Recent work linking deep neural networks and dynamical systems opened up new avenues to analyze deep learning. In particular, it is observed that new insights can be obtained by recasting deep learning as an optimal control problem on difference or differential equations. However, the mathematical aspects of such a formulation have not been systematically explored. This paper introduces the mathematical formulation of the population risk minimization problem in deep learning as a mean-field optimal control problem. Mirroring the development of classical optimal control, we state and prove optimality conditions of both the Hamilton–Jacobi–Bellman type and the Pontryagin type. These mean-field results reflect the probabilistic nature of the learning problem. In addition, by appealing to the mean-field Pontryagin’s maximum principle, we establish some quantitative relationships between population and empirical learning problems. This serves to establish a mathematical foundation for investigating the algorithmic and theoretical connections between optimal control and deep learning.
The connection between back-propagation and optimal control of dynamical systems is known since the earlier works on control and deep learning @cite_16 @cite_34 @cite_0 . Recently, the dynamical systems approach to deep learning was proposed in @cite_25 and explored in the direction of training algorithms based on the PMP and the method of successive approximations @cite_30 @cite_21 . In another vein, there are also studies on the continuum limit of neural networks @cite_39 @cite_54 and on designing network architectures for deep learning @cite_11 @cite_10 @cite_31 @cite_53 based on dynamical systems and differential equations. Instead of analysis of algorithms or architectures, the present paper focuses on the mathematical aspects of the control formulation itself, and develops a mean-field theory that characterize the optimality conditions and value functions using both PDE (HJB) and ODE (PMP) approaches. The over-arching goal is to develop the mathematical foundations of the optimal control formulation of deep learning.
@cite_30 @cite_54 @cite_21 @cite_53 @cite_34 @cite_39 @cite_0 @cite_31 @cite_16 @cite_10 @cite_25 @cite_11
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These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications in volving the blending of mathematical models with data. The finite dimensional situation is described first, along with some motivational examples. Then the development of probability measures on separable Banach space is undertaken, using a random series over an infinite set of functions to construct draws; these probability measures are used as priors in the Bayesian approach to inverse problems. Regularity of draws from the priors is studied in the natural Sobolev or Besov spaces implied by the choice of functions in the random series construction, and the Kolmogorov continuity theorem is used to extend regularity considerations to the space of Holder continuous functions. Bayes’ theorem is de rived in this prior setting, and here interpreted as finding conditions under which the posterior is absolutely continuous with respect to the prior, and determining a formula for the Radon-Nikodym derivative in terms of the likelihood of the data. Having established the form of the posterior, we then describe various properties common to it in the infinite dimensional setting. These properties include well-posedness, approximation theory, and the existence of maximum a posteriori estimators. We then describe measure-preserving dynamics, again on the infinite dimensional space, including Markov chain-Monte C arlo and sequential Monte Carlo methods, and measure-preserving reversible stochastic differential equations. By formulating the theory and algorithms on the underlying infinite dimensional space, we obtain a framework suitable for rigorous analysis of the accuracy of reconstructions, of computational complexity, as well as naturally constructing algorithms which perform well under mesh refinement, since they are inherently well-defined in infinite dimensions. We study the behavior of untrained neural networks whose weights and biases are randomly distributed using mean field theory. We show the existence of depth scales that naturally limit the maximum depth of signal propagation through these random networks. Our main practical result is to show that random networks may be trained precisely when information can travel through them. Thus, the depth scales that we identify provide bounds on how deep a network may be trained for a specific choice of hyperparameters. As a corollary to this, we argue that in networks at the edge of chaos, one of these depth scales diverges. Thus arbitrarily deep networks may be trained only sufficiently close to criticality. We show that the presence of dropout destroys the order-to-chaos critical point and therefore strongly limits the maximum trainable depth for random networks. Finally, we develop a mean field theory for backpropagation and we show that the ordered and chaotic phases correspond to regions of vanishing and exploding gradient respectively. Currently, the field of sensory-motor neuroscience lacks a computational model that can replicate real-time control of biological brain. Due to incomplete neural and anatomical data, traditional neural network training methods fail to model the sensory-motor systems. Here we introduce a novel modeling method based on stochastic optimal control framework which is well suited for this purpose. Our controller is implemented with a recurrent neural network (RNN) whose goal is approximating the optimal global control law for the given plant and cost function. We employ a risk-sensitive objective function proposed by Jacobson (1973) for robustness of controller. For maximum optimization efficiency, we introduce a step response sampling method, which minimizes complexity of the optimization problem. We use conjugate gradient descent method for optimization, and gradient is calculated via Pontryagins maximum principle. In the end, we obtain highly stable and robust RNN controllers that can generate infinite varieties of attractor dynamics of the plant, which are proposed as building blocks of movement generation. We show two such examples, a point attractor based and a limit-cycle based dynamics. Deep neural networks have become invaluable tools for supervised machine learning, e.g. classification of text or images. While often offering superior results over traditional techniques and successfully expressing complicated patterns in data, deep architectures are known to be challenging to design and train such that they generalize well to new data. Critical issues with deep architectures are numerical instabilities in derivative-based learning algorithms commonly called exploding or vanishing gradients. In this paper, we propose new forward propagation techniques inspired by systems of ordinary differential equations (ODE) that overcome this challenge and lead to well-posed learning problems for arbitrarily deep networks. The backbone of our approach is our interpretation of deep learning as a parameter estimation problem of nonlinear dynamical systems. Given this formulation, we analyze stability and well-posedness of deep learning and use this new understanding to develop new network architectures. We relate the exploding and vanishing gradient phenomenon to the stability of the discrete ODE and present several strategies for stabilizing deep learning for very deep networks. While our new architectures restrict the solution space, several numerical experiments show their competitiveness with state-of-the-art networks.