Authors
Sanjeev Arora, Nadav Cohen, Noah Golowich, Wei Hu
Publication date
2018/10/4
Journal
arXiv preprint arXiv:1810.02281
Description
We analyze speed of convergence to global optimum for gradient descent training a deep linear neural network (parameterized as ) by minimizing the loss over whitened data. Convergence at a linear rate is guaranteed when the following hold: (i) dimensions of hidden layers are at least the minimum of the input and output dimensions; (ii) weight matrices at initialization are approximately balanced; and (iii) the initial loss is smaller than the loss of any rank-deficient solution. The assumptions on initialization (conditions (ii) and (iii)) are necessary, in the sense that violating any one of them may lead to convergence failure. Moreover, in the important case of output dimension 1, i.e. scalar regression, they are met, and thus convergence to global optimum holds, with constant probability under a random initialization scheme. Our results significantly extend previous analyses, e.g., of deep linear residual networks (Bartlett et al., 2018).
Total citations
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Scholar articles
S Arora, N Cohen, N Golowich, W Hu - arXiv preprint arXiv:1810.02281, 2018