Calibrated Stochastic Gradient Descent for Convolutional Neural Networks

In stochastic gradient descent (SGD) and its variants, the optimized gradient estimators may be as expensive to compute as the true gradient in many scenarios. This paper introduces a calibrated stochastic gradient descent (CSGD) algorithm for deep neural network optimization. A theorem is developed to prove that an unbiased estimator for the network variables can be obtained in a probabilistic way based on the Lipschitz hypothesis. Our work is...