LipGene: Lipschitz Continuity Guided Adaptive Learning Rates for Fast Convergence on Microarray Expression Data Sets

Hyperparameter tuning, specifically tuning of learning rate, can often be a time-consuming process, especially when dealing with large data sets. A mathematical foundation in the choice of learning rate can minimize tuning efforts. We propose the application of a novel adaptive learning rate paradigm, guided by Lipschitz continuity of the loss functions (LipGene), to the task of Gene Expression Inference using shallow neural networks. We utilize Mean Absolute Error and Quantile loss separately for training. Our adaptive learning rate, which is dynamically computed for each epoch, is based on the principle of Lipschitz constant and requires no tuning. Experimentally, we prove that our proposed approach greatly surpasses conventional choices of learning rates in terms of both speed of convergence and generalizability. Advocating the principle of Parsimonious Computing, our method can reduce compute infrastructure required for training by using smaller networks with a minimal compromise on the prediction error.