On the implicit minimization of alternative loss functions when training deep networks

1 INTRODUCTION . In the last few years , deep learning has succeeded in establishing state of the art performances in a wide variety of tasks in fields like computer vision , natural language processing and bioinformatics ( LeCun et al. , 2015 ) . Understanding when and how these networks generalize better is important to keep improving their performance . Many works starting mainly from Neyshabur et al . ( 2015 ) , Zhang et al . ( 2017 ) and Keskar et al . ( 2017 ) hint to a rich interplay between regularization and the optimization process of learning the weights of the network . The idea is that a form of inductive bias can be realized implicitly by the optimization algorithm . In this paper , we investigate the implicit bias induced from using different learning rates and batch sizes when minimizing the cross-entropy loss with SGD . A common theory is that more noise in the gradient bias the solution toward flatter minima ( Keskar et al. , 2017 ) . We draw a connection between a particular measure of flatness and margin based loss functions1 . Our contributions are the following : 1 . A new loss function ( Gcdf loss ) that can be interpreted as a measure of flatness for the 0−1 loss ( for the top layer ’ s weights of the network ) . 2 . A methodology consisting in tracking alternative loss functions during training and comparing them for a given training loss value to try to uncover implicit biases in the optimization algorithm applied to varying the learning rate and batch size in SGD . 3 . Experimental results on CIFAR10 and MNIST showing that larger learning rates and smaller batch sizes are better at implicitly minimizing the cross-entropy loss with larger temperature parameter , the hinge loss with larger margin parameter and the Gcdf loss with larger standard deviation parameter . At the opposite , smaller learning rates and larger batch sizes are better at implicitly minimizing the cross-entropy loss , the hinge loss and the Gcdf loss with smaller values of their respective parameter . 1The concept of margin has been link to generalization of deep networks ; see for example Bartlett et al . ( 2017 ) , Poggio et al . ( 2019 ) and Jiang et al . ( 2019 ) We do not propose to modify optimization algorithms to try to improve large batch training but we instead try to offer new insights on how the solutions it produces are different from solutions resulting from small batch training ( or larger learning rates ) . The hope is to eventually succeed at incorporating the inductive bias in the objective being optimized instead of relying on the implicit bias of the optimization algorithm . It is not yet clear to what extent this goal can be realized ( and by what means2 ) and we certainly do not claim to be reaching it . We offer only a partial understanding of some of the differences between large batch training ( or using small learning rates ) and small batch training ( or using large learning rates ) through the behavior of alternative loss functions during training . 2 RELATED WORK . It was observed by Zhang et al . ( 2017 ) that deep networks can often obtain good results without explicit regularization even if they have the capacity to essentially memorize the training set . They hypothesized that SGD is probably acting as an implicit regularizer . Also , the earlier work of Neyshabur et al . ( 2015 ) brought forward the idea that optimization might be implicitly biasing the trajectory toward low norm models . Since then , many works have investigated the idea of implicit regularization for neural networks ( linear or non-linear ) . For example , Arora et al . ( 2019 ) studied how gradient descent finds low rank solutions for matrix completion with deep linear networks . Soudry et al . ( 2018 ) showed that gradient descent converges to the max-margin solution for logistic regression and Lyu & Li ( 2019 ) provides and extension to deep non-linear homogeneous networks . In contrast to these works , we study empirically how the optimization algorithm implicitly minimizes alternative loss functions during the course of training . A highly studied source of implicit bias from the optimization algorithm is the ability to reach flatter minima . In Keskar et al . ( 2017 ) , the worst loss that can be obtained when slightly perturbing the parameters is considered as a measure of sharpness while Neyshabur et al . ( 2017 ) considered the expected loss under Gaussian noise in the weights . We consider a measure of sharpness ( section 3 ) similar to Neyshabur et al . ( 2017 ) and we apply it to the 0 − 1 loss directly instead of the usual surrogate cross-entropy loss . The batch size and the learning rate are two ways to control the noise in the gradient which might influence the sharpness of the resulting solution ( see for example Smith & Le ( 2018 ) , Smith et al . ( 2018 ) ) . In conjunction with increasing the learning rate , different strategies like training for more epochs ( Hoffer et al. , 2017 ) , “ warm up ” ( Goyal et al. , 2017 ) and using a separate learning rate for each layer based on the norm of the weights ( You et al. , 2017 ) have been proposed to improve the performance of large batch training . Instead of trying to offer a new modification to the optimization algorithm , we try here to capture the inductive bias into computationally efficient to use loss functions in the hope of eventually simplifying the design of optimization algorithms . 3 GCDF LOSS . This section introduces a loss function based on the idea of flat minima . It is defined as a measure of sharpness for the 0 − 1 loss . The main motivation for introducing this loss function is that it is simultaneously a measure of sharpness and a margin based loss function establishing a clear relationship between these ideas . Furthermore , as opposed to the cross-entropy loss and the Hinge loss , it is bounded and non-convex ( see section 4.1 for a visual comparison ) . It thus offers more diversity to the loss functions investigated in this paper . We start with the binary linear case in 3.1 and then extend to the multi-class case in 3.2 . For deep networks , this loss will be applied on the top layer . It is a possible extension to our work to consider loss functions applied on multiple layers maybe in a similar fashion to Elsayed et al . ( 2018 ) . 2see for example Arora et al . ( 2019 ) about the difficulties to capture the implicit bias of gradient descent with norms . 3.1 BINARY LINEAR CASE . Let f ( w , x ) = wTx + b , where w , x ∈ Rn and b ∈ R. Consider the 0 − 1 loss for a binary linear classifier : L ( f ( w , x ) , y ) = 1 [ y ( wTx+b ) < 0 ] , where 1 is the indicator function . Note that we will write all the loss functions for single examples ( x , y ) throughout the paper and it will be understood that the training loss is obtained by taking the mean over the training set . We smooth ( or “ robustify ” ) the 0− 1 loss by considering its expectation under Gaussian noise in the weights . This loss function will then be denoted by Lσ ( w , x , y ) when the standard deviation is σ . Consider the random variable ∼ N ( 0 , σ2I ) , where N ( 0 , σ2I ) is a zero mean isotropic Gaussian distribution with covariance matrix σ2I . Since ( w + ) Tx + b is distributed as a Gaussian distribution with mean wTx + b and variance σ2||x||2 , we get that y ( ( w + ) Tx+ b ) is distributed as a Gaussian distribution with mean y ( wTx+ b ) and the same variance . Therefore , Lσ ( w , x , y ) = E L ( f ( w + , x ) , y ) = Φ ( −y ( wTx+ b ) σ||x|| ) , ( 1 ) where Φ is the Gaussian cumulative distribution function ( Gcdf ) given by Φ ( z ) = 1√ 2π ∫ z −∞ exp ( −t2 2 ) dt . ( 2 ) If we assume that x is normalized , the loss Lσ is a ( decreasing ) function of yf ( w , x ) ( it is a margin based loss function in the terminology from Lin ( 2004 ) for example ) . 3.2 MULTI-CLASS CASE . Suppose the number of classes is m and now consider the affine mapping f ( W , x ) = Wx+ b with x ∈ Rn , b ∈ Rm and W ∈ Rm×n . For some fixed x ∈ Rn and denoting by wj the jth row of W , let sj : = wTj x+ bj be the corresponding score for class j . Finally , let sj ( j ) : = ( wj + j ) Tx+ bj be the perturbed score , j an isotropic Gaussian random variable with mean 0 and covariance matrix σ2I . For a given class y , we get P { sy ( y ) 6= max j sj ( j ) } ≤ ∑ j 6=y P { sj ( j ) > sy ( y ) } ( 3 ) = ∑ j 6=y P { sj − sy > ( y − j ) Tx } ( 4 ) = ∑ j 6=y Φ ( sj − sy ||x||σ √ 2 ) , ( 5 ) since ( y − j ) Tx follows a zero mean Gaussian distribution with variance 2σ2||x||2 . We define Lσ ( W , x , y ) : = ∑ j 6=y Φ ( sj − sy ||x||σ √ 2 ) . ( 6 ) This is an upper bound on the probability that the classifier does not predict y under Gaussian noise on W . We will experiment with this Gcdf loss function on top of feedforward neural networks ( and also with other loss functions ) in the following sections . In all the experiments , we use normalization to enforce ||x|| = 1 ( this x now represents the feature vector for the top layer ) . 4 IMPLICIT MINIMIZATION OF DIFFERENT LOSS FUNCTIONS . In this section , we track different loss functions while training deep neural networks with the crossentropy loss varying the learning rates and batch sizes in SGD with momentum . The results in the main text are obtained while training on CIFAR10 . Results on MNIST are given in Appendix A . The following loss functions are considered : cross-entropy with different values of temperature , Hinge loss with different margin parameters and the Gcdf loss with different standard deviation parameters . For the cross-entropy loss , the temperature T divides the scores sj before the softmax function . That is , the probability for class j is then given by exp ( sj/T ) ∑ k exp ( sk/T ) . ( 7 ) Remark that the positive homogeneity of the Relu implies that normalizing each layer of the network is equivalent to take T equal to the product of the norm of the layers . The cross-entropy loss after normalization at the end of training is investigated in Liao et al . ( 2018 ) . In contrast , we consider here multiple values for T and investigate the behavior during training . Given the probabilities for each class , the cross-entropy loss ( on a single example ) is then the negative log probability for the correct class . For its part , the multi-class Hinge loss with margin parameter γ ( on a single example ) is given by ∑ j 6=y max { 0 , γ + ( sj − sy ) } . ( 8 ) The Gcdf loss with standard deviation parameter σ has been described and motivated in the previous section .

Summary: This paper want to show that minimizing cross-entropy loss will simultaneously minimize Hinge loss with different margins, cross-entropy loss with different temperatures and a newly introduced Gcdf loss with different standard deviations. The main contribution is a new gcdf loss based on Gaussian-perturbed parameters. However, this loss can only be used with linear models. For deep models, the authors suggest that only measure this loss on the top layer of model.