Lecture 9

Previously, we looked at different optimisation algorithms.

Generalisation in Neural Networks

Hypothesis:

Neural Networks generalise from the training data, i.e. by learning the inherent structure in the data.

Test of Hypothesis: removing structure should reduce network performance

Zhang et al. (ICLR 2017) trained a network over the CIFAR10 dataset with the following settings:

Perceptrons

These were a very early form of artificial networks and are comparatively very weak to current approaches

f(x)=sign(wTx−b)where, sign(x)={1ifx>0−1otherwisef(x) = \text{sign}(w^Tx - b) \\ \text{where, }\\ \text{sign}(x) = \begin{cases} 1 & \text{if} x > 0 \\ -1 & \text{otherwise}\end{cases}

Linear decision Boundary

The boundary between positive and negative output of a single layer perceptron , can be described by a linear hyper-plane

For example, in 2D we get:
f(x1,x2)=sign(w1x1+w2x2−b)f(x_1,x_2) = \text{sign}(w_1x_1 + w_2x_2 - b)
w1x1+w2x2−b<0  ⟹  x2>b−w1x1w2w_1x_1 + w_2x_2 - b < 0 \implies x_2 > \frac{b-w_1x_1}{w_2}

Minsky & Papet (1969)

A single layer perceptron cannot learn the XOR function

Lebesgue Integration

THe Lebesgue Integral

∫f(x)dμ(x)\int f(x) d\mu(x)

This is an alternative to the Riemann Integram which is defined for more complex functions, ff.
It is defined with respect t a measurement μ\mu which measures the size of subsets of the domain of ff

It can be defined as:

Given f:x→Rf: x \rightarrow \R, let
f∗(t)=μ({x∣f(x)>t})f^*(t) = \mu(\{x | f(x)>t\})
then,

∫f(x)dμ(x)=∫0∞f∗(t)d(t)\int f(x)d\mu(x) = \int_0^{\infin} f^*(t)d(t)

where the LHS is the Lebesgue Integral and the RHS is the Riemann Integral

Discriminatory Functions

Definition:

σ:R→R\sigma : \R \rightarrow \R is called discriminatory iff

∫INσ(yTx+Θ)δμ(x)=0∀y∈RN and Θ∈R  ⟹  μ=0\int_{I_N} \sigma (y^{T}x+\Theta)\delta \mu(x) = 0 \\ \forall y \in \R^N \text{ and } \Theta \in \R \implies \mu =0

Lemma

Any function σ:R→R\sigma: \R \rightarrow \R where:

σ(x)={1for x→∞0for x→−∞\sigma (x) = \begin{cases} 1 & \text{for } x\rightarrow \infin \\ 0 & \text{for } x \rightarrow -\infin \end{cases}

is discriminatory

For example, the Sigmoid function σ(x)=11+e−x\sigma(x) = \frac{1}{1+e^{-x}} is discriminatory

Theorem (Cybenko, 1989)

Let σ\sigma be any continuous discriminatory function, then for any function f∈C(IN)f \in C(I_N) i.e continuous function on IN=[0,1]NI_N = [0,1]^N and any ε>0\varepsilon > 0 then there exists a finite sum of the form:

G(x)=∑j=1Mαjσ(wjTx+Θj)G(x) = \sum_{j=1}^{M}\alpha_j\sigma(w_j^Tx + \Theta_j)

s.t.

∣G(x)−f(x)∣<ϵ,∀x∈Im|G(x) - f(x)| < \epsilon, \forall x \in I_m

Definition: Normed Linear Space

A Normed Linear Space is a vector space XX over R\R and a function ∥.∥:X→R\|.\|: X \rightarrow \R satisfying the following:

  1. ∥x∥≥0,∀x∈X\| x\| \geq 0, \forall x \in X
  2. ∥x∥=0,  ⟺  x=0\|x\| = 0, \iff x=0
  3. ∥αx∥=∣α∣⋅∥x∥,∀α∈R&x∈X\|\alpha x\|= |\alpha|\cdot\|x\|, \forall \alpha \in \R \And x \in X
  4. ∥x+y∥≤∥x∥+∥y∥,∀x,y∈X\| x+y\| \leq \|x\| + \|y\|, \forall x,y \in X

Definition Supremum Norm

∥f∥:=smp{∣f(x)∣∣x∈X}\| f\| := \text{smp}\{|f(x)| \bigg\vert x\in X \}

We can now measure the distance between two functions gg and ff by

∥f−g∥\| f-g\|

Closure

Let YY be a subset of a normed vector space XX. The closure of YY, Yˉ\bar{Y}, consists of all x∈Xx\in X s.t. for each ε>0\varepsilon>0, we can find an element y∈Yy\in Y s.t.

∥y−x∥<ε\| y-x\| < \varepsilon

For example the closure of the set of rational numbers, Q\mathbb{Q}, is the set of real numbers, R\R.

Defininition

A linear function on a real vector space, XX is a function L:X→RL: X \rightarrow \R s.t.

  1. L(x+y)=L(x)+L(y),∀x,y∈XL(x+y) = L(x) + L(y), \forall x,y\in X
  2. L(αx)=αL(x),∀x∈X,α∈RL(\alpha x) = \alpha L(x), \forall x\in X, \alpha \in \R

Theorem

Let (X,∥.∥)(X, \|.\|) be a normed linear space, YY can be a subspace of XX and f∈Xf\in X

if ??tt?? does not belong to the closure of YY then there exists a bounded linear functional L:X→RL:X\rightarrow \R s.t.

L(x)=0 if x∈Y,andL(f)≠0L(x) =0 \text{ if } x\in Y, \text{and} \\ L(f) \neq 0

Proof

Let SCC(IN)\text{SCC}(I_N) be the set of functions that can be described on the form kk.
The statement of the theorem is equivalent to the claim that the closure of SS = C(IN)C(I_N)
Assume by contradiction that the closure of SS is a strict subset, RR of C(IN)C(I_N)

It follows by the previous theorem that there must exist a linear functional L:C(IN)→RL:C(I_N) \rightarrow \R s.t.

L(g)=0,∀g∈RL(h)≠0,∀h∈C(IN)\RL(g) = 0, \forall g\in R \\ L(h) \neq 0, \forall h \in C(I_N) \backslash R

By the Riesz representation theorem, there exists a signed measure μ≠0\mu \neq 0 s.t.

L(f)=∫INf(x)dμ(x),∀f∈C(IN)L(f) = \int_{I_N} f(x) d\mu(x), \forall f\in C(I_N)

Since σ(wjTx+Θj)∈R,∀wj,Θj\sigma(w_j^Tx+\Theta_j)\in R, \forall w_j, \Theta_j, we have:

L(σ(wjTx+Θj))=∫INσ(wjTx+Θj)dμ(x)=0L(\sigma(w_j^Tx+\Theta_j)) = \int_{I_N} \sigma(w_j^Tx+\Theta_j)d\mu(x) =0

However, this contradicts our assumption that σ\sigma is discriminatory.
The theorem now follows

□\square

The power of depth

Cybenko's result does not tell us:

However it does tell us:

Theorem (Eldan & Shamir, 2016)

If the activation function σ\sigma satisfies some weak assumptions, then there is a function g:RN→Rg: \R^N \rightarrow \R and a probability measure μ\mu on RN\R^N s.t.

  1. gg is "expressible" by a 3-layer network of width O(n194)O(n^{\frac{19}{4}})
  2. Every function, ff expressed by a 2 layer netowrk of width at most cecnce^{cn} satisfies:

EX∼μ(f(x)−g(x))2≥c\mathop{\mathbb{E}}_{X\sim\mu}(f(x)-g(x))^2 \geq c

≡