Year: 2021

Abstract:
It is widely believed that natural image data exhibits low-dimensional structure despite the high dimensionality of conventional pixel representations. This idea underlies a common intuition for the remarkable success of deep learning in computer vision. In this work, we apply dimension estimation tools to popular datasets and investigate the role of low-dimensional structure in deep learning. We find that common natural image datasets indeed have very low intrinsic dimension relative to the high number of pixels in the images. Additionally, we find that low dimensional datasets are easier for neural networks to learn, and models solving these tasks generalize better from training to test data. Along the way, we develop a technique for validating our dimension estimation tools on synthetic data generated by GANs allowing us to actively manipulate the intrinsic dimension by controlling the image generation process. Code for our experiments may be found here.

heading: 1 INTRODUCTION
text: The idea that real-world data distributions can be described by very few variables underpins machine learning research from manifold learning to dimension reduction (Besold & Spokoiny, 2019; Fodor, 2002). The number of variables needed to describe a data distribution is known as its intrinsic dimension (ID). In applications, such as crystallography, computer graphics, and ecology, practitioners depend on data having low intrinsic dimension (Valle & Oganov, 2010; Desbrun et al., 2002; Laughlin, 2014). The utility of representations which are low-dimensional has motivated a variety of deep learning techniques including autoencoders and regularization methods (Hinton & Salakhutdinov, 2006; Vincent et al., 2010; Gonzalez & Balajewicz, 2018; Zhu et al., 2018).
It is also known that dimensionality plays a strong role in learning function approximations and non-linear class boundaries. The exponential cost of learning in high dimensions is easily captured by the trivial case of sampling a function on a cube; in d dimensions, sampling only the cube vertices would require 2d measurements. Similar behaviors emerge in learning theory. It is known that learning a manifold requires a number of samples that grows exponentially with the manifold’s intrinsic dimension (Narayanan & Mitter, 2010). Similarly, the number of samples needed to learn a well-conditioned decision boundary between two classes is an exponential function of the intrinsic dimension of the manifold on which the classes lie (Narayanan & Niyogi, 2009). Furthermore, these learning bounds have no dependence on the ambient dimension in which manifold-structured datasets live.
In light of the exponentially large sample complexity of learning high-dimensional functions, the ability of neural networks to learn from image data is remarkable. Networks learn complex decision boundaries from small amounts of image data (often just a few hundred or thousand samples per class). At the same time, generative adversarial networks (GANs) are able to learn image “manifolds” from merely a few thousand samples. The seemingly low number of samples needed to learn these manifolds strongly suggests that image datasets have extremely low-dimensional structure.
Despite the established role of low dimensional data in deep learning, little is known about the intrinsic dimension of popular datasets and the impact of dimensionality on the performance of neural networks. Computational methods for estimating intrinsic dimension enable these measurements.
We adopt tools from the dimension estimation literature to shed light on dimensionality in settings of interest to the deep learning community. Our contributions can be summarized as follows:
• We verify the reliability of intrinsic dimension estimation on high-dimensional data using generative adversarial networks (GANs), a setting in which we can a priori upper-bound the intrinsic dimension of generated data by the dimension of the latent noise vector.
• We measure the dimensionality of popular datasets such as MNIST, CIFAR-10, and ImageNet. In our experiments, we find that natural image datasets whose images contain thousands of pixels can, in fact, be described by orders of magnitude fewer variables. For example, we estimate that ImageNet, despite containing 224 × 224 × 3 = 150528 pixels per image, only has intrinsic dimension between 26 and 43; see Figure 1.
• We train classifiers on data, synthetic and real, of various intrinsic dimension and find that this variable correlates closely with the number of samples needed for learning. On the other hand, we find that extrinsic dimension, the dimension of the ambient space in which data is embedded, has little impact on generalization.
Together, these results put experimental weight behind the hypothesis that the unintuitively low dimensionality of natural images is being exploited by deep networks, and suggest that a characterization of this structure is an essential building block for a successful theory of deep learning.

heading: 2 RELATED WORK
text: While the hypothesis that natural images lie on or near a low-dimensional manifold is controversial, Goodfellow et al. (2016) argue that the low-dimensional manifold assumption is at least approximately correct for images, supported by two observations. First, natural images are locally connected, with each image surrounded by other highly similar images reachable through image transformations (e.g., contrast, brightness). Second, natural images seem to lie on a low-dimensional structure, as the probability distribution of images is highly concentrated; uniformly sampled pixels can hardly assemble a meaningful image. It is widely believed that the combination of natural scenes and sensor properties yields very sparse and concentrated image distributions, as has been supported by several empirical studies on image patches (Lee et al., 2003; Donoho & Grimes, 2005; Carlsson et al., 2008). This observation motivated work on efficient coding (Olshausen & Field, 1996) and served as a prior in computer vision (Peyré, 2009). Further, rigorous experiments have been conducted clearly supporting the low-dimensional manifold hypothesis for many image datasets (Ruderman, 1994; Schölkopf et al., 1998; Roweis & Saul, 2000; Tenenbaum et al., 2000; Brand, 2003); see also (Fefferman et al., 2016) for principled algorithms on verifying the manifold hypothesis.
The generalization literature seeks to understand why some models generalize better from training data to test data than others. One line of work suggests that the loss landscape geometry explains why neural networks generalize well (Huang et al., 2019). Other generalization work predicts that data with low dimension, along with other properties which do not include extrinsic dimension,
characterize the generalization difficulty of classification problems (Narayanan & Niyogi, 2009). In the context of deep learning, Gong et al. (2019) found that neural network features are lowdimensional. Ansuini et al. (2019) further found that the intrinsic dimension of features decreases in late layers of neural networks and observed interesting trends in the dimension of features in early layers. In contrast to Gong et al. (2019) and Ansuini et al. (2019), who find that the intrinsic dimension of internal representations is inversely correlated with high performance, we study the dimensionality of data and its impact on performance, and we make a similar finding. Zhu et al. (2018) proposed a regularizer derived from the intrinsic dimension of images augmented with their corresponding feature vectors. Another line of work in deep learning has found that neural networks rely heavily on textures which are low-dimensional (Geirhos et al., 2018; Brendel & Bethge, 2019). Similarly, some have suggested that natural images can be represented as mixtures of textures which lie on a low-dimensional manifold (Vacher & Coen-Cagli, 2019; Vacher et al., 2020).

heading: 3 INTRINSIC DIMENSION ESTIMATION
text: Given a set of sample points P ⊂ RN , it is common to assume that P lies on or near a lowdimensional manifoldM ⊆ RN of intrinsic dimension dim(M) = d N . As a measure of the degrees of freedom in a dataset, as well as the information content, there is great interest in estimating the intrinsic dimension d. In the remainder of this section, we briefly describe the dimension estimation method we use in this paper; for further information, see (Kim et al., 2019) and references therein.
One of the main approaches to intrinsic dimension estimation is to examine a neighborhood around each point in the dataset, and compute the Euclidean distance to the kth nearest neighbor. Assuming that density is constant within small neighborhoods, the Maximum Likelihood Estimation (MLE) of Levina & Bickel (2005) uses a Poisson process to model the number of points found by random sampling within a given radius around each sample point. By relating the rate of this process to the surface area of the sphere, the likelihood equations yield an estimate of the ID at a given point x as:
m̂k(x) =  1 k − 1 k−1∑ j=1 log Tk(x) Tj(x) −1 , (1) where Tj(x) is the Euclidean (`2) distance from x to its jth nearest neighbor. Levina & Bickel (2005) propose to average the local estimates at each point to obtain a global estimate m̄k = 1 n ∑n i=1 m̂k(xi). MacKay & Ghahramani (2005) suggestion a correction based on averaging of inverses
m̄k =
[ 1
n n∑ i=1 m̂k(xi) −1
]−1 =  1 n(k − 1) n∑ i=1 k−1∑ j=1 log Tk(xi) Tj(xi) −1 , (2) where n is the number of samples. We use Equation (2) as our MLE estimator throughout this paper.
Since the geometry of natural images is complex and unknown, we face two challenges when verifying the accuracy of MLE on natural image datasets. First, we need to choose a proper value of k. As shown by MacKay & Ghahramani (2005), the positive bias of the corrected estimator Equation (2) increases as k increases, but the variance decreases. In order to navigate this bias-variance tradeoff, we try various values of k in Section 4. Second, in addition to the aforementioned local uniformity assumption, MLE assumes that data arises as a sequence of i.i.d. random variables which can be written as a continuous and sufficiently smooth function of a random variable with smooth density, which may or may not be true for natural image datasets. While the truth of these assumptions is unknown on natural images, we verify the accuracy of our MLE estimates in a controlled setting in the following section.
We briefly discuss other notable techniques for dimensionality estimation. GeoMLE (Gomtsyan et al., 2019) attempts to account for non-uniformity of density and nonlinearity of manifold using a polynomial regression of standard MLE based on distances to nearest neighbors in different sized neighborhoods. However, GeoMLE chooses to approximate averages of m̂k(xi), instead of
averaging its reciprocal like Equation (2), resulting in a potentially wrong maximum likelihood estimator. As a result, we find its estimation deviates significantly from expected dimensionalities. TwoNN (Facco et al., 2017) is based on the ratio of the distances to the first and second nearest neighbors. Finally, the approach of (Granata & Carnevale, 2016) considers the distribution of geodesic distances over the data manifold, approximated by distances through kNN graphs, compared to the distribution of distances over hyperspheres of varying dimension. Unlike MLE, our preliminary experiments suggest that these techniques do not provide reasonable estimates for some natural and synthetic images which are key to this work; see Appendix A.5 for further discussion.

heading: 4 VALIDATING DIMENSION ESTIMATION WITH SYNTHETIC DATA
text: Dimensionality estimates are often applied on “simple” manifolds or toy datasets where the dimensionality is known, and so the accuracy of the methods can be validated. Image manifolds, by contrast, are highly complex, may contain many symmetries and modes, and are of unknown dimension. In principle, there is no reason why MLE-based dimensionality estimates cannot be applied to image datasets. However, because we lack knowledge of the exact dimensionality of image datasets, we cannot directly verify that MLE-based dimensionality estimates scale up to the complexity of image structures.
There is an inherent uncertainty in estimating the ID of a given dataset. First, we cannot be sure if the dataset actually resembles a sampling of points on or near a manifold. Second, there are typically no guarantees that the sampling satisfies the conditions assumed by the ID estimators we are using.
Towards a principled application of ID estimates in contexts of practical relevance to deep learning, we begin by validating that MLE methods can generate accurate dimensionality estimates for complex image data. We do this by generating synthetic image datasets using generative models for which the intrinsic dimensionality can be upper-bounded a priori. We believe such validations are essential to put recent findings in perspective (Gong et al., 2019; Ansuini et al., 2019).
GAN Images We use the BigGAN variant with 128 latent entries and outputs of size 128×128×3 trained on the ImageNet dataset (Deng et al., 2009). Using this GAN, we generate datasets with a varying number of images, where we fix most entries of the latent vectors to zero leaving only d̄ free entries to be chosen at random. As we increase the number of free entries, we expect the intrinsic dimension to increase with d̄ as an upper bound; see Section A.1 for further discussion.
In particular, we create several synthetic datasets of varying intrinsic dimensionality using the ImageNet class, basenji, and check if the estimates match our expectation. As seen in Figure 2, we observe increasing diversity with increasing intrinsic dimension. In Figure 3, we show convergence of the MLE estimate on basenji data with dimension bounded above by d̄ = 10. We observe that the estimates can be sensitive to the choice of k as discussed in prior work; see Appendix A.2 for additional GAN classes.
Scaling to large datasets. We develop a practical approach for estimating the ID of large datasets such as ImageNet. In this approach, we randomly select a fraction α of the dataset as anchors. Then, we evaluate the MLE estimate using only the anchor points, where nearest-neighbors are computed over the entire dataset. Note that, when anchors are chosen randomly, this acceleration has no impact on the expected value of the result. See Appendix A.3 for an evaluation of this approach.

heading: 5 THE INTRINSIC DIMENSION OF POPULAR DATASETS
text: In this section, we measure the intrinsic dimensions of a number of popular datasets including MNIST (Deng, 2012), SVHN (Netzer et al., 2011), CIFAR-10 and CIFAR-100 (Krizhevsky et al., 2009), ImageNet (Deng et al., 2009), MS-COCO (Lin et al., 2014), and CelebA (Liu et al., 2015). Using three different parameter settings for the MLE ID estimator, we find that the ID is indeed much smaller than the number of pixels; see Table 5. Notice that the rank order of datasets by dimension does not depend on the choice of k. A comparison of state-of-the-art (SOTA) classification accuracy on each respective dataset1 with the dimension estimates suggests a negative correlation
1Values from https://paperswithcode.com/task/image-classification.
between the intrinsic dimension and test accuracy. In the next section, we take a closer look at this phenomenon through a series of dedicated experiments.

heading: 6 INTRINSIC DIMENSION AND GENERALIZATION
text: Learning theory work has established that learning a manifold requires a number of samples that grows exponentially with the manifold’s intrinsic dimension (Narayanan & Mitter, 2010), but the required number of samples is independent of the extrinsic dimension. Specifically, the number of
samples needed to learn a well-conditioned decision boundary between two classes is exponential in the intrinsic dimension of the manifold on which the classes lie (Narayanan & Niyogi, 2009).
We leverage dimension estimation tools to empirically verify these theoretical findings using a family of binary classification problems defined over both synthetic and real datasets of varying intrinsic dimension. In these experiments, we observe a connection between the intrinsic dimension of data and generalization. Specifically, we find that classification problems on data of lower intrinsic dimensionality are easier to solve.

heading: 6.1 SYNTHETIC GAN DATA: SAMPLE COMPLEXITY DEPENDS ON INTRINSIC (NOT EXTRINSIC) DIMENSIONALITY
text: The synthetic GAN data generation technique described in Section 4 provides a unique opportunity to test the relationship between generalization and the intrinsic/extrinsic dimensionality of images. By creating datasets with controlled intrinsic dimensionality, we may compare their sample complexity, that is the number of samples required to obtain a given level of test error. Specifically we test the following two hypotheses (1) data of lower intrinsic dimensionality has lower sample complexity than that of higher intrinsic dimensionality and (2) extrinsic dimensionality is irrelevant for sample complexity.
To investigate hypothesis (1), we create four synthetic datasets of varying intrinsic dimensionality: 16, 32, 64, 128, fixed extrinsic dimensionality: 3×32×32, and two classes: basenji and beagle. For each dataset we fix a test set of size N = 1700. For all experiments, we use the ResNet-18 (width = 64) architecture (He et al., 2016). We then train models until they fit their entire training set with increasing amounts of training samples and measure the test error. We show these results in Figure 4. Observing the varying rates of growth, we see that data of higher intrinsic dimension requires more samples to achieve a given test error.
For hypothesis (2), we carry out the same experiment with the roles of intrinsic and extrinsic dimension switched. We create four synthetic datasets of varying extrinsic dimensionality by resizing the images with nearest-neighbor interpolation. Specifically we create 6 datasets of square, 3-channel images of sizes 16, 32, 64, 128, 256, fixed intrinsic dimensionality of size 128, and all other experimental details the same. We show these results in Figure 5. Observing the lack of variable growth rates, we see that extrinsic dimension has little to no effect on sample complexity.
To the best of our knowledge, this is the first experimental demonstration that intrinsic but not extrinsic dimensionality matters for the generalization of deep networks.

heading: 6.2 REAL DATA: INTRINSIC DIMENSIONALITY MATTERS FOR GENERALIZATION
text: Next, we examine the sample complexity of binary classification tasks from four common image datasets: MNIST, SVHN, CIFAR-10, and ImageNet. This case differs from the synthetic case in that we have no control over each dataset’s intrinsic dimension. Instead, we estimate it via the MLE method discussed in Section 3. To account for variable difficulty of classes, we randomly sample 5 class pairs from each dataset and run the previously described sample complexity experiment. Note that these subsets differ from those used in Table 5, where the estimates are taken from the entire dataset and across all classes.
On these sampled subsets, we find the MLE estimates as shown in Table 2. Note that these estimates are consistent with expectation, e.g. MNIST is qualitatively simpler then SVHN or CIFAR-10.
We conduct the same sample complexity experiment as the previous section on the datasets. Because these datasets are ordinarily of varying extrinsic dimensionality, we resize all to size 32 × 32 × 3 (before applying MLE). We report results in Figure 6, where we overall observe trends ordered by intrinsic dimensionality estimate. These results are consistent with expectation of the relative hardness of each dataset. However, there are some notable differences from the synthetic case. Several unexpected cross-over points exist in the low-sample regime, and the gap between SVHN and CIFAR-10 is smaller than one may expect based on their estimated intrinsic dimension.
From these observations we conclude that intrinsic dimensionality is indeed relevant to generalization on real data, but it is not the only feature of data that influences sample complexity.

heading: 6.3 REAL DATA: ADDING NOISE CHANGES DIMENSIONALITY TO AFFECT GENERALIZATION
text: In this section, we examine an alternative technique for changing the intrinsic dimension of a real dataset: adding noise to images. Here we leverage the fact that uniformly sampled noise in [0, 1]d has dimension d. We thus add independent noise, drawn uniformly from a fixed randomly oriented d-dimensional unit hypercube embedded in pixel space, to each sample in a dataset. This procedure ensures that the dataset has dimension at least d. Since the natural data we use has low dimension, and the hypercubes have high dimension, this procedure specifically increases dimensionality. We note that estimation error may occur when there is an insufficient number of samples to achieve
a proper estimate. Since the variation in images in a dataset may still be dominated by non-noise directions, we expect to underestimate the new increased dimensions of these noised datasets.
Starting with CIFAR-10 data, we add noise of varying dimensions, where we replace pixels at random in the image. We only add noise to an image once to keep the augmented dataset the same size as the original. We use the following noise dimensionalities: 256, 512, 1024, 2048, 2560. The estimated dimensions of the noised datasets are listed in Table 3. We see that intrinsic dimension increases with increasing noise dimensionality, but dimensionality does not saturate to the maximum true dimension, likely due to a poverty of samples.
On these noisy CIFAR-10 datasets, we again carry out the sample complexity experiment of the previous sections. We show results in Figure 7. We observe sample complexity largely in the same order as intrinsic dimension.

heading: 6.4 MANIPULATING THE INTRINSIC DIMENSIONALITY OF FONTS
text: In this section, we describe a final technique for studying the effect of intrinsic dimensionality on sample complexity on the recently proposed FONTS dataset (Stutz et al., 2019). Beginning with a collection of characters and font types, termed a prototype set by the authors, FONTS datasets are constructed using a fixed set of data augmentations: scaling, translation, rotation, and sheering. In
principle, these augmentations each increase the intrinsic dimension of the prototype set allowing us to synthetically alter the intrinsic dimension by varying the number of augmentations used.
We construct 5 FONTS datasets in this way, FONTS-{0, 1, 2, 3, 4}, where the suffix denotes the number of transformations used in the data generation process. The MLE estimates on each of the datasets are given in Table 4.
Consistent with expectation, we observe that MLE methods consistently resolve the increased dimesionality of transformed datasets. Carrying out the sample complexity experiment of the previous section, we report results in Figure 8. We observe again that, on the whole, sample complexity is ordered by intrinsic dimension.

heading: 7 DISCUSSION
text: In this work, we measure the intrinsic dimension of popular image datasets and show that the intrinsic dimension of data matters for deep learning. While there may be many factors, such as class separation and the number of classes, which determine generalization, we build the case that intrinsic dimension is one of these important factors. Along the way, we introduce a technique for using GANs to synthesize data while manipulating dimensionality. This technique is useful not only for validating dimension estimation methods but also for examining the learning behavior of neural networks under a dimension-controlled environment. In addition to synthetic data, we verify that dimension plays a large role in learning on natural data. Our results support the commonly held belief that low dimensional structure underpins the success of deep learning on high-resolution data.
These findings raise a number of salient directions for future work. Methods for enhancing neural network learning on high-dimensional data could improve generalization on hard vision problems. To this end, a deeper understanding of the mechanisms by which dimensionality plays a role in learning may enable such methods. Additionally, our work indicates that different dimensionality estimation tools are better suited for different settings. Future work on computing tighter and more reliable estimates specific to image data would allow the community to more precisely study the relationship between the dimensionality of image datasets and learning.

heading: ACKNOWLEDGEMENTS
text: This work was supported by the DARPA GARD and DARPA QED programs. Further support was provided by the AFOSR MURI program, and the National Science Foundation’s DMS division. Computation resources were funded by the Sloan Foundation.

heading: 3 1.1 2.6 6.1 10.5 16.0 20.0 20.0

heading: 4 1.5 3.6 8.2 14.0 21.0 26.0 26.0

heading: 5 1.7 4.1 9.3 15.7 23.5 28.7 28.5

heading: 6 1.8 4.4 9.9 16.6 24.9 30.3 29.9

heading: 7 1.9 4.6 10.4 17.2 25.8 31.2 30.6

heading: 8 1.9 4.7 10.7 17.6 26.4 31.7 31.1

heading: 9 2.0 4.9 10.9 18.0 26.8 31.9 31.5

heading: 10 2.0 5.0 11.1 18.2 27.1 32.1 31.7

heading: 15 2.1 5.3 11.6 18.8 27.8 32.3 31.7

heading: 20 2.2 5.5 11.8 19.0 27.9 31.9 31.3

heading: 25 2.2 5.7 12.0 19.2 27.9 31.5 30.8
text: A.5 COMPARING MLE TO OTHER ESTIMATORS IN A CONTROLLED SETTING
To validate MLE in comparison to other estimators, we evaluate three other dimensionality estimation methods: GeoMLE (Gomtsyan et al., 2019), TwoNN (Facco et al., 2017) and kNN graph distances (Granata & Carnevale, 2016). For GeoMLE, we sample a total of 20 bootstrap subsets (M = 20) and use k1 = 20, k2 = 55 as recommended by Gomtsyan et al. (2019). To extend the kNN graph distance method to large datasets, we randomly sample a subset of samples (fixed to 10,000 for datasets with more than 10,000 samples) and use shortest graph distances to their k nearest neighbors to estimate the IDs. Other settings are as default in the implementations of Granata & Carnevale (2016).
First, we validate each method on datasets of uniformly sampled from d-dimensional hypercubes. We report these results in Figure 14. Each method works reasonable on low-dimensional cubes. We observed the Shortest Path method to give erratic estimates on cubes of higher dimension, and have omitted these. TwoNN has poor sample efficiency for higher dimensional cubes. Interestingly, GeoMLE estimates these high dimensional cubes well.
Next, we report estimation results on basenji 10 for TwoNN, kNN graph distance, and GeoMLE methods in Figure 15. Comparing against the MLE results in Figure 3, we observe that each other method does not achieve an accurate estimate in this sample regime, thus motivating our focus on MLE. Notably, GeoMLE and TwoNN severely overestimate dimension, while the kNN graph distance method severely underestimates dimension.
On MNIST, CIFAR-10, CIFAR-100, and SVHN, the results of these other estimation methods also deviate from expectation (Table 6). For example, TwoNN assigns a significantly higher dimension
estimate to MNIST than to CIFAR-100, which contradicts both intuition and the results of other estimators. We set k = 4 and number of bins to 1000, and use default settings for all other parameters including rMAX.

Review summaries:
The authors report a novel application of GANs to validate the maximum likelihood estimator (MLE) of the intrinsic dimension (ID) of image data sets. Then they use the MLE ID estimator to characterize the intrinsic dimension of several commonly used computer vision data sets, and link the data set ID to the generalizability of trained classifiers.  They provide additional experiments that support the notion that it is intrinsic dimension, and not extrinsic dimension (i.e. # of pixels), that governs the performance of a binary classifier on these data sets. Also, they verify that dimension plays a large role in learning on natural data.