pull request #54201 from tensorflow/cherrypick-510ae18200d0a4fad797c0bf...
    • 0e5d378 Set Env Variable to override Setuptools new behavior
    • fdd4195 Merge pull request #54176 from tensorflow-jenkins/relnotes-2.5.3-6805
    • 4083165 Update RELEASE.md
    • a2bb7f1 Merge pull request #54185 from tensorflow/cherrypick-d437dec4d549fc30f9b85c75...
    • 5777ea3 Update third_party/icu/workspace.bzl
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    dependencies 
    opened by dependabot[bot] 1
  • Bump tensorflow-gpu from 1.14 to 2.7.2 in /Model_Free_L2O/L2O-DM and L2O-RNNProp

    Bump tensorflow-gpu from 1.14 to 2.7.2 in /Model_Free_L2O/L2O-DM and L2O-RNNProp

    Bumps tensorflow-gpu from 1.14 to 2.7.2.

    Release notes

    Sourced from tensorflow-gpu's releases.

    TensorFlow 2.7.2

    Release 2.7.2

    This releases introduces several vulnerability fixes:

    TensorFlow 2.7.1

    Release 2.7.1

    This releases introduces several vulnerability fixes:

    • Fixes a floating point division by 0 when executing convolution operators (CVE-2022-21725)
    • Fixes a heap OOB read in shape inference for ReverseSequence (CVE-2022-21728)
    • Fixes a heap OOB access in Dequantize (CVE-2022-21726)
    • Fixes an integer overflow in shape inference for Dequantize (CVE-2022-21727)
    • Fixes a heap OOB access in FractionalAvgPoolGrad (CVE-2022-21730)
    • Fixes an overflow and divide by zero in UnravelIndex (CVE-2022-21729)
    • Fixes a type confusion in shape inference for ConcatV2 (CVE-2022-21731)
    • Fixes an OOM in ThreadPoolHandle (CVE-2022-21732)
    • Fixes an OOM due to integer overflow in StringNGrams (CVE-2022-21733)
    • Fixes more issues caused by incomplete validation in boosted trees code (CVE-2021-41208)
    • Fixes an integer overflows in most sparse component-wise ops (CVE-2022-23567)
    • Fixes an integer overflows in AddManySparseToTensorsMap (CVE-2022-23568)

    ... (truncated)

    Changelog

    Sourced from tensorflow-gpu's changelog.

    Release 2.7.2

    This releases introduces several vulnerability fixes:

    Release 2.6.4

    This releases introduces several vulnerability fixes:

    • Fixes a code injection in saved_model_cli (CVE-2022-29216)
    • Fixes a missing validation which causes TensorSummaryV2 to crash (CVE-2022-29193)
    • Fixes a missing validation which crashes QuantizeAndDequantizeV4Grad (CVE-2022-29192)
    • Fixes a missing validation which causes denial of service via DeleteSessionTensor (CVE-2022-29194)
    • Fixes a missing validation which causes denial of service via GetSessionTensor (CVE-2022-29191)
    • Fixes a missing validation which causes denial of service via StagePeek (CVE-2022-29195)
    • Fixes a missing validation which causes denial of service via UnsortedSegmentJoin (CVE-2022-29197)
    • Fixes a missing validation which causes denial of service via LoadAndRemapMatrix (CVE-2022-29199)
    • Fixes a missing validation which causes denial of service via SparseTensorToCSRSparseMatrix (CVE-2022-29198)
    • Fixes a missing validation which causes denial of service via LSTMBlockCell (CVE-2022-29200)
    • Fixes a missing validation which causes denial of service via Conv3DBackpropFilterV2 (CVE-2022-29196)
    • Fixes a CHECK failure in depthwise ops via overflows (CVE-2021-41197)
    • Fixes issues arising from undefined behavior stemming from users supplying invalid resource handles (CVE-2022-29207)
    • Fixes a segfault due to missing support for quantized types (CVE-2022-29205)
    • Fixes a missing validation which results in undefined behavior in SparseTensorDenseAdd (CVE-2022-29206)

    ... (truncated)

    Commits
    • dd7b8a3 Merge pull request #56034 from tensorflow-jenkins/relnotes-2.7.2-15779
    • 1e7d6ea Update RELEASE.md
    • 5085135 Merge pull request #56069 from tensorflow/mm-cp-52488e5072f6fe44411d70c6af09e...
    • adafb45 Merge pull request #56060 from yongtang:curl-7.83.1
    • 01cb1b8 Merge pull request #56038 from tensorflow-jenkins/version-numbers-2.7.2-4733
    • 8c90c2f Update version numbers to 2.7.2
    • 43f3cdc Update RELEASE.md
    • 98b0a48 Insert release notes place-fill
    • dfa5cf3 Merge pull request #56028 from tensorflow/disable-tests-on-r2.7
    • 501a65c Disable timing out tests
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    dependencies 
    opened by dependabot[bot] 0
  • Hi there

    Hi there

    I maintain the humpday package that compares global derivative-free optimizers. I'm curious to know how L2o approaches stack up against others, so just saying hi. I think it is a nice benchmark for more ambitious claims about RL in general. However, I'm sort of stuck on how to do this. What is a fair way to compare L20 that has learned Rastrigin against SHGO or whatever that has not?

    opened by microprediction 0
Owner
VITA
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