Monday, February 27, 2017

A Random Matrix Approach to Neural Networks

A Random Matrix Approach to Neural Networks by Cosme Louart, Zhenyu Liao, Romain Couillet

This article studies the Gram random matrix model G=1TΣTΣΣ=σ(WX), classically found in random neural networks, where X=[x1,,xT]Rp×T is a (data) matrix of bounded norm, WRn×p is a matrix of independent zero-mean unit variance entries, and σ:RR is a Lipschitz continuous (activation) function --- σ(WX) being understood entry-wise. We prove that, as n,p,T grow large at the same rate, the resolvent Q=(G+γIT)1, for γ>0, has a similar behavior as that met in sample covariance matrix models, involving notably the moment Φ=TnE[G], which provides in passing a deterministic equivalent for the empirical spectral measure of G. This result, established by means of concentration of measure arguments, enables the estimation of the asymptotic performance of single-layer random neural networks. This in turn provides practical insights into the underlying mechanisms into play in random neural networks, entailing several unexpected consequences, as well as a fast practical means to tune the network hyperparameters.

Reproducibility: Python 3 codes used to produce the results of Section 4 are available at 

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