Neural networks with a large number of parameters admit a mean-field description, which has recently served as a theoretical explanation for the favorable training properties of "overparameterized" models. In this regime, gradient descent obeys a deterministic partial differential equation (PDE) that converges to a globally optimal solution for networks with a single hidden layer under appropriate assumptions. In this work, we propose a non-local mass transport dynamics that leads to a modified PDE with the same minimizer. We implement this non-local dynamics as a stochastic neuronal birth-death process and we prove that it accelerates the rate of convergence in the mean-field limit. We subsequently realize this PDE with two classes of numerical schemes that converge to the mean-field equation, each of which can easily be implemented for neural networks with finite numbers of parameters. We illustrate our algorithms with two models to provide intuition for the mechanism through which convergence is accelerated.
Our setup of non-interacting potentials is closely related to the so-called Estimation of Distribution Algorithms @cite_10 @cite_18 , which define update rules for a probability distribution over a search space by querying the values of a given function to be optimized. In particular, Information Geometric Optimization Algorithms @cite_6 study the dynamics of parametric densities using ordinary differential equations, focusing on invariance properties. In contrast, our focus in on the combination of transport (gradient-based) and birth-death dynamics.
@cite_18 @cite_10 @cite_6
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Consider a system governed by the time-dependent Schrodinger equation initialized in its ground state. When subjected to weak (size e) parametric forcing by an “ionizing field” (time-varying), the state decays with advancing time due to coupling of the bound state to radiation modes. The decay rate of this metastable state is governed by Fermi’s golden rule, Γ[V], which depends on the potential V and the details of the forcing. We pose the following potential design problem: find Vopt which minimizes Γ[V] (maximizes the lifetime of the state) over an admissible class of potentials with fixed spatial support. We formulate this problem as a constrained optimization problem and prove that an admissible optimal solution exists. Then, using quasi-Newton methods, we compute locally optimal potentials. These have the structure of a truncated periodic potential with a localized defect. In contrast to optimal structures for other spectral optimization problems, our optimizing potentials appear to be interior point... Markov Random Field is now ubiquitous in many formulations of various vision problems. Recently, optimization of higher-order potentials became practical using higher-order graph cuts: the combination of i) the fusion move algorithm, ii) the reduction of higher-order binary energy minimization to first-order, and iii) the QPBO algorithm. In the fusion move, it is crucial for the success and efficiency of the optimization to provide proposals that fits the energies being optimized. For higher-order energies, it is even more so because they have richer class of null potentials. In this paper, we focus on the efficiency of the higher-order graph cuts and present a simple technique for generating proposal labelings that makes the algorithm much more efficient, which we empirically show using examples in stereo and image denoising. Nonconvex optimization arises in many areas of computational science and engineering. However, most nonconvex optimization algorithms are only known to have local convergence or subsequence convergence properties. In this paper, we propose an algorithm for nonconvex optimization and establish its global convergence (of the whole sequence) to a critical point. In addition, we give its asymptotic convergence rate and numerically demonstrate its efficiency. In our algorithm, the variables of the underlying problem are either treated as one block or multiple disjoint blocks. It is assumed that each non-differentiable component of the objective function, or each constraint, applies only to one block of variables. The differentiable components of the objective function, however, can involve multiple blocks of variables together. Our algorithm updates one block of variables at a time by minimizing a certain prox-linear surrogate, along with an extrapolation to accelerate its convergence. The order of update can be either deterministically cyclic or randomly shuffled for each cycle. In fact, our convergence analysis only needs that each block be updated at least once in every fixed number of iterations. We show its global convergence (of the whole sequence) to a critical point under fairly loose conditions including, in particular, the Kurdyka–Łojasiewicz condition, which is satisfied by a broad class of nonconvex nonsmooth applications. These results, of course, remain valid when the underlying problem is convex. We apply our convergence results to the coordinate descent iteration for non-convex regularized linear regression, as well as a modified rank-one residue iteration for nonnegative matrix factorization. We show that both applications have global convergence. Numerically, we tested our algorithm on nonnegative matrix and tensor factorization problems, where random shuffling clearly improves the chance to avoid low-quality local solutions. We study convex relaxations of the image labeling problem on a continuous domain with regularizers based on metric interaction potentials. The generic framework ensures existence of minimizers and covers a wide range of relaxations of the original combinatorial problem. We focus on two specific relaxations that differ in flexibility and simplicity—one can be used to tightly relax any metric interaction potential, while the other covers only Euclidean metrics but requires less computational effort. For solving the nonsmooth discretized problem, we propose a globally convergent Douglas-Rachford scheme and show that a sequence of dual iterates can be recovered in order to provide a posteriori optimality bounds. In a quantitative comparison to two other first-order methods, the approach shows competitive performance on synthetic and real-world images. By combining the method with an improved rounding technique for nonstandard potentials, we were able to routinely recover integral solutions within @math - @math of the global optimum for the combinatorial image labeling problem.