On Compression Principle and Bayesian Optimization for Neural Networks

• URL: http://arxiv.org/abs/2006.12714v1
• Date: Tue, 23 Jun 2020 03:23:47 GMT
• Title: On Compression Principle and Bayesian Optimization for Neural Networks
• Authors: Michael Tetelman
• Abstract summary: We propose a compression principle that states that an optimal predictive model is the one that minimizes a total compressed message length of all data and model definition while guarantees decodability. We show that dropout can be used for a continuous dimensionality reduction that allows to find optimal network dimensions as required by the compression principle.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Finding methods for making generalizable predictions is a fundamental problem of machine learning. By looking into similarities between the prediction problem for unknown data and the lossless compression we have found an approach that gives a solution. In this paper we propose a compression principle that states that an optimal predictive model is the one that minimizes a total compressed message length of all data and model definition while guarantees decodability. Following the compression principle we use Bayesian approach to build probabilistic models of data and network definitions. A method to approximate Bayesian integrals using a sequence of variational approximations is implemented as an optimizer for hyper-parameters: Bayesian Stochastic Gradient Descent (BSGD). Training with BSGD is completely defined by setting only three parameters: number of epochs, the size of the dataset and the size of the minibatch, which define a learning rate and a number of iterations. We show that dropout can be used for a continuous dimensionality reduction that allows to find optimal network dimensions as required by the compression principle.

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