Publish Date:

Jul 22, 2024

Serial Number:

2023PA1003

Views: 101
Downloads: 1
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Rama Cont

@ramacont

Professor of Mathematics, Chair of Mathematical Finance, University of Oxford

Asymptotic Analysis of Deep Residual Networks

Key Findings


We investigate the asymptotic properties of deep Residual networks (ResNets) as the number of layers increases. We first show the existence of scaling regimes for trained weights markedly different from those implicitly assumed in the neural ODE literature. We study the convergence of the hidden state dynamics in these scaling regimes, showing that one may obtain an ODE, a stochastic differential equation (SDE) or neither of these. In particular, our findings point to the existence of a diffusive regime in which the deep network limit is described by a class of stochastic differential equations (SDEs). Finally, we derive the corresponding scaling limits for the backpropagation dynamics.


Abstract


Residual networks, or ResNets, are multilayer neural network architectures in which a skip connection is introduced at every layer. This allows very deep networks to be trained by circumventing vanishing and exploding gradients, mentioned in [3]. The increased depth in ResNets has lead to commensurate performance gains in applications ranging from speech recognition to computer vision.

  • [1] S. Arora, N. Cohen, N. Golowich, and W. Hu, A Convergence Analysis of Gradient Descent for Deep Linear Neural Networks, in 7th International Conference on Learning Representations (ICLR), 20 [2] T. Bachlechner, B. P. Majumder, H. Mao, G. Cottrell, and J. McAuley, ReZero is all you need: fast convergence at large depth, in Proceedings of Machine Learning Research, vol. 161, PMLR, 2021, pp. 1352–1361. [3] Y. Bengio, P. Simard, and P. Frasconi, Learning long-term dependencies with gradient descent is difficult, IEEE Transactions on Neural Networks, 5 (1994), pp. 157–166.

  • #Machine learning
  • #Finance
  • #ResNets
  • #Residual networks
  • #neural ODE
  • #Market Regime

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Category

  • Machine Learning

Author Type

  • Academic

Authors

  • Rama Cont