This paper proposes a new optimization algorithm called Entropy-SGD for training deep neural networks that is motivated by the local geometry of the energy landscape. Local extrema with low generalization error have a large proportion of almost-zero eigenvalues in the Hessian with very few positive or negative eigenvalues. We leverage upon this observation to construct a local-entropy-based objective function that favors well-generalizable solutions lying in large flat regions of the energy landscape, while avoiding poorly-generalizable solutions located in the sharp valleys. Conceptually, our algorithm resembles two nested loops of SGD where we use Langevin dynamics in the inner loop to compute the gradient of the local entropy before each update of the weights. We show that the new objective has a smoother energy landscape and show improved generalization over SGD using uniform stability, under certain assumptions. Our experiments on convolutional and recurrent networks demonstrate that Entropy-SGD compares favorably to state-of-the-art techniques in terms of generalization error and training time.
No abstract
Deep learning has been immensely successful at a variety of tasks, ranging from classification to artificial intelligence. Learning corresponds to fitting training data, which is implemented by descending a very high-dimensional loss function. Understanding under which conditions neural networks do not get stuck in poor minima of the loss, and how the landscape of that loss evolves as depth is increased remains a challenge. Here we predict, and test empirically, an analogy between this landscape and the energy landscape of repulsive ellipses. We argue that in fully-connected deep networks a phase transition delimits the over-and under-parametrized regimes where fitting can or cannot be achieved. In the vicinity of this transition, properties of the curvature of the minima of the loss (the spectrum of the hessian) are critical. This transition shares direct similarities with the jamming transition by which particles form a disordered solid as the density is increased, which also occurs in certain classes of computational optimization and learning problems such as the perceptron. Our analysis gives a simple explanation as to why poor minima of the loss cannot be encountered in the overparametrized regime. Interestingly, we observe that the ability of fully-connected networks to fit random data is independent of their depth, an independence that appears to also hold for real data. We also study a quantity ∆ which characterizes how well (∆ < 0) or badly (∆ > 0) a datum is learned. At the critical point it is power-law distributed on several decades, P+(∆) ∼ ∆ θ for ∆ > 0 and P−(∆) ∼ (−∆) −γ for ∆ < 0, with exponents that depend on the choice of activation function. This observation suggests that near the transition the loss landscape has a hierarchical structure and that the learning dynamics is prone to avalanche-like dynamics, with abrupt changes in the set of patterns that are learned.
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