7,663 research outputs found

    Fast learning rate of deep learning via a kernel perspective

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    We develop a new theoretical framework to analyze the generalization error of deep learning, and derive a new fast learning rate for two representative algorithms: empirical risk minimization and Bayesian deep learning. The series of theoretical analyses of deep learning has revealed its high expressive power and universal approximation capability. Although these analyses are highly nonparametric, existing generalization error analyses have been developed mainly in a fixed dimensional parametric model. To compensate this gap, we develop an infinite dimensional model that is based on an integral form as performed in the analysis of the universal approximation capability. This allows us to define a reproducing kernel Hilbert space corresponding to each layer. Our point of view is to deal with the ordinary finite dimensional deep neural network as a finite approximation of the infinite dimensional one. The approximation error is evaluated by the degree of freedom of the reproducing kernel Hilbert space in each layer. To estimate a good finite dimensional model, we consider both of empirical risk minimization and Bayesian deep learning. We derive its generalization error bound and it is shown that there appears bias-variance trade-off in terms of the number of parameters of the finite dimensional approximation. We show that the optimal width of the internal layers can be determined through the degree of freedom and the convergence rate can be faster than O(1/n)O(1/\sqrt{n}) rate which has been shown in the existing studies.Comment: 36 page

    Nonparametric regression using needlet kernels for spherical data

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    Needlets have been recognized as state-of-the-art tools to tackle spherical data, due to their excellent localization properties in both spacial and frequency domains. This paper considers developing kernel methods associated with the needlet kernel for nonparametric regression problems whose predictor variables are defined on a sphere. Due to the localization property in the frequency domain, we prove that the regularization parameter of the kernel ridge regression associated with the needlet kernel can decrease arbitrarily fast. A natural consequence is that the regularization term for the kernel ridge regression is not necessary in the sense of rate optimality. Based on the excellent localization property in the spacial domain further, we also prove that all the lql^{q} (01≤q<∞)(01\leq q < \infty) kernel regularization estimates associated with the needlet kernel, including the kernel lasso estimate and the kernel bridge estimate, possess almost the same generalization capability for a large range of regularization parameters in the sense of rate optimality. This finding tentatively reveals that, if the needlet kernel is utilized, then the choice of qq might not have a strong impact in terms of the generalization capability in some modeling contexts. From this perspective, qq can be arbitrarily specified, or specified merely by other no generalization criteria like smoothness, computational complexity, sparsity, etc..Comment: 21 page

    Learning rates of lql^q coefficient regularization learning with Gaussian kernel

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    Regularization is a well recognized powerful strategy to improve the performance of a learning machine and lql^q regularization schemes with 0<q<∞0<q<\infty are central in use. It is known that different qq leads to different properties of the deduced estimators, say, l2l^2 regularization leads to smooth estimators while l1l^1 regularization leads to sparse estimators. Then, how does the generalization capabilities of lql^q regularization learning vary with qq? In this paper, we study this problem in the framework of statistical learning theory and show that implementing lql^q coefficient regularization schemes in the sample dependent hypothesis space associated with Gaussian kernel can attain the same almost optimal learning rates for all 0<q<∞0<q<\infty. That is, the upper and lower bounds of learning rates for lql^q regularization learning are asymptotically identical for all 0<q<∞0<q<\infty. Our finding tentatively reveals that, in some modeling contexts, the choice of qq might not have a strong impact with respect to the generalization capability. From this perspective, qq can be arbitrarily specified, or specified merely by other no generalization criteria like smoothness, computational complexity, sparsity, etc..Comment: 26 pages, 3 figure

    Towards Understanding Generalization of Deep Learning: Perspective of Loss Landscapes

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    It is widely observed that deep learning models with learned parameters generalize well, even with much more model parameters than the number of training samples. We systematically investigate the underlying reasons why deep neural networks often generalize well, and reveal the difference between the minima (with the same training error) that generalize well and those they don't. We show that it is the characteristics the landscape of the loss function that explains the good generalization capability. For the landscape of loss function for deep networks, the volume of basin of attraction of good minima dominates over that of poor minima, which guarantees optimization methods with random initialization to converge to good minima. We theoretically justify our findings through analyzing 2-layer neural networks; and show that the low-complexity solutions have a small norm of Hessian matrix with respect to model parameters. For deeper networks, extensive numerical evidence helps to support our arguments

    On the Feasibility of Distributed Kernel Regression for Big Data

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    In modern scientific research, massive datasets with huge numbers of observations are frequently encountered. To facilitate the computational process, a divide-and-conquer scheme is often used for the analysis of big data. In such a strategy, a full dataset is first split into several manageable segments; the final output is then averaged from the individual outputs of the segments. Despite its popularity in practice, it remains largely unknown that whether such a distributive strategy provides valid theoretical inferences to the original data. In this paper, we address this fundamental issue for the distributed kernel regression (DKR), where the algorithmic feasibility is measured by the generalization performance of the resulting estimator. To justify DKR, a uniform convergence rate is needed for bounding the generalization error over the individual outputs, which brings new and challenging issues in the big data setup. Under mild conditions, we show that, with a proper number of segments, DKR leads to an estimator that is generalization consistent to the unknown regression function. The obtained results justify the method of DKR and shed light on the feasibility of using other distributed algorithms for processing big data. The promising preference of the method is supported by both simulation and real data examples.Comment: 22 pages, 4 figure

    Discriminative Similarity for Clustering and Semi-Supervised Learning

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    Similarity-based clustering and semi-supervised learning methods separate the data into clusters or classes according to the pairwise similarity between the data, and the pairwise similarity is crucial for their performance. In this paper, we propose a novel discriminative similarity learning framework which learns discriminative similarity for either data clustering or semi-supervised learning. The proposed framework learns classifier from each hypothetical labeling, and searches for the optimal labeling by minimizing the generalization error of the learned classifiers associated with the hypothetical labeling. Kernel classifier is employed in our framework. By generalization analysis via Rademacher complexity, the generalization error bound for the kernel classifier learned from hypothetical labeling is expressed as the sum of pairwise similarity between the data from different classes, parameterized by the weights of the kernel classifier. Such pairwise similarity serves as the discriminative similarity for the purpose of clustering and semi-supervised learning, and discriminative similarity with similar form can also be induced by the integrated squared error bound for kernel density classification. Based on the discriminative similarity induced by the kernel classifier, we propose new clustering and semi-supervised learning methods

    An Empirical Study on Regularization of Deep Neural Networks by Local Rademacher Complexity

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    Regularization of Deep Neural Networks (DNNs) for the sake of improving their generalization capability is important and challenging. The development in this line benefits theoretical foundation of DNNs and promotes their usability in different areas of artificial intelligence. In this paper, we investigate the role of Rademacher complexity in improving generalization of DNNs and propose a novel regularizer rooted in Local Rademacher Complexity (LRC). While Rademacher complexity is well known as a distribution-free complexity measure of function class that help boost generalization of statistical learning methods, extensive study shows that LRC, its counterpart focusing on a restricted function class, leads to sharper convergence rates and potential better generalization given finite training sample. Our LRC based regularizer is developed by estimating the complexity of the function class centered at the minimizer of the empirical loss of DNNs. Experiments on various types of network architecture demonstrate the effectiveness of LRC regularization in improving generalization. Moreover, our method features the state-of-the-art result on the CIFAR-1010 dataset with network architecture found by neural architecture search.Comment: Updated the link to the open source PaddlePaddle code of LRC Regularization as well as the author lis

    Learning through deterministic assignment of hidden parameters

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    Supervised learning frequently boils down to determining hidden and bright parameters in a parameterized hypothesis space based on finite input-output samples. The hidden parameters determine the attributions of hidden predictors or the nonlinear mechanism of an estimator, while the bright parameters characterize how hidden predictors are linearly combined or the linear mechanism. In traditional learning paradigm, hidden and bright parameters are not distinguished and trained simultaneously in one learning process. Such an one-stage learning (OSL) brings a benefit of theoretical analysis but suffers from the high computational burden. To overcome this difficulty, a two-stage learning (TSL) scheme, featured by learning through deterministic assignment of hidden parameters (LtDaHP) was proposed, which suggests to deterministically generate the hidden parameters by using minimal Riesz energy points on a sphere and equally spaced points in an interval. We theoretically show that with such deterministic assignment of hidden parameters, LtDaHP with a neural network realization almost shares the same generalization performance with that of OSL. We also present a series of simulations and application examples to support the outperformance of LtDaH

    Theoretical Analysis of Adversarial Learning: A Minimax Approach

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    Here we propose a general theoretical method for analyzing the risk bound in the presence of adversaries. Specifically, we try to fit the adversarial learning problem into the minimax framework. We first show that the original adversarial learning problem can be reduced to a minimax statistical learning problem by introducing a transport map between distributions. Then, we prove a new risk bound for this minimax problem in terms of covering numbers under a weak version of Lipschitz condition. Our method can be applied to multi-class classification problems and commonly used loss functions such as the hinge and ramp losses. As some illustrative examples, we derive the adversarial risk bounds for SVMs, deep neural networks, and PCA, and our bounds have two data-dependent terms, which can be optimized for achieving adversarial robustness.Comment: 27 pages, add some reference

    Large-scale Kernel-based Feature Extraction via Budgeted Nonlinear Subspace Tracking

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    Kernel-based methods enjoy powerful generalization capabilities in handling a variety of learning tasks. When such methods are provided with sufficient training data, broadly-applicable classes of nonlinear functions can be approximated with desired accuracy. Nevertheless, inherent to the nonparametric nature of kernel-based estimators are computational and memory requirements that become prohibitive with large-scale datasets. In response to this formidable challenge, the present work puts forward a low-rank, kernel-based, feature extraction approach that is particularly tailored for online operation, where data streams need not be stored in memory. A novel generative model is introduced to approximate high-dimensional (possibly infinite) features via a low-rank nonlinear subspace, the learning of which leads to a direct kernel function approximation. Offline and online solvers are developed for the subspace learning task, along with affordable versions, in which the number of stored data vectors is confined to a predefined budget. Analytical results provide performance bounds on how well the kernel matrix as well as kernel-based classification and regression tasks can be approximated by leveraging budgeted online subspace learning and feature extraction schemes. Tests on synthetic and real datasets demonstrate and benchmark the efficiency of the proposed method when linear classification and regression is applied to the extracted features
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