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EUSIPCO Tutorial Math Deep Learning Raja

The document presents a tutorial on the mathematics of deep learning, covering its history, existing theories, and data structure-based approaches. It discusses the evolution of neural networks, including convolutional neural networks, and their applications in various fields such as image classification and speech recognition. Key concepts include the role of depth in networks, generalization errors, and the significance of pooling and activation functions in deep learning architectures.

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0% found this document useful (0 votes)
4 views125 pages

EUSIPCO Tutorial Math Deep Learning Raja

The document presents a tutorial on the mathematics of deep learning, covering its history, existing theories, and data structure-based approaches. It discusses the evolution of neural networks, including convolutional neural networks, and their applications in various fields such as image classification and speech recognition. Key concepts include the role of depth in networks, generalization errors, and the significance of pooling and activation functions in deep learning architectures.

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rubik0x7b4
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MATHEMATICS OF

DEEP LEARNING
RAJA GIRYES
TEL AVIV UNIVERSITY

Mathematics of Deep Learning Tutorial


EUSIPCO Conference, Budapest, Hungary
1
August 29, 2016
AGENDA

• History and introduction to deep learning.


• A sample of existing theory for deep learning.
• Data structure based theory for deep learning
• Neural networks with random Gaussian weights.
• Generalization error of deep neural networks.
• Deep learning as metric learning.
• Solving minimization problems via deep learning.

2
HISTORY AND
INTRODUCTION TO
DEEP LEARNING

3
FIRST LEARNING PROGRAM

1956

“field of study that gives computers the ability to learn


without being explicitly programmed”. [Arthur Samuel, 1959]

4
IMITATING THE BRAIN

Wiesel and Hubel, 1959 5


HUMAN VISUAL SYSTEM

In the visual cortex there


are two types of neurons:
Simple and complex

6
IMITATING THE HUMAN BRAIN

Fukushima 1980

7
CONVOLUTIONAL NEURAL NETWORKS

• Introduction of convolutional neural networks


[LeCun et. al. 1989]
• Training by backpropagation

8
SCENE PARSING
• Deep Learning usage before 2012:

[Farabet et al., 2012, 2013]


9
2012 IMAGENET DEEP LEARNING
BREAKTHROUGH
• Imagenet dataset
• 1.4 Million images
• 1000 categories
• 1.2 Million for training
• 150000 for testing
• 50000 for validation

[Krizhevsky, Sutskever
& Hinton, 2012]

Today deep learning achieves 3.5% by 152 layers [He, Zhang, Ren & Sun, 2016]
10
DEEP NETWORK STRUCTURE

[Krizhevsky, Sutskever & Hinton, 2012]

• What each layer of the network learns?

11
LAYERS STRUCTURE
• First layers detect simple patterns that
corresponds to simple objects


[Zeiler & Fergus, 2014]
12
LAYERS STRUCTURE
• Deeper layers detects more complex patterns
corresponding to more complex objects.


[Zeiler & Fergus, 2014]
13
LAYERS STRUCTURE

14
[Zeiler & Fergus, 2014]
WHY THINGS WORK BETTER TODAY?

• More data – larger datasets, more access (internet)


• Better hardware (GPU)
• Better learning regularization (dropout)

• Deep learning impact and success is not unique


only to image classification.
• But it is still unclear why deep neural networks are
so remarkably successful and how they are doing it.
15
DEEP LEARNING FOR SPEECH RECOGNITION

16
OBJECT DETECTION

17
[Szegedy et al., 2015]
GAME PLAYING

[Mnih et al., 2013, 2015] 18


GO GAME
• AlphaGo - First computer program to ever beat a
professional player at the game of go

• Program created by Google DeepMind


• Game strategy was learned using deep learning
[Silver et al., 2016].
19
CUTTING EDGE PERFORMANCE
IN MANY OTHER APPLICATIONS
• Disease diagnosis [Zhou, Greenspan & Shen, 2016].
• Language translation [Sutskever et al., 2014].
• Video classification [Karpathy et al., 2014].
• Face detection [Schroff et al., 2015].
• Handwriting recognition [Poznanski & Wolf, 2016].
• Sentiment classification [Socher et al., 2013].
• Image denoising [Burger et al., 2012].
• Super-resolution [Kim et al., 2016], [Bruna et al., 2016].
• many other applications… 20
DEEP NEURAL NETWORKS (DNN)
• One layer of a neural net

𝑉∈ℝ 𝑑 𝑿 𝑉𝑋
𝝍 𝝍(𝑽𝑿) ∈ ℝ𝒎
𝑋 is a linear 𝝍 is a non-linear
operation function

• Concatenation of the layers creates the whole net


Φ(𝑋1 , 𝑋 2 , … , 𝑋 𝐾 ) = 𝜓 𝜓 𝜓 𝑉𝑋1 𝑋 2 … 𝑋 𝐾

𝑽∈ ℝ𝒅 𝑿𝟏 𝝍 𝑿𝒊 𝝍 𝑿𝑲 𝝍

21
CONVOLUTIONAL NEURAL NETWORKS (CNN)

𝒅 𝑉𝑋
𝑽∈ℝ 𝑿 𝝍 𝝍(𝑽𝑿) ∈ ℝ𝒎
𝑋 is a linear 𝐹 is a non-linear
operation function

• In many cases, 𝑋 is selected to be a convolution.


• This operator is shift invariant.
• CNN are commonly used with images as they are
typically shift invariant.

22
THE NON-LINEAR PART
• Usually 𝜓 = 𝑔 ∘ 𝑓. 𝑿 𝝍
• 𝑓 is the (point-wise) activation function
ReLU Sigmoid Hyperbolic
𝑓(x) = max(x, 0) 1 tangent
𝑓 𝑥 =
1 + 𝑒 −𝑥 𝑓 𝑥 = tanh(𝑥)

• 𝑔 is a pooling or an aggregation operator.


𝑉1 𝑉2 𝑉3 𝑉4 … … … … 𝑉𝑟

Max pooling Mean pooling 𝑙𝑝 pooling


𝑝 𝑛
1 𝑛 𝑝
max 𝑉𝑖 𝑉𝑖
𝑖
𝑉𝑖 𝑖=1
𝑛 𝑖=1

23
A SAMPLE OF
EXISTING THEORY FOR
DEEP LEARNING

24
WHY DNN WORK?

What is so
special with the
DNN structure? What is the role of
What is the the depth of DNN?
capability of DNN?
How many
training samples
do we need?
What is the role
What is the role of
of pooling?
the activation
function? What happens to the
data throughout the
layers?
25
REPRESENTATION POWER
• Neural nets serve as a universal approximation for any
measurable Borel functions [Cybenko 1989, Hornik 1991].
• In particular, let the non-linearity 𝜓 be a bounded,
non-constant continuous function, 𝐼𝑑 be the 𝑑-
dimensional hypercube, and 𝐶 𝐼𝑑 be the space of
continuous functions on 𝐼𝑑 . Then for any 𝑓 ∈ 𝐶 𝐼𝑑
and 𝜖 > 0, there exists 𝑚 > 0, and 𝑋 ∈ ℝ𝑑×𝑚 ,
𝐵 ∈ ℝ𝑚 , 𝑊 ∈ ℝ𝑚 such that the neural network
𝐹 𝑉 = 𝜓 𝑉𝑋 + 𝐵 𝑊 𝑇
approximates 𝑓 with a precision 𝜖:
𝐹 𝑉 −𝑓 𝑉 < 𝜖, ∀𝑉 ∈ ℝ𝑑
26
ESTIMATION ERROR

• The estimation error of a function f by a neural


networks scales as [Barron 1994].
Smoothness of
𝑪𝒇 𝑵𝒅 Input
approximated 𝑶 +𝑶 𝐥𝐨𝐠(𝑳) dimension
function 𝑵 𝑳

Number of Number of
neurons in the training
DNN examples

27
DEPTH OF THE NETWORK
• DNN allow representing restricted Boltzmann
machines with a number of parameters
exponentially greater than the number of the
network parameters [Montúfar & Morton, 2015]
• Each DNN layer with ReLU divides the space by a
hyper-plane.
• Therefore the depth of the network divides the
space into an exponential number of sets
compared to the number of parameters [Montúfar,
Pascanu, Cho & Bengio, 2014]
28
DEPTH EFFICIENCY OF CNN
• Function realized by CNN, with ReLU and max-
pooling, of polynomial size requires super-
polynomial size for being approximated by shallow
network [Telgarsky 2016 ,Cohen et al., 2016].
• Standard convolutional network design has
learning bias towards statistics of natural images
[Cohen et al., 2016].

29
ROLE OF POOLING
• The pooling stage provides shift invariance [Boureau et
al. 2010], [Bruna, LeCun & Szlam, 2013].
• A connection is drawn between the pooling stage and
the phase retrieval methods [Bruna, Szlam & LeCun, 2014].
• This allows calculating Lipchitz constants of each DNN
layer 𝜓(∙ 𝑋) and empirically recovering the input of a
layer from its output.
• However, the Lipchitz constants calculated are very
loose and no theoretical guarantees are given for the
recovery.
30
SUFFICIENT STATISTIC AND INVARIANCE
• Given a certain task at hand:
• Minimal sufficient statistic guarantees that we can
replace raw data with a representation with smallest
complexity and no performance loss.
• Invariance guarantees that the statistic is constant
with respect to uninformative transformations of the
data.
• CNN are shown to have these properties for many
tasks [Soatto & Chiuso, 2016].
• Good structures of deep networks can generate
representations that are good for learning with a small
number of examples [Anselmi et al., 2016].
31
SCATTERING TRANSFORMS
• Scattering transform - a cascade of wavelet
transform convolutions with nonlinear modulus
and averaging operators.
• Scattering coefficients are stable encodings of
geometry and texture [Bruna & Mallat, 2013]
Original image
with 𝑑 pixels

Recovery from first


scattering moments:
𝑂 log 𝑑 coefficients
Recovery from 1st & 2nd
scattering moments:
𝑂 log 2 𝑑 coefficients
32
Images from slides of Joan Bruna in ICCV 2015 tutorial
SCATTERING TRANSFORMS AND DNN

• More layers create features that can be made


invariant to increasingly more complex
deformations.
• Deep layers in DNN encode complex, class-specific
geometry.
• Deeper architectures are able to better capture
invariant properties of objects and scenes in
images
[Bruna & Mallat, 2013], [Wiatowski & Bölcskei, 2016]
33
SCATTERING TRANSFORMS AS A METRIC
• Scattering transforms may be used as a metric.
• Inverse problems can be solved by minimizing
distance at the scattering transform domain.
• Leads to remarkable results in super-resolution
[Bruna, Sprechmann & Lecun, 2016]

34
SCATTERING SUPER RESOLUTION

Original Best Linear Estimate State-of-the-art Scattering estimate


[Bruna, Sprechmann & Lecun, 2016]
35
Images from slides of Joan Bruna in CVPR 2016 tutorial
MINIMIZATION
• The local minima in deep networks are not far from
the global minimum.

• saddle points are the


main problem of deep
Learning optimization.
• Deeper networks have [Choromanska et al., 2015]

more local minima but less saddle points.


[Saxe, McClelland & Ganguli, 2014], [Dauphin, Pascanu, Gulcehre,
Cho, Ganguli & Bengio, 2014] [Choromanska, Henaff, Mathieu, Ben
Arous & LeCun, 2015]
36
GLOBAL OPTIMALITY IN DEEP LEARNING
• Deep learning is a positively homogeneous
factorization problem, i.e., ∃𝑝 ≥ 0 such that
∀𝛼 ≥ 0 DNN obey
Φ 𝛼𝑋1 , 𝛼𝑋 2 , … , 𝛼𝑋 𝐾 = 𝛼 𝑝 Φ 𝑋1 , 𝑋 2 , … , 𝑋 𝐾 .
• With proper regularization, local minima are global.
• If the network is large enough, global minima can
be found by local descent.
Guarantees of proposed
framework

[Haeffele & Vidal, 2015]


37
DATA STRUCTURE
BASED THEORY FOR
DEEP LEARNING

38
DNN keep Gaussian mean
the width is a good
important measure for the
information complexity of
of the data. the data.

Important goal Random


of training: Gaussian
Classify the OUTLINE weights are
boundary points good for
between the classifying the
different classes average points
in the data. in the data.

DNN may Generalization


solve Deep learning error depends
optimization can be viewed on the DNN
problems as a metric input margin
learning. 39
ASSUMPTIONS – GAUSSIAN WEIGHTS

𝑉 ∈ ℝ𝑑 𝑿𝟏 𝝍 𝑿𝒊 𝝍 𝑿𝑲 𝝍

𝑋 𝑖 , … , 𝑋 𝑖 , …,𝑋 𝐾 are
random Gaussian matrices
• Infusion of random weights reveals internal
properties of a system [Saxe et al.
Phase Deep
2014]
Retrieval Learning
Compressed
Sparse [Choromanska
Sensing [Arora et [Dauphin et
Recovery et al. 2015]
al. 2014] al. 2014]
40
ASSUMPTIONS – NO POOLING

𝑽 ∈ ℝ𝒅 𝑿𝟏 𝝍 𝑿𝒊 𝝍 𝑿𝑲 𝝍

𝜓 is an element wise max(v, 0) 1


tanh(𝑣)
activation function 1 + 𝑒 −𝑥

• Pooling provides invariance [Boureau et. al. 2010,


Bruna et. al. 2013].
We assume that all equivalent points in the data were
merged together and omit this stage.
Reveals the role of the other components in the DNN.
41
ASSUMPTIONS – LOW DIMENSIONAL DATA

𝑽∈𝜰 𝑋1 𝜓 𝑋𝑖 𝜓 𝑋𝐾 𝜓

Υ is a low dimensional set


Gaussian Low Rank
Mixture Matrices
Models
(GMM)

Low
Signals with
Dimensional
Sparse
Manifolds
Representations

42
DNN keep Gaussian mean
the width is a good
important measure for the
information complexity of
of the data. the data.

Important goal Gaussian Random


of training: Gaussian
Classify the Mean weights are
boundary points good for
between the Width classifying the
different classes average points
in the data. in the data.

DNN may Generalization


solve Deep learning error depends
optimization can be viewed on the DNN
problems as a metric input margin
learning. 43
WHAT HAPPENS TO SPARSE DATA IN DNN?
• Let Υ be sparsely represented data
Υ
• Example: Υ = {𝑉 ∈ ℝ3 : 𝑉 0 ≤ 1}

• ΥX is still sparsely represented data Υ𝑋

• Example: ΥX = {𝑉 ∈ ℝ3 : ∃𝑊 ∈ ℝ3 , 𝑉 = 𝑊𝑋, 𝑊 0 ≤ 1}

• 𝜓(ΥX) not sparsely represented 𝜓(Υ𝑋)

• But is still low dimensional


44
GAUSSIAN MEAN WIDTH
• Gaussian mean width:
𝝎 𝜰 = 𝑬 𝐬𝐮𝐩 𝑽 − 𝑾, 𝒈 , 𝒈~𝑵(𝟎, 𝑰).
𝑽,𝑾∈𝜰

𝒈
The width of
the set 𝜰 in 𝑾
the direction 𝜰
of 𝒈:
𝑽

45
MEASURE FOR LOW DIMENSIONALITY
• Gaussian mean width:
𝝎 𝜰 = 𝑬 𝐬𝐮𝐩 𝑽 − 𝑾, 𝒈 , 𝒈~𝑵(𝟎, 𝑰).
𝑽,𝑾∈𝜰
• 𝝎𝟐 𝜰 is a measure for the dimensionality of the
data.
• Examples:
If Υ ⊂ 𝔹𝑑 is a Gaussian If Υ ⊂ 𝔹𝑑 is a data
Mixture Model with 𝑘 with 𝑘-sparse
Gaussians then representations then
𝝎𝟐 𝜰 = 𝑶(𝒌) 𝝎𝟐 𝜰 = 𝑶(𝒌 𝐥𝐨𝐠 𝒅)
46
GAUSSIAN MEAN WIDTH IN DNN

𝑿 𝝍
𝑋 is a linear 𝐹 is a non-linear
𝜰 ⊂ ℝ𝒅 operation
𝜰𝑿 ⊂ ℝ 𝒎 function
𝝍(𝑽𝑿) ∈ ℝ𝒎

𝝎𝟐 𝜰
Theorem 1: small imply 𝝎𝟐 𝜰 ≈ 𝝎𝟐 𝝍(𝑽𝑿)
𝒎

Small 𝝎𝟐 𝜰 Small 𝝎𝟐 𝝍(𝑽𝑿)


It is sufficient to provide proofs only for a single layer

47
DNN keep Gaussian mean
the width is a good
important measure for the
information complexity of
of the data. the data.

Important goal Random


of training: Gaussian
Classify the Stability weights are
boundary points good for
between the classifying the
different classes average points
in the data. in the data.

DNN may Generalization


solve Deep learning error depends
optimization can be viewed on the DNN
problems as a metric input margin
learning. 48
ASSUMPTIONS

𝑽 ∈ 𝕊𝒅 𝑿 𝑉𝑋
𝝍 𝝍(𝑽𝑿) ∈ ℝ𝒎

𝑋 is a 𝜓 is an
𝑽∈𝜰 element wise
random
Gaussian activation
matrix function
max(v, 0) 1
tanh(𝑣)
1 + 𝑒 −𝑥

𝑚 = 𝑂 𝛿 −6 𝜔2 Υ

49
ISOMETRY IN A SINGLE LAYER

𝑽 ∈ 𝕊𝒅 𝑋 𝑉𝑋
𝝍 𝝍(𝑽𝑿) ∈ ℝ𝒎

Theorem 2: 𝜓(∙ 𝑋) is a 𝛿-isometry in the Gromov-


Hausdorff sense between the sphere 𝕊𝑑−1 and the
Hamming cube [Plan & Vershynin, 2014, Giryes, Sapiro & Bronstein 2016].
• If two points belong to the same tile
then their distance < 𝜹
• Each layer of the network keeps the
main information of the data

The rows of 𝑋 create a tessellation of the space.


 This stands in line with [Montúfar et. al. 2014]
 This structure can be used for hashing 50
DNN AND HASHING
• A single layer performs a locally sensitive hashing.
• Deep network with random weights may be
designed to do better [Choromanska et al., 2016].
• It is possible to train DNN for hashing, which
provides cutting-edge results [Masci et al., 2012],
[Lai et al., 2015].

51
DNN STABLE EMBEDDING

𝑽∈𝕊 𝒅 𝑿 𝑉𝑋
𝝍 𝝍(𝑽𝑿) ∈ ℝ𝒎

Theorem 3: There exists an algorithm 𝒜 such that


𝜔 Υ
𝑉 − 𝒜(𝜓(𝑉𝑋)) < 𝑂 = 𝑂 𝛿3
𝑚
[Plan & Vershynin, 2013, Giryes, Sapiro & Bronstein 2016].

After 𝐾 layers we have an error 𝑂 𝐾𝛿 3


Stands in line with [Mahendran and Vedaldi, 2015].
DNN keep the important information of the data
52
RECOVERY FROM DNN OUTPUT

53
[Mahendran and Vedaldi, 2015].
DNN keep Gaussian mean
the width is a good
important measure for the
information complexity of
of the data. the data.

Important goal DNN with Random


of training: Gaussian
Classify the Gaussian weights are
boundary points good for
between the Weights classifying the
different classes average points
in the data. in the data.

DNN may Generalization


solve Deep learning error depends
optimization can be viewed on the DNN
problems as a metric input margin
learning. 54
ASSUMPTIONS

𝑽 ∈ ℝ𝒅 𝑿 𝑉𝑋
𝝍 𝝍(𝑽𝑿) ∈ ℝ𝒎

𝑋 is a 𝜓 is the ReLU
𝑉∈Υ
random max(v, 0)

Gaussian
matrix
𝒎 = 𝑶 𝜹−𝟒 𝝎𝟒 𝜰

55
DISTANCE DISTORTION

𝑽∈𝜰 𝑿 𝑉𝑋 𝝍 𝝍(𝑽𝑿) ∈ ℝ𝒎

Theorem 4: for 𝑉, 𝑊 ∈ Υ
𝜓(𝑉𝑋) − 𝜓(𝑊𝑋) 2 − 12 V − W 2

V W
− (sin ∠ V, W
𝜋

The smaller ∠ V, W the


smaller the distance we get
∠ V, W
between the points
56
ANGLE DISTORTION

𝑽∈𝜰 𝑋 𝑉𝑋 𝝍 𝝍(𝑽𝑿) ∈ ℝ𝒎

Theorem 5: for 𝑉, 𝑊 ∈ Υ Behavior of ∠ 𝜓(𝑉𝑋), 𝜓(𝑊𝑋)

cos ∠ 𝜓(𝑉𝑋), 𝜓(W𝑋) − cos ∠ V, W


1
− (sin ∠ V, 𝑊
𝜋

57
DISTANCE AND ANGLES DISTORTION

𝑋 𝜓
Class I Class I Class II
Class II

Points with small angles between them become


closer than points with larger angles between them
58
POOLING AND CONVOLUTIONS

• We test empirically this behavior on convolutional


neural networks (CNN) with random weights and
the MNIST, CIFAR-10 and ImageNet datasets.
• The behavior predicted in the theorems remains
also in the presence of pooling and convolutions.

59
TRAINING DATA SIZE

• Stability in the network implies that close points in the


input are close also at the output
• Having a good network for an 𝜀-net of the input set Υ
guarantees a good network for all the points in Υ.
• Using Sudakov minoration the number of data points
is
exp(𝜔2 Υ /𝜀 2 ) .
• Though this is not a tight bound, it introduces the
Gaussian mean width 𝜔 Υ as a measure for the
complexity of the input data and the required number
of training samples.
60
DNN keep Gaussian mean
the width is a good
important measure for the
information complexity of
of the data. the data.

Important goal Random


of training: Role of Gaussian
Classify the weights are
boundary points
Training good for
between the classifying the
different classes average points
in the data. in the data.

DNN may Generalization


solve Deep learning error depends
optimization can be viewed on the DNN
problems as a metric input margin
learning. 61
ROLE OF TRAINING

• Having a theory for Gaussian weights we test the


behavior of DNN after training.
• We looked at the MNIST, CIFAR-10 and ImageNet
datasets.
• We will present here only the ImageNet results.
• We use a state-of-the-art pre-trained network for
ImageNet [Simonyan & Zisserman, 2014].
• We compute inter and intra class distances.
62
INTER BOUNDARY POINTS DISTANCE RATIO
𝑋1 𝜓 𝑋𝑖 𝜓 𝑋𝐾 𝜓

Class I
𝑾−𝑽 Class II Class I 𝑽−𝒁 Class II
𝑽 𝑾 𝑽 𝒁

𝑉 is a random point and 𝑉 is the output of 𝑉 and 𝑍 the closest


𝑊 its closest point from point to 𝑉 at the output from a
a different class. different class.

𝑽−𝒁
Compute the distance ratio:
𝑾−𝑽

63
INTRA BOUNDARY POINTS DISTANCE RATIO
𝑋1 𝜓 𝑋𝑖 𝜓 𝑋𝐾 𝜓
𝑽
𝑾−𝑽 𝑽
Class I 𝑽−𝒁
Class II Class I Class II

𝑾
𝒁

Let 𝑉 be a point and 𝑊 Let 𝑉 be the output of 𝑉 and 𝑍 the


its farthest point from farthest point from 𝑉 at the output
the same class. from the same class

𝑽−𝒁
Compute the distance ratio:
𝑾−𝑽

64
BOUNDARY DISTANCE RATIO

Inter-class Intra-class

𝑉−𝑍 𝑉−𝑍
𝑊−𝑉 𝑊−𝑉 65
AVERAGE POINTS DISTANCE RATIO
𝑋1 𝜓 𝑋𝑖 𝜓 𝑋𝐾 𝜓
𝑽 𝑽−𝒁
𝑽−𝒁 Class II
𝒁 Class I 𝑽
𝑽−𝑾 Class II 𝑽−𝑾 𝒁
𝑾
Class I 𝑊

𝑉, 𝑊 and 𝑍 are three 𝑉, 𝑊 and 𝑍 are the outputs of 𝑉, 𝑊


random points and 𝑍 respectively.

𝑽−𝑾 𝑽−𝒁
Compute the distance ratios: ,
𝑽−𝑾 𝑽−𝒁

66
AVERAGE DISTANCE RATIO

Inter-class Intra-class

𝑉−𝑍 𝑉−𝑊
𝑉−𝑍 𝑉−𝑊 67
ROLE OF TRAINING

• On average distances are preserved in the trained


and random networks.
• The difference is with respect to the boundary
points.
• The inter distances become larger.
• The intra distances shrink.

68
DNN keep Gaussian mean
the width is a good
important measure for the
information complexity of
of the data. the data.

Important goal Generali- Random


of training: Gaussian
Classify the zation weights are
boundary points good for
between the Error classifying the
different classes average points
in the data. in the data.

DNN may Generalization


solve Deep learning error depends
optimization can be viewed on the DNN
problems as a metric input margin
learning. 69
ASSUMPTIONS
𝑿𝟏 𝝍 𝑿𝒊 𝝍 𝑿𝑲 𝝍

softmax/
𝐓𝐰𝐨
∈ 𝜰 general non-linearity linear 𝑾
𝐂𝐥𝐚𝐬𝐬𝐞𝐬 (ReLU, pooling,…) classifier

𝒘𝑻 𝜱 𝑿𝟏 , 𝑿𝟐 , … , 𝑿𝑲 = 𝟎

Input Space Feature Space


70
CLASSIFIER TYPES

• Denote the output of the DNN by 𝑍.


• Linear classifier 𝑊 𝑇 is ofClass
the1
form
𝑍𝑊 𝑇 ≷ 𝑏,
Class 2
where b is a certain threshold.
• Softmax classifier predicts the probability of class i:
𝑒 𝑍𝑖
𝜎 𝑍 𝑖= 𝑍
𝑒 1 + 𝑒 𝑍2

71
CLASSIFICATION OBJETIVES

• Denote the output of the DNN by 𝑍.


• Denote by 𝑡𝑖 the expected output of 𝑍𝑖
• Categorical cross entropy:
∑ log 𝑍𝑖 𝑡𝑖 .
• Hinge loss:
max 0,1 − 𝑍𝑖 𝑡𝑖
• Weight decay: penalty on the weight matrices,
∑ 𝑋𝑖

72
GENERALIZATION ERROR (GE)
• In training, we reduce the classification error
ℓtraining of the training data as the number of
training examples 𝐿 increases.
• However, we are interested to reduce the error
ℓtest of the (unknown) testing data as 𝐿 increases.
• The difference between the two is the
generalization error
GE = ℓtraining − ℓtest
• It is important to understand the GE of DNN
73
REGULARIZATION TECHNIQUES
• Weight decay – penalizing DNN weights [Krogh & Hertz, 1992].
• Dropout - randomly drop units (along with their connections)
from the neural network during training [Hinton et al., 2012],
[Baldi & Sadowski, 2013], Srivastava et al., 2014].
• DropConnect – dropout extension [Wan et al., 2013]
• Batch normalization [Ioffe & Szegedy, 2015].
• Stochastic gradient descent (SGD) [Hardt, Recht & Singer,
2016].
• Path-SGD [Neyshabur et al., 2015].
• And more [Rifai et al., 2011], [Salimans & Kingma, 2016], [Sun et
al, 2016].
74
A SAMPLE OF GE BOUNDS
• Using the VC dimension it can be shown that

log 𝐿
GE ≤ 𝑂 DNN params ∙
𝐿

[Shalev-Shwartz and Ben-David, 2014].


• The GE was bounded also by the DNN weights
1 𝐾
GE ≤ 2 𝑤 2 𝑋 𝑖 2,2
𝐿 𝑖
[Neyshabur et al., 2015].

75
A SAMPLE OF GE BOUNDS
• Using the VC dimension it can be shown that

log 𝐿
GE ≤ 𝑂 DNN params ∙
𝐿

[Shalev-Shwartz and Ben-David, 2014].


• The GE was bounded also by the DNN weights
1 𝐾
GE ≤ 2 𝑤 2 𝑋 𝑖 2,2
𝐿 𝑖
[Neyshabur et al., 2015].
• Note that in both cases the GE grows with the depth

76
DNN INPUT MARGIN
• Theorem 6: If for every input margin 𝛾𝑖𝑛 𝑉 𝑖 > 𝛾
then 𝐺𝐸 ≤ 𝑁𝛾/2 (Υ) 𝐿 [Sokolic, Giryes, Sapiro,
Rodrigues, 2016]
• 𝑁𝛾/2 (Υ) is the covering number of the data Υ.
• 𝑁𝛾/2 (Υ) gets smaller as 𝛾 gets larger.
• Bound is independent of depth.
• Our theory relies on the 𝑉𝑖

𝑉𝑖
robustness framework
[Xu & Mannor, 2012].
77
INPUT MARGIN BOUND
• Maximizing the input margin directly is hard
• Our strategy: relate the input margin to the output
margin 𝛾𝑜𝑢𝑡 𝑉 𝑖 and other DNN properties
• Theorem 7:
𝛾𝑜𝑢𝑡 𝑉 𝑖
𝛾𝑖𝑛 𝑉 𝑖 ≥ 𝑉
sup 𝐽 𝑉
𝑉∈Υ 𝑉 2 2
𝛾𝑜𝑢𝑡 𝑉 𝑖
≥ 𝑖
1≤𝑖≤𝐾 𝑋 2

𝛾𝑜𝑢𝑡 𝑉 𝑖
≥ 𝑉𝑖
1≤𝑖≤𝐾 𝑋𝑖 𝐹 Φ(𝑉 𝑖 )
[Sokolic, Giryes, Sapiro,
78
Rodrigues, 2016]
OUTPUT MARGIN
𝛾𝑜𝑢𝑡 𝑉 𝑖
• Theorem 7: 𝛾𝑖𝑛 𝑉 𝑖 ≥ 𝑉
sup 𝐽 𝑉
𝑉∈Υ 𝑉 2 2
𝛾𝑜𝑢𝑡 𝑉 𝑖 𝛾𝑜𝑢𝑡 𝑉𝑖
≥ ≥
1≤𝑖≤𝐾 𝑋𝑖 2 1≤𝑖≤𝐾 𝑋 𝑖
𝐹

• Output margin is easier to


maximize – SVM problem
• Maximized by many cost
functions, e.g., hinge loss.
𝑉𝑖
Φ(𝑉 𝑖 )

79
GE AND WEIGHT DECAY
𝛾𝑜𝑢𝑡 𝑉 𝑖
• Theorem 7: 𝛾𝑖𝑛 𝑉 𝑖 ≥ 𝑉

sup 𝐽 𝑉
𝑉∈Υ 𝑉 2 2
𝛾𝑜𝑢𝑡 𝑉𝑖 𝛾𝑜𝑢𝑡 𝑉𝑖

1≤𝑖≤𝐾 𝑋𝑖 2 1≤𝑖≤𝐾 𝑋 𝑖
𝐹

• Bounding the weights


increases the input margin
• Weight decay regularization
decreases the GE
• Related to regularization used 𝑉𝑖
by [Haeffele & Vidal, 2015] Φ(𝑉 𝑖 )

80
JACOBIAN BASED REGULARIZATION
𝛾𝑜𝑢𝑡 𝑉 𝑖
• Theorem 7: 𝛾𝑖𝑛 𝑉 𝑖 ≥ 𝑉

sup 𝐽 𝑉
𝑉∈Υ 𝑉 2 2
𝛾𝑜𝑢𝑡 𝑉𝑖 𝛾𝑜𝑢𝑡 𝑉𝑖

1≤𝑖≤𝐾 𝑋𝑖 2 1≤𝑖≤𝐾 𝑋 𝑖
𝐹

• 𝐽 𝑉 is the Jacobian of the


DNN at point 𝑉.
• 𝐽 ∙ is piecewise constant.
• Using the Jacobian of the
DNN leads to a better bound.
• New regularization technique.
81
RESULTS
• Better performance with less training samples

MNIST
Dataset

• CCE: the categorical cross entropy. [Sokolic, Giryes, Sapiro,


Rodrigues, 2016]
• WD: weight decay regularization.
• LM: Jacobian based regularization for large margin.
• Note that hinge loss generalizes better than CCE and
that LM is better than WD as predicted by our theory.
82
DNN keep Gaussian mean
the width is a good
important measure for the
information complexity of
of the data. the data.

Important goal DNN as Random


of training: Gaussian
Classify the Metric weights are
boundary points good for
between the Learning classifying the
different classes average points
in the data. in the data.

DNN may Generalization


solve Deep learning error depends
optimization can be viewed on the DNN
problems as a metric input margin
learning. 83
ASSUMPTIONS

𝑽 ∈ ℝ𝒅 𝑿𝟏 𝝍 𝑿𝟐 𝝍 𝑽

𝑋 is fully 𝝍 is the
connected hyperbolic tan
and trained

84
METRIC LEARNING BASED TRAINING

𝑽𝒊 ∈ ℝ 𝒅
𝑿 𝟏 𝑉𝑋 𝝍 𝑿𝟐 𝝍 𝑽𝒊

• Cosine Objective:
2
𝑇
𝑉𝑖 𝑉𝑗
min
1 2
− 𝜗𝑖,𝑗
𝑋 ,𝑋 𝑉𝑖 𝑉𝑗
𝑖,𝑗∈𝑇𝑟𝑎𝑖𝑛𝑖𝑛𝑔 𝑆𝑒𝑡
Classification Metric
term preservation term

𝑉𝑖 𝑇 𝑉𝑗
𝜆 + (1 − 𝜆) 𝑖, 𝑗 ∈ 𝑠𝑎𝑚𝑒 𝑐𝑙𝑎𝑠𝑠
𝜗𝑖,𝑗 = 𝑉𝑖 𝑉𝑗
−1 𝑖, 𝑗 ∈ 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡 𝑐𝑙𝑎𝑠
85
METRIC LEARNING BASED TRAINING

𝑽𝒊 ∈ ℝ 𝒅 𝑿 𝟏 𝑉𝑋 𝝍 𝑿𝟐 𝝍 𝑽𝒊
𝒔𝒂𝒎𝒆 𝒂𝒗𝒆𝒓𝒂𝒈𝒆 𝒊𝒏𝒕𝒓𝒂 𝒔𝒂𝒎𝒆
𝟏 𝒊, 𝒋 ∈ 𝒊, 𝒋 ∈
𝒄𝒍𝒂𝒔𝒔
𝒍𝒊𝒋 =
𝒄𝒍𝒂𝒔𝒔 𝒍𝒊𝒋 = 𝒄𝒍𝒂𝒔𝒔 𝒅𝒊𝒔𝒕𝒂𝒏𝒄𝒆
𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕 𝒂𝒗𝒆𝒓𝒂𝒈𝒆 𝒊𝒏𝒕𝒆𝒓 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕
−𝟏 𝒊, 𝒋 ∈ 𝒊, 𝒋 ∈
𝒄𝒍𝒂𝒔𝒔 𝒄𝒍𝒂𝒔𝒔 𝒅𝒊𝒔𝒕𝒂𝒏𝒄𝒆 𝒄𝒍𝒂𝒔𝒔

• Euclidean Objective:
𝜆
𝑇𝑟𝑎𝑖𝑛𝑖𝑛𝑔
𝒍𝒊𝒋 𝑉𝑖 − 𝑉𝑗 − 𝒕𝒊𝒋
+
𝑆𝑒𝑡 𝑖,𝑗∈𝑇𝑟𝑎𝑖𝑛𝑖𝑛𝑔 Classification term
𝑆𝑒𝑡
min
1 2
𝑋 ,𝑋 1−𝜆
+ 𝑁𝑒𝑖𝑔ℎ𝑏𝑜𝑢𝑟𝑠 𝑉𝑖 − 𝑉𝑗 − 𝑉𝑖 − 𝑉𝑗
𝑉𝑖 ,𝑉𝑗 𝑎𝑟𝑒 Metric learning term
𝑛𝑒𝑖𝑔ℎ𝑏𝑜𝑢𝑟𝑠
86
ROBUSTNESS OF THIS NETWORK
• Metric learning objectives impose stability
• Similar to what we have in the random case
• Close points at the input are close at the output
• Using the theory of 𝑇, 𝜖 -robustness [Xu & Mannor,
2012], the generalization error scales as
𝑇
𝐿
• 𝑇 is the covering number and 𝐿 = Training set .
• Also here, the number of training samples scales as
exp(𝜔2 Υ /𝜀 2 ) .
87
RESULTS
• Better performance with less training samples
#Training/class 30 50 70 100
original pixels 81.91% 86.18% 86.86% 88.49%
MNIST
LeNet 87.51% 89.89% 91.24% 92.75%
Dataset
Proposed 1 92.32% 94.45% 95.67% 96.19%
Proposed 2 94.14% 95.20% 96.05% 96.21%

[Huang, Qiu, Sapiro,


Calderbank, 2015]
Faces in
the wild
ROC curve

88
DNN keep Gaussian mean
the width is a good
important measure for the
information complexity of
of the data. the data.

Important goal Minimiza Random


of training: Gaussian
Classify the tion by weights are
boundary points good for
between the DNN classifying the
different classes average points
in the data. in the data.

DNN may Generalization


solve Deep learning error depends
optimization can be viewed on the DNN
problems as a metric input margin
learning. 89
ASSUMPTIONS
Linear
operators 𝑺

𝑽 ∈ ℝ𝒅 𝑿 + 𝝍 𝒁

𝑽 = 𝒁𝑨 + 𝑬
𝜓 is a An estimate
linear noise
𝒁∈𝜰 operator projection of 𝑍
onto 𝛶
90
ℓ0 -MINIMIZATION
Iterative hard
𝑻 𝜇 is the
thresholding 𝑰 − 𝝁𝑨𝑨
step size
algorithm (IHT)

𝑽 ∈ ℝ𝒅 𝝁𝑨𝑻 + 𝝍 𝒁

𝑉 = 𝑍𝐴 + 𝐸 A k-sparse
𝜓 is the hard estimate of 𝑍.
𝒁 is a thresholding Aim at solving
k−sparse operation: keeps min 𝑉 − 𝑍𝐴
vecotr the largest 𝑍

k entries 𝑠. 𝑡 𝑍 0
≤k
91
[Blumensath & Davies, 2009]
ℓ1 -MINIMIZATION
Projected
gradient descent 𝑰 − 𝝁𝑨𝑨 𝑻 𝜇 is the
algorithm for ℓ1 step size
minimization
𝑽 ∈ ℝ𝒅 𝝁𝑨𝑻 + 𝝍 𝒁

𝑽 = 𝒁𝑨 + 𝑬 𝜓 projects onto Estimate of 𝑍.


the ℓ1 ball Aim at solving
𝒁 𝟏 ≤𝑹 𝑹 min 𝑉 − 𝑍𝐴
−𝑹 𝑹 𝑍
𝑠. 𝑡 𝑍 1
≤𝑅
−𝑹 92
UNCONSTRAINED ℓ1 -MINIMIZATION
Iterative soft
𝑻 𝜇 is the
thresholding 𝑰 − 𝝁𝑨𝑨
step size
algorithm (ISTA)

𝑽 ∈ ℝ𝒅 𝝁𝑨𝑻 + 𝝍 𝒁
Soft
Step size 𝜇 obeys thresholding
1
𝜇
≥ 𝐴 operation
- 𝝀𝝁 𝝀𝝁
Minimizer of
𝒎𝒊𝒏 𝑽 − 𝒁𝑨 + 𝝀 𝒁 𝟏
𝑽 = 𝒁𝑨 + 𝑬 𝒁
[Daubechies, Defrise & Mol, 2004],
93
[Beck & Teboulle, 2009]
ISTA CONVERGENCE
• Reconstruction mean squared error (MSE) as a
function of the number of iterations
𝑬 𝒁 − 𝒁𝒕

𝒕 94
LEARNED ISTA (LISTA)
Learned
linear 𝑺
operators

𝑽 ∈ ℝ𝒅 𝑿 + 𝝍 𝒁

Soft
𝑽 = 𝒁𝑨 + 𝑬
thresholding An estimate
operation of 𝒁
𝒁∈𝜰 -𝝀 𝝀
[Gregor & LeCun, 2010]

95
LISTA CONVERGENCE
• Replacing 𝐼 − 𝜇𝐴𝐴𝑇 and 𝜇𝐴𝑇 in ISTA with the learned
𝑋 and 𝑆 improves convergence [Gregor & LeCun, 2010]
𝐸 𝑍 − 𝑍𝑡

𝑬 𝒁 − 𝒁𝒕

100
20
20 50
𝒕
• Extensions to other models [Sprechmann, Bronstein & Sapiro, 2015],
[Remez, Litani & Bronstein, 2015], [Tompson, Schlachter, Sprechmann & Perlin, 2016].
96
PROJECTED GRADIENT DESCENT (PGD)
𝑻 𝜇 is the
𝑰 − 𝝁𝑨𝑨
step size

𝑽 ∈ ℝ𝒅 𝝁𝑨𝑻 + 𝝍 𝒁

𝑽 = 𝒁𝑨 + 𝑬 𝝍 projects onto Estimate of 𝒁.


the set 𝜰 Aim at solving
𝒇(𝒁) ≤ 𝑹
𝒎𝒊𝒏 𝑽 − 𝒁𝑨
𝒇(𝒁) ≤ 𝑹 𝒁
𝒔. 𝒕. 𝒇(𝒁) ≤ 𝑹
97
THEORY FOR PGD
• Theorem 8: Let 𝑍 ∈ ℝ𝑑 , 𝑓: ℝ𝑑 → ℝ a proper
function, 𝑓 𝑍 ≤ 𝑅, 𝐶𝑓 (𝑥) the tangent cone of 𝑓
at point 𝑥, 𝐴 ∈ ℝ𝑑×𝑚 a random Gaussian matrix
and 𝑉 = 𝑍𝐴 + 𝐸. Then the estimate of PGD at
iteration 𝑡, 𝑍 𝑡 , obeys
𝑡 𝑡
𝑍 − 𝑍 ≤ 𝜅𝑓 𝜌 𝑍 ,
where 𝜌 = sup 𝑈 𝐼 − 𝜇𝐴𝐴𝑇 𝑊 𝑇
𝑈,𝑊∈𝐶𝑓 𝑥 ∩ℬ𝑑
and 𝜅𝑓 = 1 if 𝑓 is convex and 𝜅𝑓 = 2 otherwise.
[Oymak, Recht & Soltanolkotabi, 2016].
98
PGD CONVERGENCE RATE
• 𝜌= sup 𝑈 𝐼 − 𝜇𝐴𝐴𝑇 𝑊 𝑇 is the
𝑈,𝑊∈𝐶𝑓 𝑥 ∩ℬ𝑑
convergence rate of PGD.
• Let 𝜔 be the Gaussian mean width of 𝐶𝑓 𝑥 ∩ ℬ 𝑑 .
1 1 𝑚−𝜔
• If 𝜇 = 2 ≃ then 𝜌 = 1 − 𝑂 .
𝑚+ 𝑑 𝑑 𝑚+𝑑
1 𝜔
• If 𝜇 = then 𝜌 = 𝑂 .
𝑚 𝑚
• For the 𝑘-sparse model 𝜔2 = 𝑂 𝑘log d
• For GMM with 𝑘 Gaussians 𝜔2 = 𝑂 𝑘 .
• How may we cause 𝜔 to become smaller for having a
better convergence rate?
99
INACCURATE PROJECTION
• PGD iterations projects onto Υ = 𝑍: 𝑓 𝑍 ≤ 𝑅 .
• Smaller Υ ⇒ Smaller 𝜔. 𝜰
⇒Faster convergence as 𝒇(𝒁) ≤ 𝑹
𝑚−𝜔 𝜔
𝜌=1−𝑂 or 𝑂
𝑚+𝑑 𝑚
• Let us assume that our signal belongs to a smaller set
Υ = 𝑍: 𝑓 𝑍 ≤ 𝑅 with 𝜔 ≪ 𝜔. 𝜰
• Ideally, we would like to project 𝒇(𝒁) ≤ 𝑹
onto Υ instead of Υ.
• This will lead to faster convergence.
• What if such a projection is not feasible?
100
INACCURATE PROJECTION

• We will estimate the projection onto Υ by


• A linear projection 𝑃
• Followed by a projection onto Υ
• Assumptions: 𝒇(𝒁) ≤ 𝑹

• 𝑃(𝑍)−𝑍 ≤ ϵ
• ℘𝐶𝑓(𝑍) (𝑈)−℘𝐶𝑓(𝑍𝑃) (𝑈𝑃) ≤ ϵ, ∀𝑈 ∈ ℝ𝑑

Projection of 𝑈 onto the Projection of 𝑈𝑃 onto the


tangent cone of 𝑓 at point 𝑍 tangent cone of 𝑓 at point 𝑍𝑃
101
INACCURATE PGD (IPGD)
𝑻 𝜇 is the
𝑰 − 𝝁𝑨𝑨 𝑷
step size

𝑽 ∈ ℝ𝒅 𝝁𝑨𝑻 𝑷 + 𝝍 𝒁

𝑽 = 𝒁𝑨 + 𝑬 𝝍 projects onto Estimate of 𝑍.


𝜰 the set Υ Aim at solving
𝒇(𝒁) ≤ 𝑹 𝒎𝒊𝒏 𝑽 − 𝒁𝑨
𝒇(𝒁) ≤ 𝑹 𝒁
𝒔. 𝒕. 𝒇(𝒁) ≤ 𝑹
102
THEORY FOR IPGD
• Theorem 9: Let 𝑍 ∈ ℝ𝑑 , 𝑓: ℝ𝑑 → ℝ a proper function,
𝑓 𝑍 ≤ 𝑅, 𝐶𝑓 (𝑥) the tangent cone of 𝑓 at point 𝑥, 𝐴
∈ ℝ𝑑×𝑚 a random Gaussian matrix and 𝑉 = 𝑍𝐴 + 𝐸.
Then the estimate of IPGD at iteration 𝑡, 𝑍 𝑡 , obeys
𝑍𝑡 − 𝑍
𝑡
𝑡 1 − 𝜅𝑓 𝜌 + 𝜖𝛾
≤ 𝜅𝑓 𝜌 + 𝜖𝛾 + 𝜖 𝑍 ,
1 − 𝜅𝑓 𝜌 + 𝜖𝛾
where 𝜌 = sup 𝑈 𝐼 − 𝜇𝐴𝐴𝑇 𝑊 𝑇
𝑈,𝑊∈𝐶𝑓 𝑥 ∩ℬ𝑑
𝛾= 𝐼− 𝜇𝐴𝐴𝑇 and 𝜅𝑓 as in Theorem 8.
[Giryes, Eldar, Bronstein & Sapiro, 2016] 103
CONVERGENCE RATE COMPARISON
• PGD convergence:
𝑡
𝜅𝑓 𝜌
• IPGD convergence:
𝑡
𝑡 1 − 𝜅𝑓 𝜌 + 𝜖𝛾
𝜅𝑓 𝜌 + 𝜖𝛾 + 𝜖
1 − 𝜅𝑓 𝜌 + 𝜖𝛾
(𝑎) (𝑏)
𝑡
≃ 𝜅𝑓 𝜌 + 𝜖 ≪ 𝜅𝑓 𝜌 𝑡
(a) assuming that 𝜖 is negligible compared to 𝜌.
(b) For small values of 𝑡 (early iterations).
• Faster convergence since 𝜌 ≪ 𝜌 (because 𝜔 ≪ 𝜔).
104
MODEL BASED COMPRESSED SENSING
• Υ is the set of sparse vectors with sparsity patterns
that obey a tree structure.
• Projecting onto Υ improves convergence 1

rate compared to projecting onto the set


of sparse vectors Υ [Baraniuk et al., 2010]. 0.5 0.5

• The projection onto Υ is more


demanding than onto Υ. 0.25 0.25 0.25 0.25

• Note that the probability of selecting atoms from


lower tree levels is smaller than upper ones.
• 𝑃 will be a projection onto certain tree levels – zeroing
the values at lower levels.
105
MODEL BASED COMPRESSED SENSING
Non-zeros picked
entries has zero mean
random Gaussian
distribution with
variance:
- 1 at first two levels
- 0.12 at the third level
- 0.012 at the rest of
the levels

106
SPECTRAL COMPRESSED SENSING

• Υ is the set of vectors with sparse representation


in a 4-times redundant DCT dictionary such that:
• The active atoms are selected uniformly at random such that
minimum distance between neighboring atoms is 5.
• The value of each representation coefficient ~𝑁(0,1) i.i.d.
• We set the neighboring coefficients at distance 1 and 2 of each
active atom to be ~𝑁(0,0.12 ) and ~𝑁(0,0.012 ) , respectively
• We set 𝑃 to be a pooling-like operation that keeps
in each window of size 5 only the largest value.
107
SPECTRAL COMPRESSED SENSING

108
LEARNING THE PROJECTION
• If we have no explicit information about Υ it might
be desirable to learn the projection.
• Instead of learning 𝑃, it is possible to replace
𝐼 − 𝜇𝐴𝐴𝑇 𝑃 and 𝜇𝐴𝑇 𝑃 with two learned matrices
𝑆 and 𝑋 respectively.
• This leads to a very similar scheme to the one of
LISTA and provides a theoretical foundation for the
success of LISTA.

109
LEARNED IPGD
Learned
linear 𝜇 is the
𝑺
operators step size

𝑽 ∈ ℝ𝒅 𝑿 + 𝝍 𝒁

𝝍 projects onto Estimate of 𝒁.


𝑽 = 𝒁𝑨 + 𝑬
the set 𝜰 Aim at solving
𝜰
𝒇(𝒁) ≤ 𝑹
𝒎𝒊𝒏 𝑽 − 𝒁𝑨
𝒇(𝒁) ≤ 𝑹 𝒁
𝒔. 𝒕. 𝒇(𝒁) ≤ 𝑹
110
LISTA
Learned
linear 𝜇 is the
𝑺
operators step size

𝑽 ∈ ℝ𝒅 𝑿 + 𝝍 𝒁

𝜓 is a proximal
𝑽 = 𝒁𝑨 + 𝑬 mapping. Estimate of 𝒁.
Aim at solving
𝜰 𝝍 𝑼 =
𝒇(𝒁) ≤ 𝑹
𝒎𝒊𝒏 𝑽 − 𝒁𝑨
𝐚𝐫𝐠𝐦𝐢𝐧 𝑼 − 𝒁 𝒁
𝒁∈ℝ𝒅 +𝝀𝒇(𝒁)
+𝝀𝒇(𝒁) 111
LISTA MIXTURE MODEL
• Approximation of the projection onto Υ
Υ
with one linear projection may not
be accurate enough.
• This requires more LISTA layers/iterations.
• Instead, one may use several LISTA networks,
where each approximates a different part of Υ
• Training 18 LISTA networks, each with Υ
3 layers, provides the same accuracy
like 1 LISTA network with 10 layers.
112
RELATED WORKS
• In [Bruna et al. 2016] a different route it taken to
explain the faster convergence of LISTA. It is shown
that a learning may give a gain due to better
preconditioning of A.

113
DNN keep Gaussian mean
the width is a good
important measure for the
information complexity of
of the data. the data.

Important goal Take Random


of training: Gaussian
Classify the Home weights are
boundary points good for
between the Message classifying the
different classes average points
in the data. in the data.

DNN may Generalization


solve Deep learning error depends
optimization can be viewed on the DNN
problems as a metric input margin
learning. 114
ACKNOWLEDGEMENTS

Yonina C. Eldar Guillermo Sapiro Robert Calderbank René Vidal Miguel Rodrigues
Technion Duke University Duke University Johns Hopkins UCL

Alex M. Bronstein Joan Bruna Qiang Qiu Jiaji Huang Jure Sokolic
Technion NYU Duke University Baidu SVAIL UCL
115
QUESTIONS?

[Link]/~RAJA

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