Generalization Guarantees of Gradient Descent for Multi-Layer Neural Networks

Fuente: arXiv
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Auteurs principaux: Wang, Puyu, Lei, Yunwen, Wang, Di, Ying, Yiming, Zhou, Ding-Xuan
Format: Preprint
Publié: 2023
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author Wang, Puyu
Lei, Yunwen
Wang, Di
Ying, Yiming
Zhou, Ding-Xuan
author_facet Wang, Puyu
Lei, Yunwen
Wang, Di
Ying, Yiming
Zhou, Ding-Xuan
contents Recently, significant progress has been made in understanding the generalization of neural networks (NNs) trained by gradient descent (GD) using the algorithmic stability approach. However, most of the existing research has focused on one-hidden-layer NNs and has not addressed the impact of different network scaling parameters. In this paper, we greatly extend the previous work \cite{lei2022stability,richards2021stability} by conducting a comprehensive stability and generalization analysis of GD for multi-layer NNs. For two-layer NNs, our results are established under general network scaling parameters, relaxing previous conditions. In the case of three-layer NNs, our technical contribution lies in demonstrating its nearly co-coercive property by utilizing a novel induction strategy that thoroughly explores the effects of over-parameterization. As a direct application of our general findings, we derive the excess risk rate of $O(1/\sqrt{n})$ for GD algorithms in both two-layer and three-layer NNs. This sheds light on sufficient or necessary conditions for under-parameterized and over-parameterized NNs trained by GD to attain the desired risk rate of $O(1/\sqrt{n})$. Moreover, we demonstrate that as the scaling parameter increases or the network complexity decreases, less over-parameterization is required for GD to achieve the desired error rates. Additionally, under a low-noise condition, we obtain a fast risk rate of $O(1/n)$ for GD in both two-layer and three-layer NNs.
format Preprint
id arxiv_https___arxiv_org_abs_2305_16891
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Generalization Guarantees of Gradient Descent for Multi-Layer Neural Networks
Wang, Puyu
Lei, Yunwen
Wang, Di
Ying, Yiming
Zhou, Ding-Xuan
Machine Learning
Recently, significant progress has been made in understanding the generalization of neural networks (NNs) trained by gradient descent (GD) using the algorithmic stability approach. However, most of the existing research has focused on one-hidden-layer NNs and has not addressed the impact of different network scaling parameters. In this paper, we greatly extend the previous work \cite{lei2022stability,richards2021stability} by conducting a comprehensive stability and generalization analysis of GD for multi-layer NNs. For two-layer NNs, our results are established under general network scaling parameters, relaxing previous conditions. In the case of three-layer NNs, our technical contribution lies in demonstrating its nearly co-coercive property by utilizing a novel induction strategy that thoroughly explores the effects of over-parameterization. As a direct application of our general findings, we derive the excess risk rate of $O(1/\sqrt{n})$ for GD algorithms in both two-layer and three-layer NNs. This sheds light on sufficient or necessary conditions for under-parameterized and over-parameterized NNs trained by GD to attain the desired risk rate of $O(1/\sqrt{n})$. Moreover, we demonstrate that as the scaling parameter increases or the network complexity decreases, less over-parameterization is required for GD to achieve the desired error rates. Additionally, under a low-noise condition, we obtain a fast risk rate of $O(1/n)$ for GD in both two-layer and three-layer NNs.
title Generalization Guarantees of Gradient Descent for Multi-Layer Neural Networks
topic Machine Learning
url https://arxiv.org/abs/2305.16891