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We show that any smooth bi-Lipschitz $h$ can be represented exactly as a composition $h_m circ ... circ h_1$ of functions $h_1,...,h_m$ that are close to the identity in the sense that each $left(h_i-mathrm{Id}right)$ is Lipschitz, and the Lipschitz constant decreases inversely with the number $m$ of functions composed. This implies that $h$ can be represented to any accuracy by a deep residual network whose nonlinear layers compute functions with a small Lipschitz constant. Next, we consider nonlinear regression with a composition of near-identity nonlinear maps. We show that, regarding Frechet derivatives with respect to the $h_1,...,h_m$, any critical point of a quadratic criterion in this near-identity region must be a global minimizer. In contrast, if we consider derivatives with respect to parameters of a fixed-size residual network with sigmoid activation functions, we show that there are near-identity critical points that are suboptimal, even in the realizable case. Informally, this means that functional gradient methods for residual networks cannot get stuck at suboptimal critical points corresponding to near-identity layers, whereas parametric gradient methods for sigmoidal residual networks suffer from suboptimal critical points in the near-identity region.
Recent work on the representation of functions on sets has considered the use of summation in a latent space to enforce permutation invariance. In particular, it has been conjectured that the dimension of this latent space may remain fixed as the cardinality of the sets under consideration increases. However, we demonstrate that the analysis leading to this conjecture requires mappings which are highly discontinuous and argue that this is only of limited practical use. Motivated by this observation, we prove that an implementation of this model via continuous mappings (as provided by e.g. neural networks or Gaussian processes) actually imposes a constraint on the dimensionality of the latent space. Practical universal function representation for set inputs can only be achieved with a latent dimension at least the size of the maximum number of input elements.
We have proposed orthogonal-Pade activation functions, which are trainable activation functions and show that they have faster learning capability and improves the accuracy in standard deep learning datasets and models. Based on our experiments, we have found two best candidates out of six orthogonal-Pade activations, which we call safe Hermite-Pade (HP) activation functions, namely HP-1 and HP-2. When compared to ReLU, HP-1 and HP-2 has an increment in top-1 accuracy by 5.06% and 4.63% respectively in PreActResNet-34, by 3.02% and 2.75% respectively in MobileNet V2 model on CIFAR100 dataset while on CIFAR10 dataset top-1 accuracy increases by 2.02% and 1.78% respectively in PreActResNet-34, by 2.24% and 2.06% respectively in LeNet, by 2.15% and 2.03% respectively in Efficientnet B0.
Robust optimization has been widely used in nowadays data science, especially in adversarial training. However, little research has been done to quantify how robust optimization changes the optimizers and the prediction losses comparing to standard training. In this paper, inspired by the influence function in robust statistics, we introduce the Adversarial Influence Function (AIF) as a tool to investigate the solution produced by robust optimization. The proposed AIF enjoys a closed-form and can be calculated efficiently. To illustrate the usage of AIF, we apply it to study model sensitivity -- a quantity defined to capture the change of prediction losses on the natural data after implementing robust optimization. We use AIF to analyze how model complexity and randomized smoothing affect the model sensitivity with respect to specific models. We further derive AIF for kernel regressions, with a particular application to neural tangent kernels, and experimentally demonstrate the effectiveness of the proposed AIF. Lastly, the theories of AIF will be extended to distributional robust optimization.
Identifying the influence of training data for data cleansing can improve the accuracy of deep learning. An approach with stochastic gradient descent (SGD) called SGD-influence to calculate the influence scores was proposed, but, the calculation costs are expensive. It is necessary to temporally store the parameters of the model during training phase for inference phase to calculate influence sores. In close connection with the previous method, we propose a method to reduce cache files to store the parameters in training phase for calculating inference score. We only adopt the final parameters in last epoch for influence functions calculation. In our experiments on classification, the cache size of training using MNIST dataset with our approach is 1.236 MB. On the other hand, the previous method used cache size of 1.932 GB in last epoch. It means that cache size has been reduced to 1/1,563. We also observed the accuracy improvement by data cleansing with removal of negatively influential data using our approach as well as the previous method. Moreover, our simple and general proposed method to calculate influence scores is available on our auto ML tool without programing, Neural Network Console. The source code is also available.
Coreset is usually a small weighted subset of $n$ input points in $mathbb{R}^d$, that provably approximates their loss function for a given set of queries (models, classifiers, etc.). Coresets become increasingly common in machine learning since existing heuristics or inefficient algorithms may be improved by running them possibly many times on the small coreset that can be maintained for streaming distributed data. Coresets can be obtained by sensitivity (importance) sampling, where its size is proportional to the total sum of sensitivities. Unfortunately, computing the sensitivity of each point is problem dependent and may be harder to compute than the original optimization problem at hand. We suggest a generic framework for computing sensitivities (and thus coresets) for wide family of loss functions which we call near-convex functions. This is by suggesting the $f$-SVD factorization that generalizes the SVD factorization of matrices to functions. Example applications include coresets that are either new or significantly improves previous results, such as SVM, Logistic regression, M-estimators, and $ell_z$-regression. Experimental results and open source are also provided.