slimTrain -- A Stochastic Approximation Method for Training Separable Deep Neural Networks

• URL: http://arxiv.org/abs/2109.14002v1
• Date: Tue, 28 Sep 2021 19:31:57 GMT
• Title: slimTrain -- A Stochastic Approximation Method for Training Separable Deep Neural Networks
• Authors: Elizabeth Newman, Julianne Chung, Matthias Chung, Lars Ruthotto
• Abstract summary: DeepTrain networks (DNNs) have shown their success as high-dimensional neural function approximators in many applications. We propose slimTrain, a modest optimization method for training DNNs with reduced sensitivity to the choice hyper-dimensional datasets.
• Score: 2.4373900721120285
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Deep neural networks (DNNs) have shown their success as high-dimensional function approximators in many applications; however, training DNNs can be challenging in general. DNN training is commonly phrased as a stochastic optimization problem whose challenges include non-convexity, non-smoothness, insufficient regularization, and complicated data distributions. Hence, the performance of DNNs on a given task depends crucially on tuning hyperparameters, especially learning rates and regularization parameters. In the absence of theoretical guidelines or prior experience on similar tasks, this requires solving many training problems, which can be time-consuming and demanding on computational resources. This can limit the applicability of DNNs to problems with non-standard, complex, and scarce datasets, e.g., those arising in many scientific applications. To remedy the challenges of DNN training, we propose slimTrain, a stochastic optimization method for training DNNs with reduced sensitivity to the choice hyperparameters and fast initial convergence. The central idea of slimTrain is to exploit the separability inherent in many DNN architectures; that is, we separate the DNN into a nonlinear feature extractor followed by a linear model. This separability allows us to leverage recent advances made for solving large-scale, linear, ill-posed inverse problems. Crucially, for the linear weights, slimTrain does not require a learning rate and automatically adapts the regularization parameter. Since our method operates on mini-batches, its computational overhead per iteration is modest. In our numerical experiments, slimTrain outperforms existing DNN training methods with the recommended hyperparameter settings and reduces the sensitivity of DNN training to the remaining hyperparameters.

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