Neural Networks Efficiently Learn Low-Dimensional Representations with
SGD
- URL: http://arxiv.org/abs/2209.14863v1
- Date: Thu, 29 Sep 2022 15:29:10 GMT
- Title: Neural Networks Efficiently Learn Low-Dimensional Representations with
SGD
- Authors: Alireza Mousavi-Hosseini, Sejun Park, Manuela Girotti, Ioannis
Mitliagkas, Murat A. Erdogdu
- Abstract summary: We show that SGD-trained ReLU NNs can learn a single-index target of the form $y=f(langleboldsymbolu,boldsymbolxrangle) + epsilon$ by recovering the principal direction.
We also provide compress guarantees for NNs using the approximate low-rank structure produced by SGD.
- Score: 22.703825902761405
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study the problem of training a two-layer neural network (NN) of arbitrary
width using stochastic gradient descent (SGD) where the input
$\boldsymbol{x}\in \mathbb{R}^d$ is Gaussian and the target $y \in \mathbb{R}$
follows a multiple-index model, i.e.,
$y=g(\langle\boldsymbol{u_1},\boldsymbol{x}\rangle,...,\langle\boldsymbol{u_k},\boldsymbol{x}\rangle)$
with a noisy link function $g$. We prove that the first-layer weights of the NN
converge to the $k$-dimensional principal subspace spanned by the vectors
$\boldsymbol{u_1},...,\boldsymbol{u_k}$ of the true model, when online SGD with
weight decay is used for training. This phenomenon has several important
consequences when $k \ll d$. First, by employing uniform convergence on this
smaller subspace, we establish a generalization error bound of
$\mathcal{O}(\sqrt{{kd}/{T}})$ after $T$ iterations of SGD, which is
independent of the width of the NN. We further demonstrate that, SGD-trained
ReLU NNs can learn a single-index target of the form
$y=f(\langle\boldsymbol{u},\boldsymbol{x}\rangle) + \epsilon$ by recovering the
principal direction, with a sample complexity linear in $d$ (up to log
factors), where $f$ is a monotonic function with at most polynomial growth, and
$\epsilon$ is the noise. This is in contrast to the known $d^{\Omega(p)}$
sample requirement to learn any degree $p$ polynomial in the kernel regime, and
it shows that NNs trained with SGD can outperform the neural tangent kernel at
initialization. Finally, we also provide compressibility guarantees for NNs
using the approximate low-rank structure produced by SGD.
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