When Harmonic Analysis Meets Machine Learning: Lipschitz ...rvbalan/PRESENTATIONS/ieee2017.pdfWhen...

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When Harmonic Analysis Meets Machine Learning: Lipschitz Analysis of Deep Convolution Networks Radu Balan Department of Mathematics, AMSC, CSCAMM and NWC University of Maryland, College Park, MD Joint work with Dongmian Zou (UMD), Maneesh Singh (Verisk) October 10, 2017 IEEE Computational Intelligence Society and Signal Processing Society University of Maryland, College Park, MD

Transcript of When Harmonic Analysis Meets Machine Learning: Lipschitz ...rvbalan/PRESENTATIONS/ieee2017.pdfWhen...

When Harmonic Analysis Meets Machine Learning:Lipschitz Analysis of Deep Convolution Networks

Radu Balan

Department of Mathematics, AMSC, CSCAMM and NWCUniversity of Maryland, College Park, MD

Joint work with Dongmian Zou (UMD), Maneesh Singh (Verisk)

October 10, 2017IEEE Computational Intelligence Society and Signal Processing Society

University of Maryland, College Park, MD

”This material is based upon work supported by the National ScienceFoundation under Grant No. DMS-1413249. Any opinions, findings, andconclusions or recommendations expressed in this material are those of theauthor(s) and do not necessarily reflect the views of the National ScienceFoundation.” The author has been partially supported by ARO under grantW911NF1610008 and LTS under grant H9823013D00560049.

Table of Contents:

1 Three Examples

2 Problem Formulation

3 Deep Convolutional Neural Networks

4 Lipschitz Analysis

5 Numerical Results

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Machine LearningAccording to Wikipedia (attributed to Arthur Samuel 1959), ”MachineLearning [...] gives computers the ability to learn without being explicitlyprogrammed.”While it has been first coined in 1959, today’s machine learning, as a field,evolved from and overlaps with a number of other fields: computationalstatistics, mathematical optimizations, theory of linear and nonlinearsystems.

Types of problems (tasks) in machine learning:1 Supervised Learning: The machine (computer) is given pairs of inputs

and desired outputs and is left to learn the general association rule.2 Unsupervised Learning: The machine is given only input data, and is

left to discover structures (patterns) in data.3 Reinforcement Learning: The machine operates in a dynamic

environment and had to adapt (learn) continuously as it navigates theproblem space (e.g. autonomous vehicle).

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Machine LearningAccording to Wikipedia (attributed to Arthur Samuel 1959), ”MachineLearning [...] gives computers the ability to learn without being explicitlyprogrammed.”While it has been first coined in 1959, today’s machine learning, as a field,evolved from and overlaps with a number of other fields: computationalstatistics, mathematical optimizations, theory of linear and nonlinearsystems.Types of problems (tasks) in machine learning:

1 Supervised Learning: The machine (computer) is given pairs of inputsand desired outputs and is left to learn the general association rule.

2 Unsupervised Learning: The machine is given only input data, and isleft to discover structures (patterns) in data.

3 Reinforcement Learning: The machine operates in a dynamicenvironment and had to adapt (learn) continuously as it navigates theproblem space (e.g. autonomous vehicle).Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 1: The AlexNetThe ImageNet Dataset

Dataset: ImageNet dataset [DDSLLF09]. Currently (2017): 14.2mil.images; 21841 categories; image-net.orgTask: Classify an input image, i.e. place it into one category.

Figure: The ”ostrich” category ”Struthio Camelus” 1393 pictures. Fromimage-net.org

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 1: The AlexNetThe Supervised Machine Learning

The AlexNet is 8 layer network, 5 convolutive layers plus 3 dense layers.Introduced by (Alex) Krizhevsky, Sutskever and Hinton in 2012 [KSH12].Trained on a subset of the ImageNet: Part of the ImageNet Large ScaleVisual Recognition Challenge 2010-2012: 1000 object classes and1,431,167 images.

Figure: From Krizhevsky et all 2012 [KSH12]: AlexNet: 5 convolutive layers + 3dense layers. Input size: 224x224x3 pixels. Output size: 1000.

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 1: The AlexNetAdversarial Perturbations

The authors of [SZSBEGF13] (Szegedy, Zaremba, Sutskever, Bruna,Erhan, Goodfellow, Fergus, ’Intriguing properties ...’) found smallvariations of the input, almost imperceptible, that produced completelydifferent classification decisions:

Figure: From Szegedy et all 2013 [SZSBEGF13]: AlexNet: 6 different classes:original image, difference, and adversarial example – all classified as ’ostrich’

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 1: The AlexNetLipschitz Analysis

Szegedy et all 2013 [SZSBEGF13] computed the Lipschitz constants ofeach layer.

Layer Size Sing.ValConv. 1 3× 11× 11× 96 20Conv. 2 96× 5× 5× 256 10Conv. 3 256× 3× 3× 384 7Conv. 4 384× 3× 3× 384 7.3Conv. 5 384× 3× 3× 256 11

Fully Conn.1 9216(43264)× 4096 3.12Fully Conn.2 4096× 4096 4Fully Conn.3 4096× 1000 4

Overall Lipschitz constant:

Lip ≤ 20 ∗ 10 ∗ 7 ∗ 7.3 ∗ 11 ∗ 3.12 ∗ 4 ∗ 4 = 5, 612, 006Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 2: Generative Adversarial NetworksThe GAN Problem

Two systems are involved: a generator network producing synthetic data; adiscriminator network that has to decide if its input is synthetic data orreal-world (true) data:

Introduced by Goodfellow et al[GPMXWOCB14] in 2014, GANssolve a minimax optimization prob-lem:

minG

maxD

Ex∼Pr [log(D(x))] + Ex∼Pg [log(1− D(x))]

where Pr is the distribution of true data, Pg is the generator distribution,and D : x 7→ D(x) ∈ [0, 1] is the discriminator map (1 for likely true data;0 for likely synthetic data).

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 2: Generative Adversarial NetworksThe GAN Problem

Two systems are involved: a generator network producing synthetic data; adiscriminator network that has to decide if its input is synthetic data orreal-world (true) data:

Introduced by Goodfellow et al[GPMXWOCB14] in 2014, GANssolve a minimax optimization prob-lem:

minG

maxD

Ex∼Pr [log(D(x))] + Ex∼Pg [log(1− D(x))]

where Pr is the distribution of true data, Pg is the generator distribution,and D : x 7→ D(x) ∈ [0, 1] is the discriminator map (1 for likely true data;0 for likely synthetic data).

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 2: Generative Adversarial NetworksThe Wasserstein Optimization Problem

In practice, the training algorithms do not behave well (”saddle pointeffect”).The Wasserstein GAN (Arjovsky et al [ACB17]) replaces theJensen-Shannon divergence by the Wasserstein-1 distance:

minG

maxD∈Lip(1)

Ex∼Pr [D(x)]− Ex∼Pg [D(x)]

where Lip(1) denotes the set of Lipschitz functions with constant 1,enforced by weight clipping.

Gulrajani et al in [GAADC17] propose to incorporate the Lip(1) conditioninto the optimization criterion using a soft Lagrange multiplier techniquefor minimization of:

L = Ex∼Pg [D(x)]− Ex∼Pr [D(x)] + λEx∼Px

[‖∇x D(x)‖2 − 1)2

]where x is sampled uniformly between x ∼ Pr and x ∼ Pg .

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 2: Generative Adversarial NetworksThe Wasserstein Optimization Problem

In practice, the training algorithms do not behave well (”saddle pointeffect”).The Wasserstein GAN (Arjovsky et al [ACB17]) replaces theJensen-Shannon divergence by the Wasserstein-1 distance:

minG

maxD∈Lip(1)

Ex∼Pr [D(x)]− Ex∼Pg [D(x)]

where Lip(1) denotes the set of Lipschitz functions with constant 1,enforced by weight clipping.Gulrajani et al in [GAADC17] propose to incorporate the Lip(1) conditioninto the optimization criterion using a soft Lagrange multiplier techniquefor minimization of:

L = Ex∼Pg [D(x)]− Ex∼Pr [D(x)] + λEx∼Px

[‖∇x D(x)‖2 − 1)2

]where x is sampled uniformly between x ∼ Pr and x ∼ Pg .

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 3: The Scattering NetworkTopology

Example of Scattering Network; definition and properties: [Mallat12]; thisexample from [BSZ17]:

Input: f ; Outputs: y = (yl ,k).Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 3: Scattering NetworkLipschitz Analysis

Remarks:Outputs from each layer

Tree-like topologyBackpropagation/Chain rule:Lipschitz bound 40.Mallat’s result predicts Lip = 1.

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 3: Scattering NetworkLipschitz Analysis

Remarks:Outputs from each layerTree-like topology

Backpropagation/Chain rule:Lipschitz bound 40.Mallat’s result predicts Lip = 1.

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 3: Scattering NetworkLipschitz Analysis

Remarks:Outputs from each layerTree-like topologyBackpropagation/Chain rule:Lipschitz bound 40.

Mallat’s result predicts Lip = 1.

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 3: Scattering NetworkLipschitz Analysis

Remarks:Outputs from each layerTree-like topologyBackpropagation/Chain rule:Lipschitz bound 40.Mallat’s result predicts Lip = 1.

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Problem FormulationNonlinear Maps

Consider a nonlinear function between two metric spaces,

F : (X , dX )→ (Y , dY ).

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Problem FormulationLipschitz analysis of nonlinear systems

F : (X , dX )→ (Y , dY )

F is called Lipschitz with constant C if for any f , f ∈ X ,

dY (F(f ),F(f )) ≤ C dX (f , f )

The optimal (i.e. smallest) Lipschitz constant is denoted Lip(F). Thesquare C2 is called Lipschitz bound (similar to the Bessel bound).

F is called bi-Lipschitz with constants C1,C2 > 0 if for any f , f ∈ X ,

C1 dX (f , f ) ≤ dY (F(f ),F(f )) ≤ C2 dX (f , f )

The square C21 ,C2

2 are called Lipschitz bounds (similar to frame bounds).

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Problem FormulationMotivating Examples

Consider the typical neural network as a feature extractor component in aclassification system:

g = F(f ) = FM(...F1(f ; W1, ϕ1); ...; WM , ϕM)Fm(f ; Wm, ϕm) = ϕm(Wmf )

Wm is a linear operator (matrix); ϕm is a Lip(1) scalar nonlinearity (e.g.Rectified Linear Unit).

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Problem FormulationProblem 1

Given a deep network:

Estimate the Lipschitz constant, or bound:

Lip = supf 6=f ∈L2

‖y − y‖2‖f − f ‖2

, Bound = supf 6=f ∈L2

‖y − y‖22‖f − f ‖22

.

Methods (Approaches):1 Standard Method: Backpropagation, or chain-rule2 New Method: Storage function based approach (dissipative systems)3 Numerical Method: Simulations

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Problem FormulationProblem 1

Given a deep network:

Estimate the Lipschitz constant, or bound:

Lip = supf 6=f ∈L2

‖y − y‖2‖f − f ‖2

, Bound = supf 6=f ∈L2

‖y − y‖22‖f − f ‖22

.

Methods (Approaches):1 Standard Method: Backpropagation, or chain-rule2 New Method: Storage function based approach (dissipative systems)3 Numerical Method: Simulations

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Problem FormulationProblem 2

Given a deep network:

Estimate the stability of the output to specific variations of the input:1 Invariance to deformations: f (x) = f (x − τ(x)), for some smooth τ .2 Covariance to such deformations f (x) = f (x − τ(x)), for smooth τ

and bandlimited signals f ;3 Tail bounds when f has a known statistical distribution (e.g. normal

with known spectral power)

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNetTopology

A deep convolution network is composed of multiple layers:

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNetOne Layer

Each layer is composed of two or three sublayers: convolution,downsampling, detection/pooling/merge.

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: SublayersLinear Filters: Convolution and Pooling-to-Output Sublayer

f (2) = g ∗ f (1) , f (2)(x) =∫

g(x − ξ)f (1)(ξ)dξ

where g ∈ B = {g ∈ S ′ , g ∈ L∞(Rd )}.

(B, ∗) is a Banach algebra with norm ‖g‖B = ‖g‖∞.Notation: g for regular convolution filters, and Φ for pooling-to-outputfilters.

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: SublayersDownsampling Sublayer

f (2)(x) = f (1)(Dx)

For f (1) ∈ L2(Rd ) and D = D0 · I, f (2) ∈ L2(Rd ) and

‖f (2)‖22 =∫Rd|f (2)(x)|2dx = 1

|det(D)|

∫Rd|f (1)(x)|2dx = 1

Dd0‖f (1)‖22

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: SublayersDetection and Pooling Sublayer

We consider three types of detection/pooling/merge sublayers:Type I, τ1: Componentwise Addition: z =

∑kj=1 σj(yj)

Type II, τ2: p-norm aggregation: z =(∑k

j=1 |σj(yj)|p)1/p

Type III, τ3: Componentwise Multiplication: z =∏k

j=1 σj(yj)

Assumptions: (1) σj are scalar Lipschitz functions with Lip(σj) ≤ 1; (2) Ifσj is connected to a multiplication block then ‖σj‖∞ ≤ 1.

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: SublayersMaxPooling and AveragePooling

MaxPooling can be implemented as follows:

AveragePooling can be implemented as follows:

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: SublayersMaxPooling and AveragePooling

MaxPooling can be implemented as follows:

AveragePooling can be implemented as follows:

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: SublayersLong Short-Term Memory

Long Short-Term Memory (LSTM) networks [HS97, GSKSS15].By BiObserver - Own work, CC BY-SA 4.0,https://commons.wikimedia.org/w/index.php?curid=43992484

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: Layer mComponents of the mth layer

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: Layer mTopology coding of the mth layer

nm denotes the number of input nodes in the m-th layer:Im = {Nm,1,Nm,2, · · · ,Nm,nm}.Filters:

1 pooling filter: φm,n for node n, in layer m;2 convolution filter: gm,n,k for input node n to output node k, in layer

m;For node n: Gm,n = {gm,n;1, · · · gm,n;km,n}.The set of all convolution filters in layer m: Gm = ∪nm

n=1Gm,n.

Om = {N ′m,1,N ′m,2, · · · ,N ′m,n′m} the set of output nodes of the m-th layer.Note that n′m = nm+1 and there is a one-one correspondence between Omand Im+1.The output nodes automatically partitions Gm into n′m disjoint subsetsGm = ∪n′m

n′=1G ′m,n′ , where G ′m,n′ is the set of filters merged into N ′m,n′ .

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: Layer mTopology coding of the mth layer

nm denotes the number of input nodes in the m-th layer:Im = {Nm,1,Nm,2, · · · ,Nm,nm}.Filters:

1 pooling filter: φm,n for node n, in layer m;2 convolution filter: gm,n,k for input node n to output node k, in layer

m;For node n: Gm,n = {gm,n;1, · · · gm,n;km,n}.The set of all convolution filters in layer m: Gm = ∪nm

n=1Gm,n.Om = {N ′m,1,N ′m,2, · · · ,N ′m,n′m} the set of output nodes of the m-th layer.Note that n′m = nm+1 and there is a one-one correspondence between Omand Im+1.The output nodes automatically partitions Gm into n′m disjoint subsetsGm = ∪n′m

n′=1G ′m,n′ , where G ′m,n′ is the set of filters merged into N ′m,n′ .

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: Layer mTopology coding of the mth layer

For each filter gm,n;k , we define an associated multiplier lm,n;k in thefollowing way: suppose gm,n;k ∈ G ′m,k , let K =

∣∣∣G ′m,k ∣∣∣ denote thecardinality of G ′m,k . Then

lm,n;k ={

K , if gm,n;k ∈ τ1 ∪ τ3

K max{0,2/p−1} , if gm,n;k ∈ τ2(3.1)

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: Layer mTopology coding of the mth layer

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: Layer mTopology coding of the mth layer

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

ConvNet: Layer mTopology coding of the mth layer

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Layer AnalysisBessel Bounds

In each layer m and for each input node n we define three types of Besselbounds:

1st type Bessel bound:

B(1)m,n = ‖

∣∣∣φm,n∣∣∣2 +

∑gm,n;k∈Gm,n

lm,n;kD−dm,n;k |gm,n;k |2 ‖

(4.2)

2nd type Bessel bound:

B(2)m,n = ‖

∑gm,n;k∈Gm,n

lm,n;kD−dm,n;k |gm,n;k |2 ‖

(4.3)

3rd type (or generating) bound:

B(3)m,n = ‖φm,n‖

2∞ . (4.4)

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Layer AnalysisBessel Bounds

Next we define the layer m Bessel bounds:

1st type Bessel bound B(1)m = max

1≤n≤nmB(1)

m,n (4.5)

2nd type Bessel bound B(2)m = max

1≤n≤nmB(2)

m,n (4.6)

3rd type (generating) Bessel bound B(3)m = max

1≤n≤nmB(3)

m,n. (4.7)

Remark. These bounds characterize semi-discrete Bessel systems.

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Lipschitz AnalysisFirst Result

Theorem[BSZ17] Consider a Convolutional Neural Network with M layers asdescribed before, where all scalar nonlinear functions are Lipschitz withLip(ϕm,n,n′) ≤ 1. Additionally, those ϕm,n,n′ that aggregate into amultiplicative block satisfy ‖ϕm,n,n′‖∞ ≤ 1. Let the m-th layer 1st typeBessel bound be

B(1)m = max

1≤n≤nm‖∣∣∣φm,n

∣∣∣2 +km,n∑k=1

lm,n;kD−dm,n;k |gm,n;k |2 ‖

.

Then the Lipschitz bound of the entire CNN is upper bounded by∏Mm=1 max(1,B(1)

m ). Specifically, for any f , f ∈ L2(Rd ):

‖F(f )−F(f )‖22 ≤( M∏

m=1max(1,B(1)

m ))‖f − f ‖22,

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Lipschitz AnalysisSecond Result

TheoremConsider a Convolutional Neural Network with M layers as describedbefore, where all scalar nonlinearities satisfy the same conditions as in theprevious result. For layer m, let B(1)

m , B(2)m , and B(3)

m denote the threeBessel bounds defined earlier. Denote by L the optimal solution of thefollowing linear program:

Γ = maxy1,...,yM ,z1,...,zM≥0

M∑m=1

zm

s.t. y0 = 1ym + zm ≤ B(1)

m ym−1, 1 ≤ m ≤ Mym ≤ B(2)

m ym−1, 1 ≤ m ≤ Mzm ≤ B(3)

m ym−1, 1 ≤ m ≤ M

(4.8)

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Lipschitz AnalysisSecond Result - cont’d

TheoremThen the Lipschitz bound satisfies Lip(F)2 ≤ Γ. Specifically, for anyf , f ∈ L2(Rd ):

‖F(f )−F(f )‖22 ≤ Γ‖f − f ‖22,

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 1: Scattering Network

The Lipschitz constant:Backpropagation/Chain rule:Lipschitz bound 40 (henceLip ≤ 6.3).

Using our main theorem,Lip ≤ 1, but Mallat’s result:Lip = 1.

Filters have been choosen as in adyadic wavelet decomposition. ThusB(1)

m = B(2)m = B(3)

m = 1, 1 ≤ m ≤ 4.

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 1: Scattering Network

The Lipschitz constant:Backpropagation/Chain rule:Lipschitz bound 40 (henceLip ≤ 6.3).Using our main theorem,Lip ≤ 1, but Mallat’s result:Lip = 1.

Filters have been choosen as in adyadic wavelet decomposition. ThusB(1)

m = B(2)m = B(3)

m = 1, 1 ≤ m ≤ 4.

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 2: A General Convolutive Neural Network

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 2: A General Convolutive Neural NetworkSet p = 2 and:

F (ω) = exp(4ω2 + 4ω + 1

4ω2 + 4ω)χ(−1,−1/2)(ω) + χ(−1/2,1/2)(ω) + exp(

4ω2 − 4ω + 14ω2 − 4ω

)χ(1/2,1)(ω).

φ1(ω) = F (ω)g1,j (ω) = F (ω + 2j − 1/2) + F (ω − 2j + 1/2) , j = 1, 2, 3, 4

φ2(ω) = exp(4ω2 + 12ω + 94ω2 + 12ω + 8

)χ(−2,−3/2)(ω) +

χ(−3/2,3/2)(ω) + exp(4ω2 − 12ω + 94ω2 − 12ω + 8

)χ(3/2,2)(ω)

g2,j (ω) = F (ω + 2j) + F (ω − 2j) , j = 1, 2, 3g2,4(ω) = F (ω + 2) + F (ω − 2)g2,5(ω) = F (ω + 5) + F (ω − 5)

φ3(ω) = exp(4ω2 + 20ω + 254ω2 + 20ω + 24

)χ(−3,−5/2)(ω) +

χ(−5/2,5/2)(ω) + exp(4ω2 − 20ω + 254ω2 − 20ω + 25

)χ(5/2,3)(ω).

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 2: A General Convolutive Neural Network

Bessel Bounds: B(1)m = 2e−1/3 =

1.43, B(2)m = B(3)

m = 1.The Lipschitz bound:

Usingbackpropagation/chain-rule:Lip2 ≤ 5.Using Theorem 1:Lip2 ≤ 2.9430.Using Theorem 2 (linearprogram): Lip2 ≤ 2.2992.

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 3: Lipschitz constant as an optimization criterionNonlinear Discriminant Analysis

In Linear Discriminant Analysis (LDA), the objective is to maximize the”separation” between two classes, while controlling the variances withinclass.A similar nonlinear discriminant can be defined:

S = ‖E[F(f )|f ∈ C1]− E[F(f )|f ∈ C2]‖2

‖Cov(F(f )|f ∈ C1)‖F + ‖Cov(F(f )|f ∈ C2)‖F.

Replace the statistics ‖Cov‖F by Lipschitz bounds:Lipschitz bound based separation:

S = ‖E[F(f )|f ∈ C1]− E[F(f )|f ∈ C2]‖2

Lip21 + Lip2

2.

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 3: Lipschitz constant as an optimization criterionNonlinear Discriminant Analysis

In Linear Discriminant Analysis (LDA), the objective is to maximize the”separation” between two classes, while controlling the variances withinclass.A similar nonlinear discriminant can be defined:

S = ‖E[F(f )|f ∈ C1]− E[F(f )|f ∈ C2]‖2

‖Cov(F(f )|f ∈ C1)‖F + ‖Cov(F(f )|f ∈ C2)‖F.

Replace the statistics ‖Cov‖F by Lipschitz bounds:Lipschitz bound based separation:

S = ‖E[F(f )|f ∈ C1]− E[F(f )|f ∈ C2]‖2

Lip21 + Lip2

2.

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 3: Lipschitz constant as an optimization criterionNonlinear Discriminant Analysis

The Lipschitz bounds Lip21 , Lip2

2 are computed using Gaussian generativemodels for the two classes: (µc ,WcW T

c ), where Wc represents thewhitening filter for class c ∈ {1, 2}.

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 3: Lipschitz constant as an optimization criterionNumerical Results

Dataset: MNIST database; input images: 28× 28 pixels. Two classes: ”3”and ”8”Classifier: 3 layer and 4 layer random CNN, followed by a trained SVM.

Figure: Results for uniformly distributed random weights

Conclusion: The error rate decreases as the Lipschitz bound separationincreases. The discriminant spread is wider.

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

Example 3: Lipschitz constant as an optimization criterionNumerical Results

Dataset: MNIST database; input images: 28× 28 pixels. Two classes: ”3”and ”8”Classifier: 3 layer and 4 layer random CNN, followed by a trained SVM.

Figure: Results for normaly distributed random weights

Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

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Radu Balan (UMD) Machine Learning and Harmonic Analysis

Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

[GAADC17] I. Gulrajani, F. Ahmed, M. Arjovsky, V. Dumoulin, A.Courville, Improved Training of Wasserstein GANs, onlinearXiv:1704.00028 [cs.LG], 29 May 2017.

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

[Mallat12] Stephane Mallat, Group invariant scattering,Communications on Pure and Applied Mathematics 65 (2012), no. 10,1331–1398.[SVS15] Tara N. Sainath, Oriol Vinyals, Andrew W. Senior, and HasimSak, Convolutional, long short-term memory, fully connected deepneural networks, 2015 IEEE International Conference on Acoustics,Speech and Signal Processing, ICASSP 2015, South Brisbane,Queensland, Australia, April 19-24, 2015, 2015, pp. 4580–4584.

[SLJSRAEVR15] Christian Szegedy, Wei Liu, Yangqing Jia, PierreSermanet, Scott Reed, Dragomir Angelov, Dumitru Erhan, VincentVanhoucke, and Andrew Rabinovich, Going deeper with convolutions,CVPR 2015, 2015.[SZSBEGF13] Christian Szegedy, Wojciech Zaremba, Ilya Sutskever,Joan Bruna, Dumitru Erhan, Ian J. Goodfellow, and Rob Fergus,

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Three Examples Problem Formulation Deep Convolutional Neural Networks Lipschitz Analysis Numerical Results

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[WB15a] Thomas Wiatowski and Helmut Bolcskei, Deep convolutionalneural networks based on semi-discrete frames, Proc. of IEEEInternational Symposium on Information Theory (ISIT), June 2015,pp. 1212–1216.

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Radu Balan (UMD) Machine Learning and Harmonic Analysis