Sparsification of neural networks is one of the effective complexity reduction methods to improve efficiency and generalizability. We consider the problem of learning a one hidden layer convolutional neural network with ReLU activation function via gradient descent under sparsity promoting penalties. It is known that when the input data is Gaussian distributed, no-overlap networks (without penalties) in regression problems with ground truth can be learned in polynomial time at high probability. We propose a relaxed variable splitting method integrating thresholding and gradient descent to overcome the lack of non-smoothness in the loss function. The sparsity in network weight is realized during the optimization (training) process. We prove that under @math ; and transformed- @math penalties, no-overlap networks can be learned with high probability, and the iterative weights converge to a global limit which is a transformation of the true weight under a novel thresholding operation. Numerical experiments confirm theoretical findings, and compare the accuracy and sparsity trade-off among the penalties.
Non-SGD methods for deep learning were also studied in the recent years. proposed the Alternating Direction Method of Multipliers (ADMM) to transform a fully-connected neural network into an equality-constrained problem to solve @cite_22 . @cite_16 handled deep supervised hashing (VDSH) problem by an ADMM algorithm to overcome vanishing gradients. Carreira and Wang proposed a method of auxiliary coordinates (MAC) to replace a nested neural network with a constrained problem without nesting @cite_37 .
@cite_37 @cite_16 @cite_22
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In this paper, we propose training very deep neural networks (DNNs) for supervised learning of hash codes. Existing methods in this context train relatively "shallow" networks limited by the issues arising in back propagation (e.g. vanishing gradients) as well as computational efficiency. We propose a novel and efficient training algorithm inspired by alternating direction method of multipliers (ADMM) that overcomes some of these limitations. Our method decomposes the training process into independent layer-wise local updates through auxiliary variables. Empirically we observe that our training algorithm always converges and its computational complexity is linearly proportional to the number of edges in the networks. Empirically we manage to train DNNs with 64 hidden layers and 1024 nodes per layer for supervised hashing in about 3 hours using a single GPU. Our proposed very deep supervised hashing (VDSH) method significantly outperforms the state-of-theart on several benchmark datasets. Alternating direction method of multipliers (ADMM) is a popular optimization tool for the composite and constrained problems in machine learning. However, in many machine learning problems such as black-box attacks and bandit feedback, ADMM could fail because the explicit gradients of these problems are difficult or infeasible to obtain. Zeroth-order (gradient-free) methods can effectively solve these problems due to that the objective function values are only required in the optimization. Recently, though there exist a few zeroth-order ADMM methods, they build on the convexity of objective function. Clearly, these existing zeroth-order methods are limited in many applications. In the paper, thus, we propose a class of fast zeroth-order stochastic ADMM methods (i.e., ZO-SVRG-ADMM and ZO-SAGA-ADMM) for solving nonconvex problems with multiple nonsmooth penalties, based on the coordinate smoothing gradient estimator. Moreover, we prove that both the ZO-SVRG-ADMM and ZO-SAGA-ADMM have convergence rate of @math , where @math denotes the number of iterations. In particular, our methods not only reach the best convergence rate @math for the nonconvex optimization, but also are able to effectively solve many complex machine learning problems with multiple regularized penalties and constraints. Finally, we conduct the experiments of black-box binary classification and structured adversarial attack on black-box deep neural network to validate the efficiency of our algorithms. This paper establishes the iteration-complexity of a Jacobi-type non-Euclidean proximal alternating direction method of multipliers (ADMM) for solving multi-block linearly constrained nonconvex programs. The subproblems of this ADMM variant can be solved in parallel and hence the method has great potential to solve large scale multi-block linearly constrained nonconvex programs. Moreover, our analysis allows the Lagrange multiplier to be updated with a relaxation parameter in the interval (0, 2). The alternating direction method of multipliers (ADMM) is widely used to solve large-scale linearly constrained optimization problems, convex or nonconvex, in many engineering fields. However there is a general lack of theoretical understanding of the algorithm when the objective function is nonconvex. In this paper we analyze the convergence of the ADMM for solving certain nonconvex consensus and sharing problems. We show that the classical ADMM converges to the set of stationary solutions, provided that the penalty parameter in the augmented Lagrangian is chosen to be sufficiently large. For the sharing problems, we show that the ADMM is convergent regardless of the number of variable blocks. Our analysis does not impose any assumptions on the iterates generated by the algorithm and is broadly applicable to many ADMM variants involving proximal update rules and various flexible block selection rules.