Contractivity of neural ODEs: an eigenvalue optimization problem
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2024
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| author | Guglielmi, Nicola De Marinis, Arturo Savostianov, Anton Tudisco, Francesco |
| author_facet | Guglielmi, Nicola De Marinis, Arturo Savostianov, Anton Tudisco, Francesco |
| contents | We propose a novel methodology to solve a key eigenvalue optimization problem which arises in the contractivity analysis of neural ODEs. When looking at contractivity properties of a one layer weight-tied neural ODE $\dot{u}(t)=σ(Au(t)+b)$ (with $u,b \in {\mathbb R}^n$, $A$ is a given $n \times n$ matrix, $σ: {\mathbb R} \to {\mathbb R}$ denotes an activation function and for a vector $z \in {\mathbb R}^n$, $σ(z) \in {\mathbb R}^n$ has to be interpreted entry-wise), we are led to study the logarithmic norm of a set of products of type $D A$, where $D$ is a diagonal matrix such that ${\mathrm{diag}}(D) \in σ'({\mathbb R}^n)$. Specifically, given a real number $c$ (usually $c=0$), the problem consists in finding the largest positive interval $\text{I}\subseteq \mathbb [0,\infty)$ such that the logarithmic norm $μ(DA) \le c$ for all diagonal matrices $D$ with $D_{ii}\in \text{I}$. We propose a two-level nested methodology: an inner level where, for a given $\text{I}$, we compute an optimizer $D^\star(\text{I})$ by a gradient system approach, and an outer level where we tune $\text{I}$ so that the value $c$ is reached by $μ(D^\star(\text{I})A)$. We extend the proposed two-level approach to the general multilayer, and possibly time-dependent, case $\dot{u}(t) = σ( A_k(t) \ldots σ( A_{1}(t) u(t) + b_{1}(t) ) \ldots + b_{k}(t) )$ and we propose several numerical examples to illustrate its behaviour, including its stabilizing performance on a one-layer neural ODE applied to the classification of the MNIST handwritten digits dataset. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2402_13092 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Contractivity of neural ODEs: an eigenvalue optimization problem Guglielmi, Nicola De Marinis, Arturo Savostianov, Anton Tudisco, Francesco Numerical Analysis Optimization and Control We propose a novel methodology to solve a key eigenvalue optimization problem which arises in the contractivity analysis of neural ODEs. When looking at contractivity properties of a one layer weight-tied neural ODE $\dot{u}(t)=σ(Au(t)+b)$ (with $u,b \in {\mathbb R}^n$, $A$ is a given $n \times n$ matrix, $σ: {\mathbb R} \to {\mathbb R}$ denotes an activation function and for a vector $z \in {\mathbb R}^n$, $σ(z) \in {\mathbb R}^n$ has to be interpreted entry-wise), we are led to study the logarithmic norm of a set of products of type $D A$, where $D$ is a diagonal matrix such that ${\mathrm{diag}}(D) \in σ'({\mathbb R}^n)$. Specifically, given a real number $c$ (usually $c=0$), the problem consists in finding the largest positive interval $\text{I}\subseteq \mathbb [0,\infty)$ such that the logarithmic norm $μ(DA) \le c$ for all diagonal matrices $D$ with $D_{ii}\in \text{I}$. We propose a two-level nested methodology: an inner level where, for a given $\text{I}$, we compute an optimizer $D^\star(\text{I})$ by a gradient system approach, and an outer level where we tune $\text{I}$ so that the value $c$ is reached by $μ(D^\star(\text{I})A)$. We extend the proposed two-level approach to the general multilayer, and possibly time-dependent, case $\dot{u}(t) = σ( A_k(t) \ldots σ( A_{1}(t) u(t) + b_{1}(t) ) \ldots + b_{k}(t) )$ and we propose several numerical examples to illustrate its behaviour, including its stabilizing performance on a one-layer neural ODE applied to the classification of the MNIST handwritten digits dataset. |
| title | Contractivity of neural ODEs: an eigenvalue optimization problem |
| topic | Numerical Analysis Optimization and Control |
| url | https://arxiv.org/abs/2402.13092 |