CS489/698: Intro to ML
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1 CS489/698: Intro to ML Lecture 14: Training of Deep NNs Instructor: Sun Sun 1
2 Outline Activation functions Regularization Gradient-based optimization 2
3 Examples of activation functions 3 5/28/18 Sun Sun
4 Sigmoid and tanh Sigmoid Output range (0,1) 1 σ x Gradient range (0,1): σ x Small gradient at saturated regions Ø x = 0, gradient = 0.25 Ø x = 10, gradient = e-05 Ø x = -10, gradient = e-05 tanh Output range (-1,1) Gradient range (0,1): 1 tanh * x Small gradient at saturated regions 4
5 Vanishing gradients Common weight initialization in (-1, 1) Denote input of the i-th σ() as a. 5
6 Avoiding vanishing gradients Proper initialization of network parameters Choose activation functions that do not saturate Use Long Short-Term Memory (LSTM) or Gated Recurrent Unit (GRU) architectures. Both of these RNN architectures are explicitly designed to deal with vanishing gradients and efficiently learn long-range dependencies 6
7 ReLU, Leaky ReLU, and ELU ReLU Computationally efficient Gradient = 1 when x> 0 Gradient = 0 when x<0 (cannot update parameter) Ø Initialize ReLU units with slightly positive values, e.g., 0.01 Ø Try other activation functions, e.g., Leaky ReLU Leaky ReLU Computationally efficient Constant gradient for both x>0 and x<0 ELU Small gradient at negative saturation region 7
8 Maxout Generalize ReLU and Leaky ReLU Ø Piece-wise linear function Do not saturate More parameters 8
9 Tips Sigmoid and tanh functions are sometimes avoided due to the vanishing gradient problem Use ReLU as a default choice Explore other activation functions, e.g., Leaky ReLU and Maxout, if ReLU results in dead hidden units 9
10 Outline Activation functions Regularization Gradient-based optimization 10
11 Overfitting and regularization High capacity increases risk of overfitting Ø # of parameters is often larger than # of data Regularization: any modification we make to a learning algorithm that is intended to reduce its generalization error but not its training error Ø Parameter norm penalties (e.g., L1 and L2 norms) Ø Bagging Ø Dropout Ø Data augmentation Ø Early stopping Ø 11 definition from: Ian Goodfellow, Yoshua Bengio and Aaron Courville, Deep learning
12 Bagging (1) Bagging (bootstrap aggregating): reduce generalization error by combining several models Construct a different data set for each model Each dataset has the same size as the original one Sampling with replacement from the original dataset Prediction: Regression: average; Classification: vote Different models usually do not make all the same errors 12
13 Bagging (2) Consider k regression models Model errors: zero-mean multivariate Gaussian ε. : error of the i-th model; E ε *. = v, E ε. ε 4 = c Expected squared error (ESE) If model errors are uncorrelated, i.e., c = 0, ESE = v/k If model errors are perfectly correlated and c = v, ESE = v 13
14 Dropout For each training example keep hidden units with probability p. A different and random network for each training example A smaller network with less capacity e.g., let p = 0.5 for all hidden layers delete ingoing and outgoing links for eliminated hidden units 14
15 Implementation Consider implementing dropout in layer 1. Denote output of layer 1 as h with dimension 4*1 Generate a 4*1 vector d with elements 0 or 1 indicating whether units are kept or not Update h by multiplying h and d element-wise Update h by h/p (``inverted dropout ) 15
16 Inverted dropout Motivation: keep the mean value of output unchanged Example: Consider h (9) in the previous slide. h (9) is used as the input to layer 2. Let p = 0.8. z (*) = W (*) h (9) + b (*) 20% of hidden units in layer 1 are eliminated Without ``inverted dropout, the mean of z (*) would be decreased by 20% roughly 16
17 Prediction Training Use (``inverted ) dropout for each training example Prediction Usually do not use dropout If ``inverted dropout is used in training, no further scaling is needed in testing 17
18 Why works? Intuition: Since each hidden unit can disappear with some probability, the network cannot rely on any particular units and have to spread out the weights à similar to L2 regularization Another interpretation: Dropout is training a large ensemble of models sharing parameters 18
19 Hyperparameter p p: probability of keeping units How to design p? Keep p the same for all layers Or, design p for each layer: set a lower p for overfitting layers, i.e., layers with a large number of units Can also design p for the input, but usually set p = 1 or very close to 1 19
20 Data augmentation The best way to improve generalization is to have more training data. But often, data are limited. One solution: create fake data, e.g., transform input Example: object recognition (classification) Horizontal/vertical flip Rotation Stretching But may not be readily applicable to many other tasks, e.g., density estimation 20 6/25/18 Sun Sun
21 Early stopping For models with large capacity, training error decreases steadily validation error first decreases then increases figure from: Ian Goodfellow, Yoshua Bengio and Aaron Courville, Deep learning 21
22 Batch normalization (BN) Use BN for each dimension in hidden layers, either before activation function or after h (3) = f 3 (W (3) h (2) + b (3) ) z (A) either apply BN to z (A) or h (A) γ and β are optimization variables; not hyperparameters 22
23 Why BN? (1) Consider applying BN to z (i.e., before activation) z : mean β, variance γ * Robust to parameter changes in previous layers Independent learning of each layer apply BN Without BN, learning of layer 2 depends on output of layer 1 and hence parameters of layer 1 With BN, mean and variance of z (*) are unchanged 23
24 Why BN? (2) Assume the orders of features in hidden layers are significantly different E.g., feature 1: 1; feature 2: 10 3 ; feature 3: 10-3 With BN, features are of similar scale Speed up learning 24
25 Why BN? (3) BN has a slight regularization effect (not intended) Each mini-batch is scaled by the mean/variance computed on that mini-batch This adds some noise to z and to each layer s activations 25
26 Outline Activation functions Regularization Gradient-based optimization 26
27 Optimization Problem of SGD: slow convergence SGD + momentum g O 1 m! mx L(f(x (i) ; ),y (i) ) i=1 v v +(1 )g v exponentially weighted averages Accumulate an exponentially decaying moving average of past gradients Hyperparameter α determines how quickly the contributions of previous gradients exponentially decay (α = 0.9 usually works well) 27
28 Exponentially weighted averages Let v t = v t 1 +(1 ) t ; =0.9 v 100 = total weight: 1 β F (close to 1 if t is large) 28
29 Illustration Contour of loss function red: SGD + momentum black: SGD figure from: Ian Goodfellow, Yoshua Bengio and Aaron Courville, Deep learning 29
30 RMSProp (root mean square propagation) Greater progress in the more gently sloped directions One of the go-to optimization methods for deep learning discard history from extreme past 30
31 Adam (adaptive moments) A variant on the combination of RMSProp and momentum both first and second moments are included when t is large, the effect of bias correction is small 31
32 Learning rate SGD, SGD+Momentum, AdaGrad, RMSProp, Adam all have learning rate as a hyperparameter. àreduce learning rate over time! Step decay e.g., decrease learning rate by half every few epochs Exponential decay 1/t decay t: iteration number 32
33 Illustration 33 figure from: Stanford cs231n course slides
34 Questions? 34
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