Traditional and Heavy-Tailed Self Regularization in Neural Network Models

Random Matrix Theory (RMT) is applied to analyze the weight matrices of Deep Neural Networks (DNNs), including both production quality, pre-trained models such as AlexNet and Inception, and smaller models trained from scratch, such as LeNet5 and a miniature-AlexNet. Empirical and theoretical results clearly indicate that the empirical spectral density (ESD) of DNN layer matrices displays signatures of traditionally-regularized statistical models, even in the absence of exogenously specifying traditional forms of regularization, such as Dropout or Weight Norm constraints. Building on recent results in RMT, most notably its extension to Universality classes of Heavy-Tailed matrices, we develop a theory to identify \emph{5+1 Phases of Training}, corresponding to increasing amounts of \emph{Implicit Self-Regularization}. For smaller and/or older DNNs, this Implicit Self-Regularization is like traditional Tikhonov regularization, in that there is a `size scale' separating signal from noise. For state-of-the-art DNNs, however, we identify a novel form of \emph{Heavy-Tailed Self-Regularization}, similar to the self-organization seen in the statistical physics of disordered systems. This implicit Self-Regularization can depend strongly on the many knobs of the training process. By exploiting the generalization gap phenomena, we demonstrate that we can cause a small model to exhibit all 5+1 phases of training simply by changing the batch size.Comment: Very abridged version of arXiv:1810.0107

Implicit Self-Regularization in Deep Neural Networks: Evidence from Random Matrix Theory and Implications for Learning

Random Matrix Theory (RMT) is applied to analyze weight matrices of Deep Neural Networks (DNNs), including both production quality, pre-trained models such as AlexNet and Inception, and smaller models trained from scratch, such as LeNet5 and a miniature-AlexNet. Empirical and theoretical results clearly indicate that the DNN training process itself implicitly implements a form of Self-Regularization. The empirical spectral density (ESD) of DNN layer matrices displays signatures of traditionally-regularized statistical models, even in the absence of exogenously specifying traditional forms of explicit regularization. Building on relatively recent results in RMT, most notably its extension to Universality classes of Heavy-Tailed matrices, we develop a theory to identify 5+1 Phases of Training, corresponding to increasing amounts of Implicit Self-Regularization. These phases can be observed during the training process as well as in the final learned DNNs. For smaller and/or older DNNs, this Implicit Self-Regularization is like traditional Tikhonov regularization, in that there is a "size scale" separating signal from noise. For state-of-the-art DNNs, however, we identify a novel form of Heavy-Tailed Self-Regularization, similar to the self-organization seen in the statistical physics of disordered systems. This results from correlations arising at all size scales, which arises implicitly due to the training process itself. This implicit Self-Regularization can depend strongly on the many knobs of the training process. By exploiting the generalization gap phenomena, we demonstrate that we can cause a small model to exhibit all 5+1 phases of training simply by changing the batch size. This demonstrates that---all else being equal---DNN optimization with larger batch sizes leads to less-well implicitly-regularized models, and it provides an explanation for the generalization gap phenomena.Comment: 59 pages, 31 figure

Heavy-Tailed Universality Predicts Trends in Test Accuracies for Very Large Pre-Trained Deep Neural Networks

Given two or more Deep Neural Networks (DNNs) with the same or similar architectures, and trained on the same dataset, but trained with different solvers, parameters, hyper-parameters, regularization, etc., can we predict which DNN will have the best test accuracy, and can we do so without peeking at the test data? In this paper, we show how to use a new Theory of Heavy-Tailed Self-Regularization (HT-SR) to answer this. HT-SR suggests, among other things, that modern DNNs exhibit what we call Heavy-Tailed Mechanistic Universality (HT-MU), meaning that the correlations in the layer weight matrices can be fit to a power law (PL) with exponents that lie in common Universality classes from Heavy-Tailed Random Matrix Theory (HT-RMT). From this, we develop a Universal capacity control metric that is a weighted average of PL exponents. Rather than considering small toy NNs, we examine over 50 different, large-scale pre-trained DNNs, ranging over 15 different architectures, trained on ImagetNet, each of which has been reported to have different test accuracies. We show that this new capacity metric correlates very well with the reported test accuracies of these DNNs, looking across each architecture (VGG16/.../VGG19, ResNet10/.../ResNet152, etc.). We also show how to approximate the metric by the more familiar Product Norm capacity measure, as the average of the log Frobenius norm of the layer weight matrices. Our approach requires no changes to the underlying DNN or its loss function, it does not require us to train a model (although it could be used to monitor training), and it does not even require access to the ImageNet data.Comment: Updated as will appear in SDM2

Rethinking generalization requires revisiting old ideas: statistical mechanics approaches and complex learning behavior

We describe an approach to understand the peculiar and counterintuitive generalization properties of deep neural networks. The approach involves going beyond worst-case theoretical capacity control frameworks that have been popular in machine learning in recent years to revisit old ideas in the statistical mechanics of neural networks. Within this approach, we present a prototypical Very Simple Deep Learning (VSDL) model, whose behavior is controlled by two control parameters, one describing an effective amount of data, or load, on the network (that decreases when noise is added to the input), and one with an effective temperature interpretation (that increases when algorithms are early stopped). Using this model, we describe how a very simple application of ideas from the statistical mechanics theory of generalization provides a strong qualitative description of recently-observed empirical results regarding the inability of deep neural networks not to overfit training data, discontinuous learning and sharp transitions in the generalization properties of learning algorithms, etc.Comment: 31 pages; added brief discussion of recent papers that use/extend these idea

L1 regularization is better than L2 for learning and predicting chaotic systems

Emergent behaviors are in the focus of recent research interest. It is then of considerable importance to investigate what optimizations suit the learning and prediction of chaotic systems, the putative candidates for emergence. We have compared L1 and L2 regularizations on predicting chaotic time series using linear recurrent neural networks. The internal representation and the weights of the networks were optimized in a unifying framework. Computational tests on different problems indicate considerable advantages for the L1 regularization: It had considerably better learning time and better interpolating capabilities. We shall argue that optimization viewed as a maximum likelihood estimation justifies our results, because L1 regularization fits heavy-tailed distributions -- an apparently general feature of emergent systems -- better.Comment: 13 pages, 4 figure

A Generic Network Compression Framework for Sequential Recommender Systems

Sequential recommender systems (SRS) have become the key technology in capturing user's dynamic interests and generating high-quality recommendations. Current state-of-the-art sequential recommender models are typically based on a sandwich-structured deep neural network, where one or more middle (hidden) layers are placed between the input embedding layer and output softmax layer. In general, these models require a large number of parameters (such as using a large embedding dimension or a deep network architecture) to obtain their optimal performance. Despite the effectiveness, at some point, further increasing model size may be harder for model deployment in resource-constraint devices, resulting in longer responding time and larger memory footprint. To resolve the issues, we propose a compressed sequential recommendation framework, termed as CpRec, where two generic model shrinking techniques are employed. Specifically, we first propose a block-wise adaptive decomposition to approximate the input and softmax matrices by exploiting the fact that items in SRS obey a long-tailed distribution. To reduce the parameters of the middle layers, we introduce three layer-wise parameter sharing schemes. We instantiate CpRec using deep convolutional neural network with dilated kernels given consideration to both recommendation accuracy and efficiency. By the extensive ablation studies, we demonstrate that the proposed CpRec can achieve up to 4$\sim$8 times compression rates in real-world SRS datasets. Meanwhile, CpRec is faster during training\inference, and in most cases outperforms its uncompressed counterpart.Comment: Accepted by SIGIR202

ShrinkTeaNet: Million-scale Lightweight Face Recognition via Shrinking Teacher-Student Networks

Large-scale face recognition in-the-wild has been recently achieved matured performance in many real work applications. However, such systems are built on GPU platforms and mostly deploy heavy deep network architectures. Given a high-performance heavy network as a teacher, this work presents a simple and elegant teacher-student learning paradigm, namely ShrinkTeaNet, to train a portable student network that has significantly fewer parameters and competitive accuracy against the teacher network. Far apart from prior teacher-student frameworks mainly focusing on accuracy and compression ratios in closed-set problems, our proposed teacher-student network is proved to be more robust against open-set problem, i.e. large-scale face recognition. In addition, this work introduces a novel Angular Distillation Loss for distilling the feature direction and the sample distributions of the teacher's hypersphere to its student. Then ShrinkTeaNet framework can efficiently guide the student's learning process with the teacher's knowledge presented in both intermediate and last stages of the feature embedding. Evaluations on LFW, CFP-FP, AgeDB, IJB-B and IJB-C Janus, and MegaFace with one million distractors have demonstrated the efficiency of the proposed approach to learn robust student networks which have satisfying accuracy and compact sizes. Our ShrinkTeaNet is able to support the light-weight architecture achieving high performance with 99.77% on LFW and 95.64% on large-scale Megaface protocols

Deep Learning for Energy Markets

Deep Learning is applied to energy markets to predict extreme loads observed in energy grids. Forecasting energy loads and prices is challenging due to sharp peaks and troughs that arise due to supply and demand fluctuations from intraday system constraints. We propose deep spatio-temporal models and extreme value theory (EVT) to capture theses effects and in particular the tail behavior of load spikes. Deep LSTM architectures with ReLU and $\tanh$ activation functions can model trends and temporal dependencies while EVT captures highly volatile load spikes above a pre-specified threshold. To illustrate our methodology, we use hourly price and demand data from 4719 nodes of the PJM interconnection, and we construct a deep predictor. We show that DL-EVT outperforms traditional Fourier time series methods, both in-and out-of-sample, by capturing the observed nonlinearities in prices. Finally, we conclude with directions for future research

Designing Accurate Emulators for Scientific Processes using Calibration-Driven Deep Models

Predictive models that accurately emulate complex scientific processes can achieve exponential speed-ups over numerical simulators or experiments, and at the same time provide surrogates for improving the subsequent analysis. Consequently, there is a recent surge in utilizing modern machine learning (ML) methods, such as deep neural networks, to build data-driven emulators. While the majority of existing efforts has focused on tailoring off-the-shelf ML solutions to better suit the scientific problem at hand, we study an often overlooked, yet important, problem of choosing loss functions to measure the discrepancy between observed data and the predictions from a model. Due to lack of better priors on the expected residual structure, in practice, simple choices such as the mean squared error and the mean absolute error are made. However, the inherent symmetric noise assumption made by these loss functions makes them inappropriate in cases where the data is heterogeneous or when the noise distribution is asymmetric. We propose Learn-by-Calibrating (LbC), a novel deep learning approach based on interval calibration for designing emulators in scientific applications, that are effective even with heterogeneous data and are robust to outliers. Using a large suite of use-cases, we show that LbC provides significant improvements in generalization error over widely-adopted loss function choices, achieves high-quality emulators even in small data regimes and more importantly, recovers the inherent noise structure without any explicit priors

LEARN Codes: Inventing Low-latency Codes via Recurrent Neural Networks

Designing channel codes under low-latency constraints is one of the most demanding requirements in 5G standards. However, a sharp characterization of the performance of traditional codes is available only in the large block-length limit. Guided by such asymptotic analysis, code designs require large block lengths as well as latency to achieve the desired error rate. Tail-biting convolutional codes and other recent state-of-the-art short block codes, while promising reduced latency, are neither robust to channel-mismatch nor adaptive to varying channel conditions. When the codes designed for one channel (e.g.,~Additive White Gaussian Noise (AWGN) channel) are used for another (e.g.,~non-AWGN channels), heuristics are necessary to achieve non-trivial performance. In this paper, we first propose an end-to-end learned neural code, obtained by jointly designing a Recurrent Neural Network (RNN) based encoder and decoder. This code outperforms canonical convolutional code under block settings. We then leverage this experience to propose a new class of codes under low-latency constraints, which we call Low-latency Efficient Adaptive Robust Neural (LEARN) codes. These codes outperform state-of-the-art low-latency codes and exhibit robustness and adaptivity properties. LEARN codes show the potential to design new versatile and universal codes for future communications via tools of modern deep learning coupled with communication engineering insights