Deep Learning without Poor Local Minima
In this paper, we prove a conjecture published in 1989 and also partially address an open problem announced at the Conference on Learning Theory (COLT) 2015. With no unrealistic assumption, we first prove the following statements for the squared loss function of deep linear neural networks with any depth and any widths: 1) the function is non-convex and non-concave, 2) every local minimum is a global minimum, 3) every critical point that is not a global minimum is a saddle point, and 4) there exist "bad" saddle points (where the Hessian has no negative eigenvalue) for the deeper networks (with more than three layers), whereas there is no bad saddle point for the shallow networks (with three layers). Moreover, for deep nonlinear neural networks, we prove the same four statements via a reduction to a deep linear model under the independence assumption adopted from recent work. As a result, we present an instance, for which we can answer the following question: how difficult is it to directly train a deep model in theory? It is more difficult than the classical machine learning models (because of the non-convexity), but not too difficult (because of the nonexistence of poor local minima). Furthermore, the mathematically proven existence of bad saddle points for deeper models would suggest a possible open problem. We note that even though we have advanced the theoretical foundations of deep learning and non-convex optimization, there is still a gap between theory and practice.
Code (1)
Tasks
Deep LearningLearning TheorySimilar Papers 제목 키워드 기반
Complex neural networks have no spurious local minima
Most non-linear neural networks are known to have poor local minima (Yun et al. (2019)) and it is shown that training a neural network is NP-hard (Blum & Rivest (1988)). A line of work has studied the global optimality o…
No Pressure! Addressing the Problem of Local Minima in Manifold Learning Algorithms
Nonlinear embedding manifold learning methods provide invaluable visual insights into the structure of high-dimensional data. However, due to a complicated nonconvex objective function, these methods can easily get stuck…
Escaping Poor Local Minima in Large Scale Robust Estimation
Robust parameter estimation is a crucial task in several 3D computer vision pipelines such as Structure from Motion (SfM). State-of-the-art algorithms for robust estimation, however, still suffer from difficulties in con…
parameter estimationPareto Meets Huber: Efficiently Avoiding Poor Minima in Robust Estimation
Robust cost optimization is the task of fitting parameters to data points containing outliers. In particular, we focus on large-scale computer vision problems, such as bundle adjustment, where Non-Linear Least Square (NL…
A Graduated Filter Method for Large Scale Robust Estimation
Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outl…
parameter estimation