Learning an Adaptive Learning Rate Schedule

The learning rate is one of the most important hyper-parameters for model training and generalization. However, current hand-designed parametric learning rate schedules offer limited flexibility and the predefined schedule may not match the training dynamics of high dimensional and non-convex optimization problems. In this paper, we propose a reinforcement learning based framework that can automatically learn an adaptive learning rate schedule by leveraging the information from past training histories. The learning rate dynamically changes based on the current training dynamics. To validate this framework, we conduct experiments with different neural network architectures on the Fashion MINIST and CIFAR10 datasets. Experimental results show that the auto-learned learning rate controller can achieve better test results. In addition, the trained controller network is generalizable -- able to be trained on one data set and transferred to new problems.