Kernel normalization methods have been employed to improve robustness of optimization methods to reparametrization of convolution kernels, covariate shift, and to accelerate training of Convolutional Neural Networks (CNNs). However, our understanding of theoretical properties of these methods has lagged behind their success in applications. We develop a geometric framework to elucidate underlying mechanisms of a diverse range of kernel normalization methods. Our framework enables us to expound and identify geometry of space of normalized kernels. We analyze and delineate how state-of-the-art kernel normalization methods affect the geometry of search spaces of the stochastic gradient descent (SGD) algorithms in CNNs. Following our theoretical results, we propose a SGD algorithm with assurance of almost sure convergence of the methods to a solution at single minimum of classification loss of CNNs. Experimental results show that the proposed method achieves state-of-the-art performance for major image classification benchmarks with CNNs.
By making use of our theoretical results, we propose a SGD algorithm for optimization on kernel submanifolds for training of CNNs in . More precisely, our theoretical results first enable us to employ various smooth manifolds with different metrics to describe submanifolds. For computational efficiency, we then employ Riemannian manifolds to perform steps of SGD methods on submanifolds. We compute steps of SGD according to smooth structures of submanifolds, such as metrics and differential maps, defined on submanifolds, and their topological properties, such as compactness. Moreover, in our proposed SGD algorithm, we can employ momentum and Euclidean gradient decay for optimization on submanifolds extending the methods proposed in @cite_7 @cite_57 . In , we provide two theorems to analyze the convergence of the proposed SGD algorithm. We provide a discussion on computational complexity of the proposed algorithm in .
@cite_57 @cite_7
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Kernel normalization methods have been employed to improve robustness of optimization methods to reparametrization of convolution kernels, covariate shift, and to accelerate training of Convolutional Neural Networks (CNNs). However, our understanding of theoretical properties of these methods has lagged behind their success in applications. We develop a geometric framework to elucidate underlying mechanisms of a diverse range of kernel normalization methods. Our framework enables us to expound and identify geometry of space of normalized kernels. We analyze and delineate how state-of-the-art kernel normalization methods affect the geometry of search spaces of the stochastic gradient descent (SGD) algorithms in CNNs. Following our theoretical results, we propose a SGD algorithm with assurance of almost sure convergence of the methods to a solution at single minimum of classification loss of CNNs. Experimental results show that the proposed method achieves state-of-the-art performance for major image classification benchmarks with CNNs. We present an algorithm for minimizing a sum of functions that combines the computational efficiency of stochastic gradient descent (SGD) with the second order curvature information leveraged by quasi-Newton methods. We unify these disparate approaches by maintaining an independent Hessian approximation for each contributing function in the sum. We maintain computational tractability and limit memory requirements even for high dimensional optimization problems by storing and manipulating these quadratic approximations in a shared, time evolving, low dimensional subspace. Each update step requires only a single contributing function or minibatch evaluation (as in SGD), and each step is scaled using an approximate inverse Hessian and little to no adjustment of hyperparameters is required (as is typical for quasi-Newton methods). This algorithm contrasts with earlier stochastic second order techniques that treat the Hessian of each contributing function as a noisy approximation to the full Hessian, rather than as a target for direct estimation. We experimentally demonstrate improved convergence on seven diverse optimization problems. The algorithm is released as open source Python and MATLAB packages. By lifting the ReLU function into a higher dimensional space, we develop a smooth multi-convex formulation for training feed-forward deep neural networks (DNNs). This allows us to develop a block coordinate descent (BCD) training algorithm consisting of a sequence of numerically well-behaved convex optimizations. Using ideas from proximal point methods in convex analysis, we prove that this BCD algorithm will converge globally to a stationary point with R-linear convergence rate of order one. In experiments with the MNIST database, DNNs trained with this BCD algorithm consistently yielded better test-set error rates than identical DNN architectures trained via all the stochastic gradient descent (SGD) variants in the Caffe toolbox. We consider stochastic strongly convex optimization with a complex inequality constraint. This complex inequality constraint may lead to computationally expensive projections in algorithmic iterations of the stochastic gradient descent (SGD) methods. To reduce the computation costs pertaining to the projections, we propose an Epoch-Projection Stochastic Gradient Descent (Epro-SGD) method. The proposed Epro-SGD method consists of a sequence of epochs; it applies SGD to an augmented objective function at each iteration within the epoch, and then performs a projection at the end of each epoch. Given a strongly convex optimization and for a total number of @math iterations, Epro-SGD requires only @math projections, and meanwhile attains an optimal convergence rate of @math , both in expectation and with a high probability. To exploit the structure of the optimization problem, we propose a proximal variant of Epro-SGD, namely Epro-ORDA, based on the optimal regularized dual averaging method. We apply the proposed methods on real-world applications; the empirical results demonstrate the effectiveness of our methods.