skip to main content


Title: Fit without fear: remarkable mathematical phenomena of deep learning through the prism of interpolation
In the past decade the mathematical theory of machine learning has lagged far behind the triumphs of deep neural networks on practical challenges. However, the gap between theory and practice is gradually starting to close. In this paper I will attempt to assemble some pieces of the remarkable and still incomplete mathematical mosaic emerging from the efforts to understand the foundations of deep learning. The two key themes will be interpolation and its sibling over-parametrization. Interpolation corresponds to fitting data, even noisy data, exactly. Over-parametrization enables interpolation and provides flexibility to select a suitable interpolating model. As we will see, just as a physical prism separates colours mixed within a ray of light, the figurative prism of interpolation helps to disentangle generalization and optimization properties within the complex picture of modern machine learning. This article is written in the belief and hope that clearer understanding of these issues will bring us a step closer towards a general theory of deep learning and machine learning.  more » « less
Award ID(s):
2050360
NSF-PAR ID:
10294897
Author(s) / Creator(s):
Date Published:
Journal Name:
Acta Numerica
Volume:
30
ISSN:
0962-4929
Page Range / eLocation ID:
203 to 248
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Breakthroughs in machine learning are rapidly changing science and society, yet our fundamental understanding of this technology has lagged far behind. Indeed, one of the central tenets of the field, the bias–variance trade-off, appears to be at odds with the observed behavior of methods used in modern machine-learning practice. The bias–variance trade-off implies that a model should balance underfitting and overfitting: Rich enough to express underlying structure in data and simple enough to avoid fitting spurious patterns. However, in modern practice, very rich models such as neural networks are trained to exactly fit (i.e., interpolate) the data. Classically, such models would be considered overfitted, and yet they often obtain high accuracy on test data. This apparent contradiction has raised questions about the mathematical foundations of machine learning and their relevance to practitioners. In this paper, we reconcile the classical understanding and the modern practice within a unified performance curve. This “double-descent” curve subsumes the textbook U-shaped bias–variance trade-off curve by showing how increasing model capacity beyond the point of interpolation results in improved performance. We provide evidence for the existence and ubiquity of double descent for a wide spectrum of models and datasets, and we posit a mechanism for its emergence. This connection between the performance and the structure of machine-learning models delineates the limits of classical analyses and has implications for both the theory and the practice of machine learning. 
    more » « less
  2. Abstract Surrogate models have several uses in engineering design, including speeding up design optimization, noise reduction, test measurement interpolation, gradient estimation, portability, and protection of intellectual property. Traditionally, surrogate models require that all training data conform to the same parametrization (e.g., design variables), limiting design freedom and prohibiting the reuse of historical data. In response, this article proposes graph-based surrogate models (GSMs) for trusses. The GSM can accurately predict displacement fields from static loads given the structure’s geometry as input, enabling training across multiple parametrizations. GSMs build upon recent advancements in geometric deep learning, which have led to the ability to learn on undirected graphs: a natural representation for trusses. To further promote flexible surrogate models, this article explores transfer learning within the context of engineering design and demonstrates positive knowledge transfer across data sets of different topologies, complexities, loads, and applications, resulting in more flexible and data-efficient surrogate models for trusses. 
    more » « less
  3. null (Ed.)
    The recent striking success of deep neural networks in machine learning raises profound questions about the theoretical principles underlying their success. For example, what can such deep networks compute? How can we train them? How does information propagate through them? Why can they generalize? And how can we teach them to imagine? We review recent work in which methods of physical analysis rooted in statistical mechanics have begun to provide conceptual insights into these questions. These insights yield connections between deep learning and diverse physical and mathematical topics, including random landscapes, spin glasses, jamming, dynamical phase transitions, chaos, Riemannian geometry, random matrix theory, free probability, and nonequilibrium statistical mechanics. Indeed, the fields of statistical mechanics and machine learning have long enjoyed a rich history of strongly coupled interactions, and recent advances at the intersection of statistical mechanics and deep learning suggest these interactions will only deepen going forward. 
    more » « less
  4. Purpose

    To develop an improved k‐space reconstruction method using scan‐specific deep learning that is trained on autocalibration signal (ACS) data.

    Theory

    Robust artificial‐neural‐networks for k‐space interpolation (RAKI) reconstruction trains convolutional neural networks on ACS data. This enables nonlinear estimation of missing k‐space lines from acquired k‐space data with improved noise resilience, as opposed to conventional linear k‐space interpolation‐based methods, such as GRAPPA, which are based on linear convolutional kernels.

    Methods

    The training algorithm is implemented using a mean square error loss function over the target points in the ACS region, using a gradient descent algorithm. The neural network contains 3 layers of convolutional operators, with 2 of these including nonlinear activation functions. The noise performance and reconstruction quality of the RAKI method was compared with GRAPPA in phantom, as well as in neurological and cardiac in vivo data sets.

    Results

    Phantom imaging shows that the proposed RAKI method outperforms GRAPPA at high (≥4) acceleration rates, both visually and quantitatively. Quantitative cardiac imaging shows improved noise resilience at high acceleration rates (rate 4:23% and rate 5:48%) over GRAPPA. The same trend of improved noise resilience is also observed in high‐resolution brain imaging at high acceleration rates.

    Conclusion

    The RAKI method offers a training database‐free deep learning approach for MRI reconstruction, with the potential to improve many existing reconstruction approaches, and is compatible with conventional data acquisition protocols.

     
    more » « less
  5. In this paper, we show that under over-parametrization several standard stochastic optimization algorithms escape saddle-points and converge to local-minimizers much faster. One of the fundamental aspects of over-parametrized models is that they are capable of interpolating the training data. We show that, under interpolation-like assumptions satisfied by the stochastic gradients in an overparametrization setting, the first-order oracle complexity of Perturbed Stochastic Gradient Descent (PSGD) algorithm to reach an \epsilon-local-minimizer, matches the corresponding deterministic rate of ˜O(1/\epsilon^2). We next analyze Stochastic Cubic-Regularized Newton (SCRN) algorithm under interpolation-like conditions, and show that the oracle complexity to reach an \epsilon-local-minimizer under interpolation-like conditions, is ˜O(1/\epsilon^2.5). While this obtained complexity is better than the corresponding complexity of either PSGD, or SCRN without interpolation-like assumptions, it does not match the rate of ˜O(1/\epsilon^1.5) corresponding to deterministic Cubic-Regularized Newton method. It seems further Hessian-based interpolation-like assumptions are necessary to bridge this gap. We also discuss the corresponding improved complexities in the zeroth-order settings. 
    more » « less