Why Random Matrices The initial weight configuration is random ○ Training may induce only low-rank perturbations around the random configuration
Here are some of the recent work by Jeffrey:
A Correspondence Between Random Neural Networks and Statistical Field Theory by Samuel S. Schoenholz, Jeffrey Pennington, Jascha Sohl-Dickstein
A number of recent papers have provided evidence that practical design questions about neural networks may be tackled theoretically by studying the behavior of random networks. However, until now the tools available for analyzing random neural networks have been relatively ad-hoc. In this work, we show that the distribution of pre-activations in random neural networks can be exactly mapped onto lattice models in statistical physics. We argue that several previous investigations of stochastic networks actually studied a particular factorial approximation to the full lattice model. For random linear networks and random rectified linear networks we show that the corresponding lattice models in the wide network limit may be systematically approximated by a Gaussian distribution with covariance between the layers of the network. In each case, the approximate distribution can be diagonalized by Fourier transformation. We show that this approximation accurately describes the results of numerical simulations of wide random neural networks. Finally, we demonstrate that in each case the large scale behavior of the random networks can be approximated by an effective field theory.
Neural network configurations with random weights play an important role in the analysis of deep learning. They define the initial loss landscape and are closely related to kernel and random feature methods. Despite the fact that these networks are built out of random matrices, the vast and powerful machinery of random matrix theory has so far found limited success in studying them. A main obstacle in this direction is that neural networks are nonlinear, which prevents the straightforward utilization of many of the existing mathematical results. In this work, we open the door for direct applications of random matrix theory to deep learning by demonstrating that the pointwise nonlinearities typically applied in neural networks can be incorporated into a standard method of proof in random matrix theory known as the moments method. The test case for our study is the Gram matrix Y^TY, Y=f(WX), where W is a random weight matrix, X is a random data matrix, and f is a pointwise nonlinear activation function. We derive an explicit representation for the trace of the resolvent of this matrix, which defines its limiting spectral distribution. We apply these results to the computation of the asymptotic performance of single-layer random feature methods on a memorization task and to the analysis of the eigenvalues of the data covariance matrix as it propagates through a neural network. As a byproduct of our analysis, we identify an intriguing new class of activation functions with favorable properties.
Understanding the geometry of neural network loss surfaces is important for the development of improved optimization algorithms and for building a theoretical understanding of why deep learning works. In this paper, we study the geometry in terms of the distribution of eigenvalues of the Hessian matrix at critical points of varying energy. We introduce an analytical framework and a set of tools from random matrix theory that allow us to compute an approximation of this distribution under a set of simplifying assumptions. The shape of the spectrum depends strongly on the energy and another key parameter, $\phi $, which measures the ratio of parameters to data points. Our analysis predicts and numerical simulations support that for critical points of small index, the number of negative eigenvalues scales like the 3/2 power of the energy. We leave as an open problem an explanation for ur observation that, in the context of a certain memorization task, the energy of minimizers is well-approximated by the function 1/2(1−ϕ)21/2(1−ϕ)2.Not strictly relatedd to random matrix theory:
Deep Neural Networks as Gaussian Processes by Jaehoon Lee, Yasaman Bahri, Roman Novak, Samuel S. Schoenholz, Jeffrey Pennington, Jascha Sohl-Dickstein
A deep fully-connected neural network with an i.i.d. prior over its parameters is equivalent to a Gaussian process (GP) in the limit of infinite network width. This correspondence enables exact Bayesian inference for neural networks on regression tasks by means of straightforward matrix computations. For single hidden-layer networks, the covariance function of this GP has long been known. Recently, kernel functions for multi-layer random neural networks have been developed, but only outside of a Bayesian framework. As such, previous work has not identified the correspondence between using these kernels as the covariance function for a GP and performing fully Bayesian prediction with a deep neural network. In this work, we derive this correspondence and develop a computationally efficient pipeline to compute the covariance functions. We then use the resulting GP to perform Bayesian inference for deep neural networks on MNIST and CIFAR-10. We find that the GP-based predictions are competitive and can outperform neural networks trained with stochastic gradient descent. We observe that the trained neural network accuracy approaches that of the corresponding GP-based computation with increasing layer width, and that the GP uncertainty is strongly correlated with prediction error. We connect our observations to the recent development of signal propagation in random neural networks.h/t Laurent
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