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 long time convergence


Parameters as interacting particles: long time convergence and asymptotic error scaling of neural networks

Neural Information Processing Systems

The performance of neural networks on high-dimensional data distributions suggests that it may be possible to parameterize a representation of a given high-dimensional function with controllably small errors, potentially outperforming standard interpolation methods. We demonstrate, both theoretically and numerically, that this is indeed the case. We map the parameters of a neural network to a system of particles relaxing with an interaction potential determined by the loss function. We show that in the limit that the number of parameters $n$ is large, the landscape of the mean-squared error becomes convex and the representation error in the function scales as $O(n^{-1})$. In this limit, we prove a dynamical variant of the universal approximation theorem showing that the optimal representation can be attained by stochastic gradient descent, the algorithm ubiquitously used for parameter optimization in machine learning. In the asymptotic regime, we study the fluctuations around the optimal representation and show that they arise at a scale $O(n^{-1})$. These fluctuations in the landscape identify the natural scale for the noise in stochastic gradient descent. Our results apply to both single and multi-layer neural networks, as well as standard kernel methods like radial basis functions.


Reviews: Parameters as interacting particles: long time convergence and asymptotic error scaling of neural networks

Neural Information Processing Systems

If so, I am confused why this is highlighted as a virtue of adding noise, since the purely deterministic dynamics of GD also evince this behavior. Numerical experiments: These are slightly hard to interpret. First, which plots show SGD dynamics, and which are for GD? Second, I'm puzzled by how to interpret the dotted lines in each plot. In the case of RBF, how are we to make sense of the empirical n {-2} decay? Is this somehow predicted in the analysis of the GD, or is it an empirical phenomenon which is not theoretically addressed in this work.


Parameters as interacting particles: long time convergence and asymptotic error scaling of neural networks

Rotskoff, Grant, Vanden-Eijnden, Eric

Neural Information Processing Systems

The performance of neural networks on high-dimensional data distributions suggests that it may be possible to parameterize a representation of a given high-dimensional function with controllably small errors, potentially outperforming standard interpolation methods. We demonstrate, both theoretically and numerically, that this is indeed the case. We map the parameters of a neural network to a system of particles relaxing with an interaction potential determined by the loss function. We show that in the limit that the number of parameters $n$ is large, the landscape of the mean-squared error becomes convex and the representation error in the function scales as $O(n {-1})$. In this limit, we prove a dynamical variant of the universal approximation theorem showing that the optimal representation can be attained by stochastic gradient descent, the algorithm ubiquitously used for parameter optimization in machine learning.