Rolling Average vs Gradient Descent with Softmax & Cross Entropy

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Revision as of 27 July 2021 at 04:03.
The highlighted comment was edited in this revision. [diff]

Rolling Average vs Gradient Descent with Softmax & Cross Entropy

If each Guess Factor bin is considered an output unit before Softmax (logit), and loss is Cross Entropy, then the gradient of each logit is then:

qi - 1, if bin is hit
qi, otherwise

Where qi is the output of the ith unit after Softmax (estimated probability)

If gradient is not applied on logits as normal, but instead applied on qi itself, then:

qi := qi - eta * (qi - 1) = (1 - eta) * qi + eta * 1, if bin i hit
qi := qi - eta * qi = (1 - eta) * qi + eta * 0, otherwise

Which is essentially rolling average, where eta (learning rate) equals to the alpha (decay rate) in exponential moving average.

Anyway this analog isn't how rolling average works, as logit doesn't equal to qi at all. But what if we replace rolling average with gradient descent? I suppose it could learn even faster, as the outputs farther from real value get higher decay rate...

    Xor (talk)05:49, 27 July 2021