On the Convergence Theory of Gradient-Based Model-Agnostic Meta-Learning Algorithms

TL;DR

This paper provides the first theoretical convergence guarantees for MAML and FO-MAML algorithms in nonconvex settings, analyzing their complexity, accuracy, and practical implementation considerations.

Contribution

It offers the first convergence analysis for MAML and FO-MAML in nonconvex scenarios, introduces a Hessian-free MAML variant, and clarifies implementation parameters.

Findings

MAML can find an $oldsymbol{ ext{ extit{epsilon}}}$-FOSP after $oldsymbol{ ext{O}}(1/ ext{ extit{epsilon}}^2)$ iterations.

FO-MAML cannot achieve small desired accuracy levels for nonconvex problems.

Hessian-free MAML retains MAML's theoretical guarantees without second-order information.

Abstract

We study the convergence of a class of gradient-based Model-Agnostic Meta-Learning (MAML) methods and characterize their overall complexity as well as their best achievable accuracy in terms of gradient norm for nonconvex loss functions. We start with the MAML method and its first-order approximation (FO-MAML) and highlight the challenges that emerge in their analysis. By overcoming these challenges not only we provide the first theoretical guarantees for MAML and FO-MAML in nonconvex settings, but also we answer some of the unanswered questions for the implementation of these algorithms including how to choose their learning rate and the batch size for both tasks and datasets corresponding to tasks. In particular, we show that MAML can find an $\epsilon$-first-order stationary point ($\epsilon$-FOSP) for any positive $\epsilon$ after at most $\mathcal{O}(1/\epsilon^2)$ iterations at the expense of requiring second-order information. We also show that FO-MAML which ignores the second-order information required in the update of MAML cannot achieve any small desired level of accuracy, i.e., FO-MAML cannot find an $\epsilon$-FOSP for any $\epsilon>0$. We further propose a new variant of the MAML algorithm called Hessian-free MAML which preserves all theoretical guarantees of MAML, without requiring access to second-order information.