{"title": "Globally Optimal On-line Learning Rules", "book": "Advances in Neural Information Processing Systems", "page_first": 322, "page_last": 328, "abstract": "", "full_text": "Globally  Optimal  On-line Learning Rules \n\nMagnus Rattray*and David Saadt \n\nDepartment of Computer Science & Applied Mathematics, \n\nAston  University, Birmingham B4 7ET, UK. \n\nAbstract \n\nWe  present a method for  determining the globally optimal on-line \nlearning rule for  a  soft  committee machine under a  statistical me(cid:173)\nchanics  framework.  This  work  complements  previous  results  on \nlocally  optimal  rules,  where  only  the  rate  of change  in  general(cid:173)\nization error was  considered.  We  maximize the total reduction in \ngeneralization error over the whole learning process and show how \nthe resulting rule can significantly outperform the locally optimal \nrule. \n\n1 \n\nIntroduction \n\nWe consider a  learning scenario in which a feed-forward neural network model (the \nstudent) emulates an unknown mapping (the teacher), given a set of training exam(cid:173)\nples produced by the teacher.  The performance of the student network is  typically \nmeasured by  its generalization error, which is  the expected error on an unseen ex(cid:173)\nample.  The aim of training is  to reduce  the  generalization error  by  adapting the \nstudent network's parameters appropriately. \nA  common  form  of training  is  on-line  learning,  where  training  patterns  are  pre(cid:173)\nsented  sequentially and  independently to the network at each learning step.  This \nform  of training can  be  beneficial in terms of both storage and computation time, \nespecially for large systems.  A frequently used on-line training method for  networks \nwith  continuous nodes  is  that of stochastic gradient descent,  since  a  differentiable \nerror  measure  can  be  defined  in  this  case.  The stochasticity  is  a  consequence  of \nthe  training error  being  determined  according  to  only  the  latest,  randomly  cho(cid:173)\nsen,  training example.  This is  to be  contrasted  with batch learning, where  all  the \ntraining examples  would  be  used  to determine the training error leading to a  de(cid:173)\nterministic algorithm.  Finding an effective  algorithm for  discrete networks  is  less \nstraightforward as the error measure is  not differentiable. \n\n\u2022  rattraym@aston.ac.uk \nt  saadd@aston.ac.uk \n\n\fGlobally Optimal On-line Learning Rules \n\n323 \n\nOften,  it is  possible to improve on the basic stochastic gradient descent  algorithm \nand a  number of modifications have been suggested in the literature.  At late times \none can use on-line estimates of second order information (the Hessian or its eigen(cid:173)\nvalues)  to ensure  asymptotically optimal performance  (e.g.,  [1,  2]).  A  number  of \nheuristics  also  exist  which  attempt  to  improve  performance during  the  transient \nphase of learning  (for  a  review,  see  [3]).  However,  these  heuristics  all  require  the \ncareful setting of parameters which can be critical to their performance.  Moreover, \nit would  be desirable to have principled and theoretically well motivated algorithms \nwhich do not rely on heuristic arguments. \nStatistical mechanics allows a  compact description for a  number of on-line learning \nscenarios in the limit of large input dimension, which we have recently employed to \npropose a method for  determining globally optimal learning rates for  on-line gradi(cid:173)\nent descent  [4].  This method will be generalized here to determine globally optimal \non-line  learning  rules  for  both  discrete  and  continuous  machines.  That  is,  rules \nwhich provide the maximum reduction in generalization error over the whole learn(cid:173)\ning process.  This provides a  natural extension to work on locally optimal learning \nrules  [5,  6],  where only the rate of change in generalization error  is  optimized.  In \nfact, for simple systems we sometimes find  that the locally optimal rule is also glob(cid:173)\nally  optimal.  However,  global optimization seems  to be rather important in more \ncomplex systems which are characterized by more degrees of freedom  and often re(cid:173)\nquire broken permutation symmetries to learn perfectly.  We will outline our general \nformalism and consider two simple and tractable learning scenarios to demonstrate \nthe method. \nIt should be pointed out that the optimal rules derived here will often require knowl(cid:173)\nedge of macroscopic properties  related to the teacher's structure which  would  not \nbe known in general.  In this sense these rules do not provide practical algorithms as \nthey stand, although some of the required macroscopic properties may be evaluated \nor estimated on the basis of data gathered as the learning progresses.  In any case \nthese  rules  provide  an upper  bound on the  performance one could  expect from  a \nreal algorithm and may be instrumental in designing practical training algorithms. \n\n2  The statistical mechanics framework \n\nFor calculating the optimal on-line learning rule we employ the statistical mechanics \ndescription of the learning process.  Under this framework,  which may be employed \nfor both smooth [7,8] and discrete sy.stems (e.g.  [9]), the learning process is captured \nby a small number of self-averaging statistics whose trajectory is deterministic in the \nlimit of large input  dimension.  In this  analysis the relevant statistics are overlaps \nbetween  weight  vectors associated with  different  nodes  of the student  and teacher \nnetworks.  The equations of motion for the evolution of these overlaps can be written \nin closed form  and can be integrated numerically to describe the dynamics. \nWe  will consider a  general two-layer soft committee machinel .  The desired teacher \nmapping  is  from  an  N-dimensional  input  space  e E  RN  onto  a  scalar  (  E  R, \nwhich the student models through a map a(J,e) = 2:~l g(Ji \u00b7e), where g(x) is the \nactivation function for the hidden layer, J  ==  {Jih<i<K is the set of input-to-hidden \nadaptive weights for  the K  hidden nodes  and the hidden-to-output weights are set \nto 1.  The activation of hidden node i  under presentation of the input pattern eJ'  is \ndenoted xr = J i  . eJ'\u00b7 \n\nIThe general result presented here also  applies to the discrete committee machine, but \n\nwe  will  limit our discussion to the soft-committee machine. \n\n\f324 \n\nM.  Rattray and D.  Saad \n\nTraining examples are of the form  (el', (I')  where J.L  =  1,2, ... , P.  The components \nof  the  independently  drawn  input  vectors  el'  are  uncorrelated  random  variables \nwith zero mean and unit variance.  The corresponding output  (I'  is  given by  a  de(cid:173)\nterministic teacher of a  similar configuration to  the student  except  for  a  possible \ndifference in the number M  of hidden units and is of the form (I' =  l:!1 g(B n  . el'), \nwhere B  ==  {Bnh<n<M  is  the set  of input-to-hidden adaptive weights.  The acti(cid:173)\nvation  of  hidden  node  n  under  presentation  of  the  input  pattern  el'  is  denoted \nY~ = Bn . el'.  We  will  use  indices  i, j, k, I ... to refer  to units  in the student  net(cid:173)\nwork and n, m, ... for  units in the teacher network.  We will use the commonly used \nquadratic deviation E(J,e)  ==  ~ [ a(J,e) - (]2, as the measure of disagreement be(cid:173)\ntween  teacher  and  student.  The  most  basic  learning  rule  is  to  perform  gradient \ndescent on this quantity.  Performance on a typical input defines  the generalization \nerror Eg(J)  ==  (E(J,e\u00bb{(}  through an average over all possible input vectors e. \nThe general form  of learning rule we  will consider is, \n\nJ~+l = J~ + ~FfJ(xl' ~I') el' \n, \n~ \n\n'N '   ,.\" \n\n(1) \n\nwhere F  ==  {Fi} depends only on the student activations and the teacher's output, \nand  not  on  the  teacher  activations  which  are  unobservable.  Note  that  gradient \ndescent  on the error takes  this  general form,  as  does  Hebbian  learning and  other \ntraining algorithms commonly used  in discrete machines.  The optimal F  can also \ndepend on the self-averaging statistics which describe the dynamics, since we  know \nhow they evolve in time.  Some of these would not  be available in a practical appli(cid:173)\ncation, although for  some simple cases  the  unobservable statistics can be deduced \nfrom observable quantities.  This is  therefore an idealization rather than a practical \nalgorithm and provides a  bound on the performance of a  real algorithm. \n\nThe activations  are distributed according to a  multivariate Gaussian  with  covari(cid:173)\nances:  (XiXk)  =  Ji\u00b7Jk ==  Qik, (XiYn)  =  Ji\u00b7Bn ==  R in , and (YnYm)  =  Bn\u00b7Bm ==  Tnm , \nmeasuring overlaps  between  student  and  teacher  vectors.  Angled  brackets  denote \naverages over input patterns.  The covariance matrix completely describes the state \nof the system and in the limit of large N  we can write equations of motion for  each \nmacroscopic (the Tnm  are fixed  and define  the teacher): \n\ndRin \ndO!  =  FiYn \n\n( \n\n) \n\ndQik \ndo:  =  Fixk + FkXi + FiFk)  , \n\n( \n\n(2) \n\nwhere angled  brackets  now  denote the averages over activations,  replacing the av(cid:173)\nerages over inputs, and  0:  = J.LIN  plays the role of a  continuous time variable. \n\n3  The globally optimal rule \n\nCarrying out  the  averaging over  input patterns one obtains  an expression for  the \ngeneralization error which  depends  exclusively on the overlaps R,Q and T.  Using \nthe dependence of their dynamics  (Eq.  2)  on F  one can easily calculate the locally \noptimal learning rule  [5]  by  taking the functional  derivative of dEg(F)/do:  to zero, \nlooking for  the rule that will maximize the reduction in generalization error at the \npresent time step.  This approach has been shown to be successful in some training \nscenarios but is  likely to fail where the learning process is  characterized by several \nphases of a  different natures  (e.g.,  multilayer networks). \n\nThe globally  optimal learning rule is found  by  minimizing the total change in gen(cid:173)\neralization error over a  fixed  time window, \n\n~fg(F)= \n\n\u00a3(F, 0:)  do:. \n\n(3) \n\nlal  dE \n\nao \n\ndgdo:  = \n0: \n\nla l \n\nao \n\n\fGlobally Optimal On-line Learning Rules \n\n325 \n\nThis is a functional of the learning rule which we minimize by a variational approach. \nFirst we can rewrite the integrand by expanding in terms of the equations of motion, \neach constrained by  a  Lagrange multiplier, \n\n\u00a3(F \n\n) =  ~ 8fg  dRin  ~ 8fg  dQik \n\n,a  ~ 8R .  da  + ~ 8Q.  da  + ~ In \n\nin \n\nIn \n\n~..\\ .  (d~n _  (F.- \u00bb) \n\nIYn \n\nd \na \n\nIk \n\nik \n+ L  Vik  (d~ik - (FiXk  + FkXi  + FiFk\u00bb)  . \n\nin \n\nik \n\na \n\n(4) \n\nThe expression for  \u00a3  still involve two  multidimensional integrations over  x  and y, \nso  taking variations in F, which may depend on x  and (  but not on y,  we  find  an \nexpression for  the optimal rule in terms of the Lagrange multipliers: \n\n(5) \nwhere v  = [Vij]  and .\\ = [..\\in].  We  define y  to be the teacher's expected field  given \nthe teacher's output and the student activations, which are observable quantities: \n\nF  = -x -\"2v \n\n1  -1  _ \n.\\y \n\ny = /  dyyp(ylx,()  . \n\n(6) \n\nNow  taking variations in the overlaps w.r.t.  the integral in Eq.  (3)  we  find  a  set of \ndifferential equations for  the Lagrange multipliers1 \n\nd..\\km \nda \n\n-\n\n_  L,,\\ .  8{FiYn)  _  LV .. 8{Fi Xj + FjXi + FiFj) \n\n. \nIn \n\nIn  8Rkm \n\n.. \nIJ \n\nI} \n\n8Rkm \n\n(7) \n\nwhere  F  takes  its  optimal value  defined  in  Eq.  (5).  The boundary  conditions  for \nthe Lagrange multipliers are, \n\nand \n\n(8) \n\nwhich are found  by  minimizing the rate of change in generalization error at ai, so \nthat  the  globally  optimal solution  reduces  to  the  locally  optimal  solution at  this \npoint, reflecting the fact  that changes at al  have no affect at other times. \nIT  the above expressions do not yield an explicit formula for  the optimal rule then \nthe rule can be determined iteratively by gradient descent on the functional Llfg(F). \nTo  determine all  the  quantities  necessary for  this procedure  requires  that we  first \nintegrate the equations for  the overlaps forward  and  then  integrate the equations \nfor  the Lagrange multipliers backwards from  the boundary conditions in Eq.  (8). \n\n4  Two tractable examples \n\nIn  order  to  apply  the  above  results  we  must  be  able  to carry  out  the  average in \nEq.  (6)  and  then  in  Eq.  (7).  These  averages  are  also  required  to  determine  the \nlocally optimal learning rule,  so  that the present  method  can  be  extended  to  any \nof the  problems  which  have  already  been  considered  under  the  criteria of  local \noptimality.  Here  we  present  two  examples  where  the  averages  can  be  computed \nin  closed  form.  The first  problem we  consider  is  a  boolean  perceptron  learning a \n\n\f326 \n\nM.  Rattray and D.  Saad \n\nlinearly separable task where  we  retrieve  the  locally optimal rule  [5].  The second \nproblem is  an over-realizable task,  where  a  soft  committee machine student learns \na  perceptron with a  sigmoidal response.  In this example the globally optimal rule \nsignificantly outperforms the locally optimal rule and exhibits a faster asymptotic \ndecay. \nBoolean perceptron:  For the boolean perceptron we  choose the activation func(cid:173)\ntion  g(x)  =  sgn(x)  and  both  teacher  and  student  have  a  single  hidden  node \n(M =  K  =  1).  The locally optimal rule was determined by Kinouchi and Caticha [5] \nand they supply the expected teacher field  given the teacher output (  = sgn(y)  and \nthe student field  x  (we  take the teacher length T  = 1 without loss of generality), \n\n_  R  ( \ny =  -\n\nQ \n\n(~exp(-if-\u00bb) \nx  + ---'-----,,..-----:-\n,erfc (-5?) \n\n(9) \n\nSubstituting this expression into the Lagrange multiplier dynamics in Eq.  (7)  shows \nthat the  ratio of .x  to v is  given  by  .x/v  =  -2Q / R,  and  Eq.  (5)  then  returns  the \nlocally optimal value for  the optimal rule: \n\nF  =  V i \n\n(  fi.. exp( _,2 z 2  ) \n\n2 .  \n\n,erfc (-~,) \n\n(10) \n\nThis  rule  leads  to  modulated  Hebbian  learning  and  the  resulting  dynamics  are \ndiscussed  in  [5].  We  also  find  that  the  locally optimal rule is  retrieved  when  the \nteacher is  corrupted by output or weight  noise  [9]. \nSoft committee machine learning a  continuous perceptron:  In this example \nthe teacher is an invertible perceptron (M =  1) while the student is a soft committee \nmachine with an arbitrary number  (K) of hidden nodes.  We  choose the activation \nfunction  g(x)  =  erf(x/v'2)  for  both  the student and  teacher since  this  allows  the \ngeneralization  error  to  be  determined  in  closed  form  [7].  This  is  an  example  of \nan over-realizable task,  since  the student  has  greater complexity than is  required \nto  learn  the  teacher's  mapping.  The  locally  optimal  rule  for  this  scenario  was \ndetermined recently  [6]. \nSince the teacher is  invertible,  the expected  teacher  activation fi  is  trivially equal \nto the true activation y.  This leads to a  particularly simple form for  the dynamics \n(the n  suffix  is  dropped since there is  only one teacher node), \n\ndRi \ndo:  = biT - Ri \n\ndQik \ndo:  = bibkT  - Qik  , \n\n(11) \nwhere  we  have  defined  bi  =  - Ej vi/ .xj /2  and  the  optimal  rule  is  given  by \nFi  =  biy - Xi.  The  Lagrange  multiplier  dynamics  in  Eq.  (7)  then  show  that  the \nrelative ratios of each Lagrange multiplier remain fixed  over time, so that bi  is  de(cid:173)\ntermined by its boundary value  (see Eq.  (8\u00bb.  It is straightforward to find  solutions \nfor  long times,  since  the  bi  approach  limiting values  for  very  small generalization \nerror (there are a number of possible solutions because of symmetries in the problem \nbut any such solution will have the same performance for long times).  For example, \none possible solution is  to have  b1  = 1 and  bi  = 0 for  all i  f:.  1,  which  leads  to an \nexponential decay of weights associated with all but a single node.  This shows how \nthe optimal performance is  achieved  when  the  complexity of the student  matches \nthat of the teacher. \n\nFigure  1 shows  results for  a  three node student learning a  continuous perceptron. \nClearly,  the  locally  optimal  rule  performs  poorly  in  comparison  to  the  globally \n\n\fGlobally Optimal On-line Learning Rules \n\n327 \n\n\u20acg \n\n100 \n\n10-2 \n\n10-4 \n\n10'\" \n\n10'\" \n\n10-'0 \n\n10-'2 \n0 \n\n--. __ .-\n\n..... \n\n'\"  .... \n\n'\" \n\n.... .... \n\n......... \n\n......... \n\n0.8 \n\n~n 0.6 \n\n0.4 \n0.2  i \n\n(\" .... \n,. \n.  \" \n\n0 \n\n-0.2 \n\n-0.4 \n\n-0.6 \n\n-0.8 \n\n, \n, \n'. \n\n, .... \n\n\" \n\n5 \n\n10 \n\n15 \n\n20 \n\n25 \n\n-1 \n\n0 \n\n5 \n\n10 \n\n15 \n\n20 \n\n25 \n\na \n\na \n\nFigure  1:  A  three  node  soft  committee  machine  student  learns  from  an  continu(cid:173)\nous  percept ron  teacher.  The figure  on the left  shows  a  log  plot  of the generaliza(cid:173)\ntion  error  for  the  globally  optimal  (solid  line)  and  locally  optimal  (dashed  line) \nalgorithms.  The  figure  on  the  right  shows  the  student-teacher  overlaps  for  the \nlocally optimal  rule,  which  exhibit  a  symmetric plateau  before  specialization oc(cid:173)\ncurs.  The overlaps where initialized randomly and uniformly with Qii  E  [0,0.5] and \n~,Qi*j E [0,10- 6]. \n\noptimal rule.  In this example the globally optimal r.ule  arrived at was one in which \ntwo nodes became correlated with the teacher while a third became anti-correlated, \nshowing  another  possible  variation  on  the  optimal rule  (we  determined  this  rule \niteratively by  gradient  descent  in  order to justify our  general  approach,  although \nthe observations  above show  how  one  can  predict  the  final  result for  long times). \nThe locally optimal rule gets caught in a symmetric plateau, characterized by a lack \nof differentiation between student vectors associated with different  nodes,  and also \ndisplays a slower asymptotic decay. \n\n5  Conclusion and future work \n\nWe  have  presented a  method for  determining the optimal on-line learning rule for \na  soft  committee  machine  under  a  statistical  mechanics  framework.  This  result \ncomplements previous work on locally optimal rules  which sought only to optimize \nthe  rate  of change  in  generalization error.  In  this  work  we  considered  the  global \noptimization  problem  of minimizing the  total  change  in  generalization error  over \nthe whole learning process.  We  gave  two simple examples for  which  the rule could \nbe determined in closed form, for  one of which, an over-realizable learning scenario, \nit  was  shown  how  the  locally optimal rule  performed  poorly in comparison to the \nglobally  optimal  rule.  It  is  expected  that  more  involved  systems  will  show  even \ngreater  difference  in  performance  between  local  and  global  optimization  and  we \nare  currently  applying the  method  to more  general  teacher  mappings.  The  main \ntechnical difficulty  is  in computing the expected  teacher activation in  Eq.  (6)  and \nthis may require the use of approximate methods in some cases. \nIt would  be interesting to compare the training dynamics obtained by the globally \noptimal rules to other approaches, heuristic and principled, aimed at incorporating \ninformation about the curvature of the error surface into the parameter modification \nrule.  In  particular we  would  like  to examine rules which  are known  to be optimal \nasymptotically (e.g.  [10]).  Another important issue is  whether one can apply these \nresults to facilitate the design of a  practical learning algorithm. \n\n\f328 \n\nM.  Rattray and D.  Saad \n\nAcknowledgement This work was  supported by the EPSRC grant  GR/L19232. \n\nReferences \n\n[1]  G.  B.  Orr and T.  K.  Leen  in  Advances  in  Neural  Information  Processing  Sys(cid:173)\ntems,  vol  9,  eds  M.  C.  Mozer,  M.  I.  Jordan and T. Petsche (MIT Press,  Cam(cid:173)\nbridge MA,  1997)  p 606. \n\n[2]  Y. LeCun, P. Y. Simard and B. Pearlmutter in Advances in Neural Information \nProcessing  Systems,  vol  5,  eds  S.  J.  Hanson,  J.  D.  Cowan  and  C.  1.  Giles \n(Morgan Kaufman, San Mateo,  CA,  1993) P  156. \n\n[3]  C.  M.  Bishop,  Neural  networks  for  pattern  recognition,  (Oxford  University \n\nPress, Oxford,  1995). \n\n[4]  D.  Saad and M.  Rattray,  Phys.  Rev.  Lett.  79,  2578  (1997). \n[5]  O.  Kinouchi and N.  Caticha J.  Phys.  A  25, 6243  (1992). \n[6]  R.  Vicente and N.  Caticha J.  Phys.  A  30, L599  (1997). \n[7]  D.  Saad  and  S.  A.  Solla,  Phys.  Rev.  Lett.  74,  4337  (1995)  and  Phys.  Rev.  E \n\n52 4225  {1995}. \n\n[8]  M.  Biehl and H.  Schwarze,  J.  Phys.  A  28, 643  (1995). \n[9]  M.  Biehl, P.  Riegler and M.  Stechert,  Phys.  Rev.  E  52, R4624  (1995). \n[10]  S.  Amari in Advances in Neural Information  Processing Systems,  vol 9,  eds M. \n\nC.  Mozer,  M.  I. Jordan and T.  Petsche (MIT Press,  Cambridge MA,  1997). \n\n\f", "award": [], "sourceid": 1373, "authors": [{"given_name": "Magnus", "family_name": "Rattray", "institution": null}, {"given_name": "David", "family_name": "Saad", "institution": null}]}