Stochastic Gradient Descent Optimizes Over-parameterized Deep ReLU Networks

We study the problem of training deep neural networks with Rectified Linear Unit (ReLU) activation function using gradient descent and stochastic gradient descent. In particular, we study the binary classification problem and show that for a broad family of loss functions, with proper random weight initialization, both gradient descent and stochastic gradient descent can find the global minima of the training loss for an over-parameterized deep ReLU network, under mild assumption on the training data. The key idea of our proof is that Gaussian random initialization followed by (stochastic) gradient descent produces a sequence of iterates that stay inside a small perturbation region centering around the initial weights, in which the empirical loss function of deep ReLU networks enjoys nice local curvature properties that ensure the global convergence of (stochastic) gradient descent. Our theoretical results shed light on understanding the optimization for deep learning, and pave the way for studying the optimization dynamics of training modern deep neural networks.Comment: 54 pages. This version relaxes the assumptions on the loss functions and data distribution, and improves the dependency on the problem-specific parameters in the main theor

Stuck in a What? Adventures in Weight Space

Deep learning researchers commonly suggest that converged models are stuck in local minima. More recently, some researchers observed that under reasonable assumptions, the vast majority of critical points are saddle points, not true minima. Both descriptions suggest that weights converge around a point in weight space, be it a local optima or merely a critical point. However, it's possible that neither interpretation is accurate. As neural networks are typically over-complete, it's easy to show the existence of vast continuous regions through weight space with equal loss. In this paper, we build on recent work empirically characterizing the error surfaces of neural networks. We analyze training paths through weight space, presenting evidence that apparent convergence of loss does not correspond to weights arriving at critical points, but instead to large movements through flat regions of weight space. While it's trivial to show that neural network error surfaces are globally non-convex, we show that error surfaces are also locally non-convex, even after breaking symmetry with a random initialization and also after partial training

Snapshot Ensembles: Train 1, get M for free

Ensembles of neural networks are known to be much more robust and accurate than individual networks. However, training multiple deep networks for model averaging is computationally expensive. In this paper, we propose a method to obtain the seemingly contradictory goal of ensembling multiple neural networks at no additional training cost. We achieve this goal by training a single neural network, converging to several local minima along its optimization path and saving the model parameters. To obtain repeated rapid convergence, we leverage recent work on cyclic learning rate schedules. The resulting technique, which we refer to as Snapshot Ensembling, is simple, yet surprisingly effective. We show in a series of experiments that our approach is compatible with diverse network architectures and learning tasks. It consistently yields lower error rates than state-of-the-art single models at no additional training cost, and compares favorably with traditional network ensembles. On CIFAR-10 and CIFAR-100 our DenseNet Snapshot Ensembles obtain error rates of 3.4% and 17.4% respectively

Data optimization for large batch distributed training of deep neural networks

Distributed training in deep learning (DL) is common practice as data and models grow. The current practice for distributed training of deep neural networks faces the challenges of communication bottlenecks when operating at scale, and model accuracy deterioration with an increase in global batch size. Present solutions focus on improving message exchange efficiency as well as implementing techniques to tweak batch sizes and models in the training process. The loss of training accuracy typically happens because the loss function gets trapped in a local minima. We observe that the loss landscape minimization is shaped by both the model and training data and propose a data optimization approach that utilizes machine learning to implicitly smooth out the loss landscape resulting in fewer local minima. Our approach filters out data points which are less important to feature learning, enabling us to speed up the training of models on larger batch sizes to improved accuracy.Comment: Computational Science & Computational Intelligence (CSCI'20), 7 page

Progressive Learning of Low-Precision Networks

Recent years have witnessed the great advance of deep learning in a variety of vision tasks. Many state-of-the-art deep neural networks suffer from large size and high complexity, which makes it difficult to deploy in resource-limited platforms such as mobile devices. To this end, low-precision neural networks are widely studied which quantize weights or activations into the low-bit format. Though being efficient, low-precision networks are usually hard to train and encounter severe accuracy degradation. In this paper, we propose a new training strategy through expanding low-precision networks during training and removing the expanded parts for network inference. First, we equip each low-precision convolutional layer with an ancillary full-precision convolutional layer based on a low-precision network structure, which could guide the network to good local minima. Second, a decay method is introduced to reduce the output of the added full-precision convolution gradually, which keeps the resulted topology structure the same to the original low-precision one. Experiments on SVHN, CIFAR and ILSVRC-2012 datasets prove that the proposed method can bring faster convergence and higher accuracy for low-precision neural networks.Comment: 10 pages, 8 figure

Langevin Dynamics with Continuous Tempering for Training Deep Neural Networks

Minimizing non-convex and high-dimensional objective functions is challenging, especially when training modern deep neural networks. In this paper, a novel approach is proposed which divides the training process into two consecutive phases to obtain better generalization performance: Bayesian sampling and stochastic optimization. The first phase is to explore the energy landscape and to capture the "fat" modes; and the second one is to fine-tune the parameter learned from the first phase. In the Bayesian learning phase, we apply continuous tempering and stochastic approximation into the Langevin dynamics to create an efficient and effective sampler, in which the temperature is adjusted automatically according to the designed "temperature dynamics". These strategies can overcome the challenge of early trapping into bad local minima and have achieved remarkable improvements in various types of neural networks as shown in our theoretical analysis and empirical experiments

On the energy landscape of deep networks

We introduce "AnnealSGD", a regularized stochastic gradient descent algorithm motivated by an analysis of the energy landscape of a particular class of deep networks with sparse random weights. The loss function of such networks can be approximated by the Hamiltonian of a spherical spin glass with Gaussian coupling. While different from currently-popular architectures such as convolutional ones, spin glasses are amenable to analysis, which provides insights on the topology of the loss function and motivates algorithms to minimize it. Specifically, we show that a regularization term akin to a magnetic field can be modulated with a single scalar parameter to transition the loss function from a complex, non-convex landscape with exponentially many local minima, to a phase with a polynomial number of minima, all the way down to a trivial landscape with a unique minimum. AnnealSGD starts training in the relaxed polynomial regime and gradually tightens the regularization parameter to steer the energy towards the original exponential regime. Even for convolutional neural networks, which are quite unlike sparse random networks, we empirically show that AnnealSGD improves the generalization error using competitive baselines on MNIST and CIFAR-10

Integrating Deep Neural Networks with Full-waveform Inversion: Reparametrization, Regularization, and Uncertainty Quantification

Full-waveform inversion (FWI) is an imaging approach for modeling velocity structure by minimizing the misfit between recorded and predicted seismic waveforms. The strong non-linearity of FWI resulting from fitting oscillatory waveforms can trap the optimization in local minima. We propose a neural-network-based full waveform inversion method (NNFWI) that integrates deep neural networks with FWI by representing the velocity model with a generative neural network. Neural networks can naturally introduce spatial correlations as regularization to the generated velocity model, which suppresses noise in the gradients and mitigates local minima. The velocity model generated by neural networks is input to the same partial differential equation (PDE) solvers used in conventional FWI. The gradients of both the neural networks and PDEs are calculated using automatic differentiation, which back-propagates gradients through the acoustic/elastic PDEs and neural network layers to update the weights and biases of the generative neural network. Experiments on 1D velocity models, the Marmousi model, and the 2004 BP model demonstrate that NNFWI can mitigate local minima, especially for imaging high contrast features like salt bodies, and significantly improves the inversion in the presence of noise. Adding dropout layers to the neural network model also allows analyzing the uncertainty of the inversion results through Monte Carlo dropout. NNFWI opens a new pathway to combine deep learning and FWI for exploiting both the characteristics of deep neural networks and the high accuracy of PDE solvers. Because NNFWI does not require extra training data and optimization loops, it provides an attractive and straightforward alternative to conventional FWI

To Drop or Not to Drop: Robustness, Consistency and Differential Privacy Properties of Dropout

Training deep belief networks (DBNs) requires optimizing a non-convex function with an extremely large number of parameters. Naturally, existing gradient descent (GD) based methods are prone to arbitrarily poor local minima. In this paper, we rigorously show that such local minima can be avoided (upto an approximation error) by using the dropout technique, a widely used heuristic in this domain. In particular, we show that by randomly dropping a few nodes of a one-hidden layer neural network, the training objective function, up to a certain approximation error, decreases by a multiplicative factor. On the flip side, we show that for training convex empirical risk minimizers (ERM), dropout in fact acts as a "stabilizer" or regularizer. That is, a simple dropout based GD method for convex ERMs is stable in the face of arbitrary changes to any one of the training points. Using the above assertion, we show that dropout provides fast rates for generalization error in learning (convex) generalized linear models (GLM). Moreover, using the above mentioned stability properties of dropout, we design dropout based differentially private algorithms for solving ERMs. The learned GLM thus, preserves privacy of each of the individual training points while providing accurate predictions for new test points. Finally, we empirically validate our stability assertions for dropout in the context of convex ERMs and show that surprisingly, dropout significantly outperforms (in terms of prediction accuracy) the L2 regularization based methods for several benchmark datasets.Comment: Currently under review for ICML 201

Ill-Posedness and Optimization Geometry for Nonlinear Neural Network Training

In this work we analyze the role nonlinear activation functions play at stationary points of dense neural network training problems. We consider a generic least squares loss function training formulation. We show that the nonlinear activation functions used in the network construction play a critical role in classifying stationary points of the loss landscape. We show that for shallow dense networks, the nonlinear activation function determines the Hessian nullspace in the vicinity of global minima (if they exist), and therefore determines the ill-posedness of the training problem. Furthermore, for shallow nonlinear networks we show that the zeros of the activation function and its derivatives can lead to spurious local minima, and discuss conditions for strict saddle points. We extend these results to deep dense neural networks, showing that the last activation function plays an important role in classifying stationary points, due to how it shows up in the gradient from the chain rule