The concept of conditional computation for deep nets has been proposed previously to improve model performance by selectively using only parts of the model conditioned on the sample it is processing. In this paper, we investigate input-dependent dynamic filter selection in deep convolutional neural networks (CNNs). The problem is interesting because the idea of forcing different parts of the model to learn from different types of samples may help us acquire better filters in CNNs, improve the model generalization performance and potentially increase the interpretability of model behavior. We propose a novel yet simple framework called GaterNet, which involves a backbone and a gater network. The backbone network is a regular CNN that performs the major computation needed for making a prediction, while a global gater network is introduced to generate binary gates for selectively activating filters in the backbone network based on each input. Extensive experiments on CIFAR and ImageNet datasets show that our models consistently outperform the original models with a large margin. On CIFAR-10, our model also improves upon state-of-the-art results.
Scalability properties of deep neural networks raise key research questions, particularly as the problems considered become larger and more challenging. This paper expands on the idea of conditional computation introduced by Bengio, et. al., where the nodes of a deep network are augmented by a set of gating units that determine when a node should be calculated. By factorizing the weight matrix into a low-rank approximation, an estimation of the sign of the pre-nonlinearity activation can be efficiently obtained. For networks using rectified-linear hidden units, this implies that the computation of a hidden unit with an estimated negative pre-nonlinearity can be ommitted altogether, as its value will become zero when nonlinearity is applied. For sparse neural networks, this can result in considerable speed gains. Experimental results using the MNIST and SVHN data sets with a fully-connected deep neural network demonstrate the performance robustness of the proposed scheme with respect to the error introduced by the conditional computation process. Stochastic neurons and hard non-linearities can be useful for a number of reasons in deep learning models, but in many cases they pose a challenging problem: how to estimate the gradient of a loss function with respect to the input of such stochastic or non-smooth neurons? I.e., can we "back-propagate" through these stochastic neurons? We examine this question, existing approaches, and compare four families of solutions, applicable in different settings. One of them is the minimum variance unbiased gradient estimator for stochatic binary neurons (a special case of the REINFORCE algorithm). A second approach, introduced here, decomposes the operation of a binary stochastic neuron into a stochastic binary part and a smooth differentiable part, which approximates the expected effect of the pure stochatic binary neuron to first order. A third approach involves the injection of additive or multiplicative noise in a computational graph that is otherwise differentiable. A fourth approach heuristically copies the gradient with respect to the stochastic output directly as an estimator of the gradient with respect to the sigmoid argument (we call this the straight-through estimator). To explore a context where these estimators are useful, we consider a small-scale version of conditional computation , where sparse stochastic units form a distributed representation of gaters that can turn off in combinatorially many ways large chunks of the computation performed in the rest of the neural network. In this case, it is important that the gating units produce an actual 0 most of the time. The resulting sparsity can be potentially be exploited to greatly reduce the computational cost of large deep networks for which conditional computation would be useful. Deep learning research aims at discovering learning algorithms that discover multiple levels of distributed representations, with higher levels representing more abstract concepts. Although the study of deep learning has already led to impressive theoretical results, learning algorithms and breakthrough experiments, several challenges lie ahead. This paper proposes to examine some of these challenges, centering on the questions of scaling deep learning algorithms to much larger models and datasets, reducing optimization difficulties due to ill-conditioning or local minima, designing more efficient and powerful inference and sampling procedures, and learning to disentangle the factors of variation underlying the observed data. It also proposes a few forward-looking research directions aimed at overcoming these challenges. Deep learning has become the state-of-art tool in many applications, but the evaluation and training of deep models can be time-consuming and computationally expensive. The conditional computation approach has been proposed to tackle this problem (, 2013; Davis & Arel, 2013). It operates by selectively activating only parts of the network at a time. In this paper, we use reinforcement learning as a tool to optimize conditional computation policies. More specifically, we cast the problem of learning activation-dependent policies for dropping out blocks of units as a reinforcement learning problem. We propose a learning scheme motivated by computation speed, capturing the idea of wanting to have parsimonious activations while maintaining prediction accuracy. We apply a policy gradient algorithm for learning policies that optimize this loss function and propose a regularization mechanism that encourages diversification of the dropout policy. We present encouraging empirical results showing that this approach improves the speed of computation without impacting the quality of the approximation.