Scalable Natural Gradient Langevin Dynamics in Practice

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this scheme, every component in the noise vector is independent and has the same scale, whereas the parameters we seek to estimate exhibit strong variations in scale and significant correlation structures, leading to poor convergence and mixing times. We compare different preconditioning approaches to the normalization of the noise vector and benchmark these approaches on the following criteria: 1) mixing times of the multivariate parameter vector, 2) regularizing effect on small dataset where it is easy to overfit, 3) covariate shift detection and 4) resistance to adversarial examples.Comment: ICML 2018 Workshop on Non-Convex Optimizatio

Weight Normalization: A Simple Reparameterization to Accelerate Training of Deep Neural Networks

We present weight normalization: a reparameterization of the weight vectors in a neural network that decouples the length of those weight vectors from their direction. By reparameterizing the weights in this way we improve the conditioning of the optimization problem and we speed up convergence of stochastic gradient descent. Our reparameterization is inspired by batch normalization but does not introduce any dependencies between the examples in a minibatch. This means that our method can also be applied successfully to recurrent models such as LSTMs and to noise-sensitive applications such as deep reinforcement learning or generative models, for which batch normalization is less well suited. Although our method is much simpler, it still provides much of the speed-up of full batch normalization. In addition, the computational overhead of our method is lower, permitting more optimization steps to be taken in the same amount of time. We demonstrate the usefulness of our method on applications in supervised image recognition, generative modelling, and deep reinforcement learning

Invariant backpropagation: how to train a transformation-invariant neural network

In many classification problems a classifier should be robust to small variations in the input vector. This is a desired property not only for particular transformations, such as translation and rotation in image classification problems, but also for all others for which the change is small enough to retain the object perceptually indistinguishable. We propose two extensions of the backpropagation algorithm that train a neural network to be robust to variations in the feature vector. While the first of them enforces robustness of the loss function to all variations, the second method trains the predictions to be robust to a particular variation which changes the loss function the most. The second methods demonstrates better results, but is slightly slower. We analytically compare the proposed algorithm with two the most similar approaches (Tangent BP and Adversarial Training), and propose their fast versions. In the experimental part we perform comparison of all algorithms in terms of classification accuracy and robustness to noise on MNIST and CIFAR-10 datasets. Additionally we analyze how the performance of the proposed algorithm depends on the dataset size and data augmentation

Normalized Flat Minima: Exploring Scale Invariant Definition of Flat Minima for Neural Networks using PAC-Bayesian Analysis

The notion of flat minima has played a key role in the generalization studies of deep learning models. However, existing definitions of the flatness are known to be sensitive to the rescaling of parameters. The issue suggests that the previous definitions of the flatness might not be a good measure of generalization, because generalization is invariant to such rescalings. In this paper, from the PAC-Bayesian perspective, we scrutinize the discussion concerning the flat minima and introduce the notion of normalized flat minima, which is free from the known scale dependence issues. Additionally, we highlight the scale dependence of existing matrix-norm based generalization error bounds similar to the existing flat minima definitions. Our modified notion of the flatness does not suffer from the insufficiency, either, suggesting it might provide better hierarchy in the hypothesis class

On the Importance of Consistency in Training Deep Neural Networks

We explain that the difficulties of training deep neural networks come from a syndrome of three consistency issues. This paper describes our efforts in their analysis and treatment. The first issue is the training speed inconsistency in different layers. We propose to address it with an intuitive, simple-to-implement, low footprint second-order method. The second issue is the scale inconsistency between the layer inputs and the layer residuals. We explain how second-order information provides favorable convenience in removing this roadblock. The third and most challenging issue is the inconsistency in residual propagation. Based on the fundamental theorem of linear algebra, we provide a mathematical characterization of the famous vanishing gradient problem. Thus, an important design principle for future optimization and neural network design is derived. We conclude this paper with the construction of a novel contractive neural network

Automated Segmentation of Lesions in Ultrasound Using Semi-pixel-wise Cycle Generative Adversarial Nets

Breast cancer is the most common invasive cancer with the highest cancer occurrence in females. Handheld ultrasound is one of the most efficient ways to identify and diagnose the breast cancer. The area and the shape information of a lesion is very helpful for clinicians to make diagnostic decisions. In this study we propose a new deep-learning scheme, semi-pixel-wise cycle generative adversarial net (SPCGAN) for segmenting the lesion in 2D ultrasound. The method takes the advantage of a fully connected convolutional neural network (FCN) and a generative adversarial net to segment a lesion by using prior knowledge. We compared the proposed method to a fully connected neural network and the level set segmentation method on a test dataset consisting of 32 malignant lesions and 109 benign lesions. Our proposed method achieved a Dice similarity coefficient (DSC) of 0.92 while FCN and the level set achieved 0.90 and 0.79 respectively. Particularly, for malignant lesions, our method increases the DSC (0.90) of the fully connected neural network to 0.93 significantly (p$<$0.001). The results show that our SPCGAN can obtain robust segmentation results and may be used to relieve the radiologists' burden for annotation

Adaptive norms for deep learning with regularized Newton methods

We investigate the use of regularized Newton methods with adaptive norms for optimizing neural networks. This approach can be seen as a second-order counterpart of adaptive gradient methods, which we here show to be interpretable as first-order trust region methods with ellipsoidal constraints. In particular, we prove that the preconditioning matrix used in RMSProp and Adam satisfies the necessary conditions for provable convergence of second-order trust region methods with standard worst-case complexities on general non-convex objectives. Furthermore, we run experiments across different neural architectures and datasets to find that the ellipsoidal constraints constantly outperform their spherical counterpart both in terms of number of backpropagations and asymptotic loss value. Finally, we find comparable performance to state-of-the-art first-order methods in terms of backpropagations, but further advances in hardware are needed to render Newton methods competitive in terms of computational time

Active Probabilistic Inference on Matrices for Pre-Conditioning in Stochastic Optimization

Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way to efficiently construct them. For the stochastic optimization problems that dominate contemporary machine learning, however, this approach is not readily available. We propose an iterative algorithm inspired by classic iterative linear solvers that uses a probabilistic model to actively infer a pre-conditioner in situations where Hessian-projections can only be constructed with strong Gaussian noise. The algorithm is empirically demonstrated to efficiently construct effective pre-conditioners for stochastic gradient descent and its variants. Experiments on problems of comparably low dimensionality show improved convergence. In very high-dimensional problems, such as those encountered in deep learning, the pre-conditioner effectively becomes an automatic learning-rate adaptation scheme, which we also empirically show to work well.Comment: Conferenc

Sequence Training of DNN Acoustic Models With Natural Gradient

Deep Neural Network (DNN) acoustic models often use discriminative sequence training that optimises an objective function that better approximates the word error rate (WER) than frame-based training. Sequence training is normally implemented using Stochastic Gradient Descent (SGD) or Hessian Free (HF) training. This paper proposes an alternative batch style optimisation framework that employs a Natural Gradient (NG) approach to traverse through the parameter space. By correcting the gradient according to the local curvature of the KL-divergence, the NG optimisation process converges more quickly than HF. Furthermore, the proposed NG approach can be applied to any sequence discriminative training criterion. The efficacy of the NG method is shown using experiments on a Multi-Genre Broadcast (MGB) transcription task that demonstrates both the computational efficiency and the accuracy of the resulting DNN models.Comment: In Proceedings of IEEE ASRU 201

A Stochastic LBFGS Algorithm for Radio Interferometric Calibration

We present a stochastic, limited-memory Broyden Fletcher Goldfarb Shanno (LBFGS) algorithm that is suitable for handling very large amounts of data. A direct application of this algorithm is radio interferometric calibration of raw data at fine time and frequency resolution. Almost all existing radio interferometric calibration algorithms assume that it is possible to fit the dataset being calibrated into memory. Therefore, the raw data is averaged in time and frequency to reduce its size by many orders of magnitude before calibration is performed. However, this averaging is detrimental for the detection of some signals of interest that have narrow bandwidth and time duration such as fast radio bursts (FRBs). Using the proposed algorithm, it is possible to calibrate data at such a fine resolution that they cannot be entirely loaded into memory, thus preserving such signals. As an additional demonstration, we use the proposed algorithm for training deep neural networks and compare the performance against the mainstream first order optimization algorithms that are used in deep learning.Comment: Draft, final version in IEEE Data Science Workshop 2019 proceeding