Deep Learning meets Nonparametric Regression: Are Weight-Decayed DNNs Locally Adaptive?

Fuente: arXiv
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Main Authors: Zhang, Kaiqi, Wang, Yu-Xiang
Format: Preprint
Published: 2022
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author Zhang, Kaiqi
Wang, Yu-Xiang
author_facet Zhang, Kaiqi
Wang, Yu-Xiang
contents We study the theory of neural network (NN) from the lens of classical nonparametric regression problems with a focus on NN's ability to adaptively estimate functions with heterogeneous smoothness -- a property of functions in Besov or Bounded Variation (BV) classes. Existing work on this problem requires tuning the NN architecture based on the function spaces and sample size. We consider a "Parallel NN" variant of deep ReLU networks and show that the standard $\ell_2$ regularization is equivalent to promoting the $\ell_p$-sparsity ($0<p<1$) in the coefficient vector of an end-to-end learned function bases, i.e., a dictionary. Using this equivalence, we further establish that by tuning only the regularization factor, such parallel NN achieves an estimation error arbitrarily close to the minimax rates for both the Besov and BV classes. Notably, it gets exponentially closer to minimax optimal as the NN gets deeper. Our research sheds new lights on why depth matters and how NNs are more powerful than kernel methods.
format Preprint
id arxiv_https___arxiv_org_abs_2204_09664
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Deep Learning meets Nonparametric Regression: Are Weight-Decayed DNNs Locally Adaptive?
Zhang, Kaiqi
Wang, Yu-Xiang
Machine Learning
We study the theory of neural network (NN) from the lens of classical nonparametric regression problems with a focus on NN's ability to adaptively estimate functions with heterogeneous smoothness -- a property of functions in Besov or Bounded Variation (BV) classes. Existing work on this problem requires tuning the NN architecture based on the function spaces and sample size. We consider a "Parallel NN" variant of deep ReLU networks and show that the standard $\ell_2$ regularization is equivalent to promoting the $\ell_p$-sparsity ($0<p<1$) in the coefficient vector of an end-to-end learned function bases, i.e., a dictionary. Using this equivalence, we further establish that by tuning only the regularization factor, such parallel NN achieves an estimation error arbitrarily close to the minimax rates for both the Besov and BV classes. Notably, it gets exponentially closer to minimax optimal as the NN gets deeper. Our research sheds new lights on why depth matters and how NNs are more powerful than kernel methods.
title Deep Learning meets Nonparametric Regression: Are Weight-Decayed DNNs Locally Adaptive?
topic Machine Learning
url https://arxiv.org/abs/2204.09664