\dm_csml_event_details UCL ELLIS

Implicit bias of gradient descent for mean squared error regression with wide neural networks


Speaker

Guido Montufar

Affiliation

Max Planck Institute for Mathematics in the Sciences

Date

Friday, 29 January 2021

Time

14:00-15:00

Location

Zoom

Link

Zoom

Event series

DeepMind/ELLIS CSML Seminar Series

Abstract

We investigate gradient descent training of wide neural networks and the corresponding implicit bias in function space. For 1D regression, we show that the solution of training a width-$n$ shallow ReLU network is within $n^{- 1/2}$ of the function which fits the training data and whose difference from initialization has smallest 2-norm of the second derivative weighted by $1/\zeta$. The curvature penalty function $1/\zeta$ is expressed in terms of the probability distribution that is utilized to initialize the network parameters, and we compute it explicitly for various common initialization procedures. For instance, asymmetric initialization with a uniform distribution yields a constant curvature penalty, and hence the solution function is the natural cubic spline interpolation of the training data. While similar results have been obtained in previous works, our analysis clarifies important details and allows us to obtain significant generalizations. In particular, the result generalizes to multivariate regression and different activation functions. Moreover, we show that the training trajectories are captured by trajectories of spatially adaptive smoothing splines with decreasing regularization strength. This is joint work with Hui Jin (UCLA).

Biography