The Dynamics of Learning: A Random Matrix Approach

Understanding the learning dynamics of neural networks is one of the key issues for the improvement of optimization algorithms as well as for the theoretical comprehension of why deep neu-ral nets work so well today. In this paper, we introduce a random matrix-based framework to analyze the learning dynamics of a single-layer linear network on a binary classification problem, for data of simultaneously large dimension and size, trained by gradient descent. Our results provide rich insights into common questions in neural nets, such as overfitting, early stopping and the initialization of training, thereby opening the door for future studies of more elaborate structures and models appearing in today's neural networks.

[1]  V. Marčenko,et al.  DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES , 1967 .

[2]  J. W. Silverstein,et al.  Analysis of the limiting spectral distribution of large dimensional random matrices , 1995 .

[3]  J. W. Silverstein,et al.  No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices , 1998 .

[4]  Vladimir N. Vapnik,et al.  The Nature of Statistical Learning Theory , 2000, Statistics for Engineering and Information Science.

[5]  Peter L. Bartlett,et al.  Rademacher and Gaussian Complexities: Risk Bounds and Structural Results , 2003, J. Mach. Learn. Res..

[6]  T. Poggio,et al.  General conditions for predictivity in learning theory , 2004, Nature.

[7]  S. Péché,et al.  Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices , 2004, math/0403022.

[8]  Z. Bai,et al.  CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent data , 2017, Statistical Papers.

[9]  Yann LeCun,et al.  The mnist database of handwritten digits , 2005 .

[10]  Radford M. Neal Pattern Recognition and Machine Learning , 2007, Technometrics.

[11]  W. Hachem,et al.  Deterministic equivalents for certain functionals of large random matrices , 2005, math/0507172.

[12]  Y. Yao,et al.  On Early Stopping in Gradient Descent Learning , 2007 .

[13]  J. W. Silverstein,et al.  Spectral Analysis of Large Dimensional Random Matrices , 2009 .

[14]  Raj Rao Nadakuditi,et al.  The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices , 2009, 0910.2120.

[15]  Yoshua Bengio,et al.  Understanding the difficulty of training deep feedforward neural networks , 2010, AISTATS.

[16]  Léon Bottou,et al.  Large-Scale Machine Learning with Stochastic Gradient Descent , 2010, COMPSTAT.

[17]  R. Couillet,et al.  Random Matrix Methods for Wireless Communications: Estimation , 2011 .

[18]  Geoffrey E. Hinton,et al.  ImageNet classification with deep convolutional neural networks , 2012, Commun. ACM.

[19]  Технология Springer Science+Business Media , 2013 .

[20]  J. Norris Appendix: probability and measure , 1997 .

[21]  Nitish Srivastava,et al.  Dropout: a simple way to prevent neural networks from overfitting , 2014, J. Mach. Learn. Res..

[22]  Surya Ganguli,et al.  Exact solutions to the nonlinear dynamics of learning in deep linear neural networks , 2013, ICLR.

[23]  Jürgen Schmidhuber,et al.  Deep learning in neural networks: An overview , 2014, Neural Networks.

[24]  Sergey Ioffe,et al.  Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift , 2015, ICML.

[25]  R. Couillet,et al.  Spectral analysis of the Gram matrix of mixture models , 2015, 1510.03463.

[26]  Yann LeCun,et al.  The Loss Surfaces of Multilayer Networks , 2014, AISTATS.

[27]  Kerstin Vogler,et al.  Table Of Integrals Series And Products , 2016 .

[28]  Samy Bengio,et al.  Understanding deep learning requires rethinking generalization , 2016, ICLR.

[29]  Jorge Nocedal,et al.  On Large-Batch Training for Deep Learning: Generalization Gap and Sharp Minima , 2016, ICLR.

[30]  Andrew M. Saxe,et al.  High-dimensional dynamics of generalization error in neural networks , 2017, Neural Networks.