Bayes-optimal learning of an extensive-width neural network from quadratically many samples

Fuente: arXiv
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Auteurs principaux: Maillard, Antoine, Troiani, Emanuele, Martin, Simon, Krzakala, Florent, Zdeborová, Lenka
Format: Preprint
Publié: 2024
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author Maillard, Antoine
Troiani, Emanuele
Martin, Simon
Krzakala, Florent
Zdeborová, Lenka
author_facet Maillard, Antoine
Troiani, Emanuele
Martin, Simon
Krzakala, Florent
Zdeborová, Lenka
contents We consider the problem of learning a target function corresponding to a single hidden layer neural network, with a quadratic activation function after the first layer, and random weights. We consider the asymptotic limit where the input dimension and the network width are proportionally large. Recent work [Cui & al '23] established that linear regression provides Bayes-optimal test error to learn such a function when the number of available samples is only linear in the dimension. That work stressed the open challenge of theoretically analyzing the optimal test error in the more interesting regime where the number of samples is quadratic in the dimension. In this paper, we solve this challenge for quadratic activations and derive a closed-form expression for the Bayes-optimal test error. We also provide an algorithm, that we call GAMP-RIE, which combines approximate message passing with rotationally invariant matrix denoising, and that asymptotically achieves the optimal performance. Technically, our result is enabled by establishing a link with recent works on optimal denoising of extensive-rank matrices and on the ellipsoid fitting problem. We further show empirically that, in the absence of noise, randomly-initialized gradient descent seems to sample the space of weights, leading to zero training loss, and averaging over initialization leads to a test error equal to the Bayes-optimal one.
format Preprint
id arxiv_https___arxiv_org_abs_2408_03733
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Bayes-optimal learning of an extensive-width neural network from quadratically many samples
Maillard, Antoine
Troiani, Emanuele
Martin, Simon
Krzakala, Florent
Zdeborová, Lenka
Machine Learning
Disordered Systems and Neural Networks
Information Theory
Probability
We consider the problem of learning a target function corresponding to a single hidden layer neural network, with a quadratic activation function after the first layer, and random weights. We consider the asymptotic limit where the input dimension and the network width are proportionally large. Recent work [Cui & al '23] established that linear regression provides Bayes-optimal test error to learn such a function when the number of available samples is only linear in the dimension. That work stressed the open challenge of theoretically analyzing the optimal test error in the more interesting regime where the number of samples is quadratic in the dimension. In this paper, we solve this challenge for quadratic activations and derive a closed-form expression for the Bayes-optimal test error. We also provide an algorithm, that we call GAMP-RIE, which combines approximate message passing with rotationally invariant matrix denoising, and that asymptotically achieves the optimal performance. Technically, our result is enabled by establishing a link with recent works on optimal denoising of extensive-rank matrices and on the ellipsoid fitting problem. We further show empirically that, in the absence of noise, randomly-initialized gradient descent seems to sample the space of weights, leading to zero training loss, and averaging over initialization leads to a test error equal to the Bayes-optimal one.
title Bayes-optimal learning of an extensive-width neural network from quadratically many samples
topic Machine Learning
Disordered Systems and Neural Networks
Information Theory
Probability
url https://arxiv.org/abs/2408.03733