We consider learning two layer neural networks using stochastic gradient descent. The mean-field description of this learning dynamics approximates the evolution of the network weights by an evolution in the space of probability distributions in @math (where @math is the number of parameters associated to each neuron). This evolution can be defined through a partial differential equation or, equivalently, as the gradient flow in the Wasserstein space of probability distributions. Earlier work shows that (under some regularity assumptions), the mean field description is accurate as soon as the number of hidden units is much larger than the dimension @math . In this paper we establish stronger and more general approximation guarantees. First of all, we show that the number of hidden units only needs to be larger than a quantity dependent on the regularity properties of the data, and independent of the dimensions. Next, we generalize this analysis to the case of unbounded activation functions, which was not covered by earlier bounds. We extend our results to noisy stochastic gradient descent. Finally, we show that kernel ridge regression can be recovered as a special limit of the mean field analysis.
A discussion of the difference between the kernel and mean-field regimes was recently presented in @cite_3 . However, @cite_3 argues that the difference between kernel and mean-field behaviors is due to different initializations of the coefficients @math 's. We show instead that, for a suitable scaling of the initialization, kernel and mean field regimes appear at different time scales. Namely, the kernel behavior arises at the beginning of the dynamics, and mean field characterizes longer time scales. It is also worth mentioning that the connection between mean field dynamics and kernel boosting with a time-varying data-dependent kernel was already present (somewhat implicitly) in @cite_10 .
@cite_10 @cite_3
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We consider learning two layer neural networks using stochastic gradient descent. The mean-field description of this learning dynamics approximates the evolution of the network weights by an evolution in the space of probability distributions in @math (where @math is the number of parameters associated to each neuron). This evolution can be defined through a partial differential equation or, equivalently, as the gradient flow in the Wasserstein space of probability distributions. Earlier work shows that (under some regularity assumptions), the mean field description is accurate as soon as the number of hidden units is much larger than the dimension @math . In this paper we establish stronger and more general approximation guarantees. First of all, we show that the number of hidden units only needs to be larger than a quantity dependent on the regularity properties of the data, and independent of the dimensions. Next, we generalize this analysis to the case of unbounded activation functions, which was not covered by earlier bounds. We extend our results to noisy stochastic gradient descent. Finally, we show that kernel ridge regression can be recovered as a special limit of the mean field analysis. One approach to improving the running time of kernel-based methods is to build a small sketch of the kernel matrix and use it in lieu of the full matrix in the machine learning task of interest. Here, we describe a version of this approach that comes with running time guarantees as well as improved guarantees on its statistical performance. By extending the notion of statistical leverage scores to the setting of kernel ridge regression, we are able to identify a sampling distribution that reduces the size of the sketch (i.e., the required number of columns to be sampled) to the effective dimensionality of the problem. This latter quantity is often much smaller than previous bounds that depend on the maximal degrees of freedom. We give an empirical evidence supporting this fact. Our second contribution is to present a fast algorithm to quickly compute coarse approximations to these scores in time linear in the number of samples. More precisely, the running time of the algorithm is O(np2) with p only depending on the trace of the kernel matrix and the regularization parameter. This is obtained via a variant of squared length sampling that we adapt to the kernel setting. Lastly, we discuss how this new notion of the leverage of a data point captures a fine notion of the difficulty of the learning problem. This paper describes a generalized axiomatic scale-space theory that makes it possible to derive the notions of linear scale-space, affine Gaussian scale-space and linear spatio-temporal scale-space using a similar set of assumptions (scale-space axioms). The notion of non-enhancement of local extrema is generalized from previous application over discrete and rotationally symmetric kernels to continuous and more general non-isotropic kernels over both spatial and spatio-temporal image domains. It is shown how a complete classification can be given of the linear (Gaussian) scale-space concepts that satisfy these conditions on isotropic spatial, non-isotropic spatial and spatio-temporal domains, which results in a general taxonomy of Gaussian scale-spaces for continuous image data. The resulting theory allows filter shapes to be tuned from specific context information and provides a theoretical foundation for the recently exploited mechanisms of shape adaptation and velocity adaptation, with highly useful applications in computer vision. It is also shown how time-causal spatio-temporal scale-spaces can be derived from similar assumptions. The mathematical structure of these scale-spaces is analyzed in detail concerning transformation properties over space and time, the temporal cascade structure they satisfy over time as well as properties of the resulting multi-scale spatio-temporal derivative operators. It is also shown how temporal derivatives with respect to transformed time can be defined, leading to the formulation of a novel analogue of scale normalized derivatives for time-causal scale-spaces. The kernels generated from these two types of theories have interesting relations to biological vision. We show how filter kernels generated from the Gaussian spatio-temporal scale-space as well as the time-causal spatio-temporal scale-space relate to spatio-temporal receptive field profiles registered from mammalian vision. Specifically, we show that there are close analogies to space-time separable cells in the LGN as well as to both space-time separable and non-separable cells in the striate cortex. We do also present a set of plausible models for complex cells using extended quasi-quadrature measures expressed in terms of scale normalized spatio-temporal derivatives. The theories presented as well as their relations to biological vision show that it is possible to describe a general set of Gaussian and or time-causal scale-spaces using a unified framework, which generalizes and complements previously presented scale-space formulations in this area. We propose in this work a new family of kernels for variable-length time series. Our work builds upon the vector autoregressive (VAR) model for multivariate stochastic processes: given a multivariate time series x, we consider the likelihood function p_ (x) of different parameters in the VAR model as features to describe x. To compare two time series x and x', we form the product of their features p_ (x) p_ (x') which is integrated out w.r.t using a matrix normal-inverse Wishart prior. Among other properties, this kernel can be easily computed when the dimension d of the time series is much larger than the lengths of the considered time series x and x'. It can also be generalized to time series taking values in arbitrary state spaces, as long as the state space itself is endowed with a kernel . In that case, the kernel between x and x' is a a function of the Gram matrices produced by on observations and subsequences of observations enumerated in x and x'. We describe a computationally efficient implementation of this generalization that uses low-rank matrix factorization techniques. These kernels are compared to other known kernels using a set of benchmark classification tasks carried out with support vector machines.