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We introduce a new theoretical framework to analyze deep learning optimization with connection to its generalization error. Existing frameworks such as mean field theory and neural tangent kernel theory for neural network optimization analysis typically require taking limit of infinite width of the network to show its global convergence. This potentially makes it difficult to directly deal with finite width network; especially in the neural tangent kernel regime, we cannot reveal favorable properties of neural networks beyond kernel methods. To realize more natural analysis, we consider a completely different approach in which we formulate the parameter training as a transportation map estimation and show its global convergence via the theory of the infinite dimensional Langevin dynamics. This enables us to analyze narrow and wide networks in a unifying manner. Moreover, we give generalization gap and excess risk bounds for the solution obtained by the dynamics. The excess risk bound achieves the so-called fast learning rate. In particular, we show an exponential convergence for a classification problem and a minimax optimal rate for a regression problem.
One of the biggest issues in deep learning theory is the generalization ability of networks with huge model size. The classical learning theory suggests that overparameterized models cause overfitting. However, practically used large deep models avoid overfitting, which is not well explained by the classical approaches. To resolve this issue, several attempts have been made. Among them, the compression based bound is one of the promising approaches. However, the compression based bound can be applied only to a compressed network, and it is not applicable to the non-compressed original network. In this paper, we give a unified frame-work that can convert compression based bounds to those for non-compressed original networks. The bound gives even better rate than the one for the compressed network by improving the bias term. By establishing the unified frame-work, we can obtain a data dependent generalization error bound which gives a tighter evaluation than the data independent ones.
We propose emph{MaxUp}, an embarrassingly simple, highly effective technique for improving the generalization performance of machine learning models, especially deep neural networks. The idea is to generate a set of augmented data with some random perturbations or transforms and minimize the maximum, or worst case loss over the augmented data. By doing so, we implicitly introduce a smoothness or robustness regularization against the random perturbations, and hence improve the generation performance. For example, in the case of Gaussian perturbation, emph{MaxUp} is asymptotically equivalent to using the gradient norm of the loss as a penalty to encourage smoothness. We test emph{MaxUp} on a range of tasks, including image classification, language modeling, and adversarial certification, on which emph{MaxUp} consistently outperforms the existing best baseline methods, without introducing substantial computational overhead. In particular, we improve ImageNet classification from the state-of-the-art top-1 accuracy $85.5%$ without extra data to $85.8%$. Code will be released soon.
We introduce a sampling perspective to tackle the challenging task of training robust Reinforcement Learning (RL) agents. Leveraging the powerful Stochastic Gradient Langevin Dynamics, we present a novel, scalable two-player RL algorithm, which is a sampling variant of the two-player policy gradient method. Our algorithm consistently outperforms existing baselines, in terms of generalization across different training and testing conditions, on several MuJoCo environments. Our experiments also show that, even for objective functions that entirely ignore potential environmental shifts, our sampling approach remains highly robust in comparison to standard RL algorithms.
Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical learning theory. In this paper, we obtain generalization error bounds for learning general non-convex objectives, which has attracted significant attention in recent years. We develop a new framework, termed Bayes-Stability, for proving algorithm-dependent generalization error bounds. The new framework combines ideas from both the PAC-Bayesian theory and the notion of algorithmic stability. Applying the Bayes-Stability method, we obtain new data-dependent generalization bounds for stochastic gradient Langevin dynamics (SGLD) and several other noisy gradient methods (e.g., with momentum, mini-batch and acceleration, Entropy-SGD). Our result recovers (and is typically tighter than) a recent result in Mou et al. (2018) and improves upon the results in Pensia et al. (2018). Our experiments demonstrate that our data-dependent bounds can distinguish randomly labelled data from normal data, which provides an explanation to the intriguing phenomena observed in Zhang et al. (2017a). We also study the setting where the total loss is the sum of a bounded loss and an additional ell_2 regularization term. We obtain new generalization bounds for the continuous Langevin dynamic in this setting by developing a new Log-Sobolev inequality for the parameter distribution at any time. Our new bounds are more desirable when the noisy level of the process is not small, and do not become vacuous even when T tends to infinity.
Recent work has shown that the training of a one-hidden-layer, scalar-output fully-connected ReLU neural network can be reformulated as a finite-dimensional convex program. Unfortunately, the scale of such a convex program grows exponentially in data size. In this work, we prove that a stochastic procedure with a linear complexity well approximates the exact formulation. Moreover, we derive a convex optimization approach to efficiently solve the adversarial training problem, which trains neural networks that are robust to adversarial input perturbations. Our method can be applied to binary classification and regression, and provides an alternative to the current adversarial training methods, such as Fast Gradient Sign Method (FGSM) and Projected Gradient Descent (PGD). We demonstrate in experiments that the proposed method achieves a noticeably better adversarial robustness and performance than the existing methods.