1. Neural networks (3) Regularization Autoencoder
Recurrent neural network
Goodfellow, Bengio, Courville, “Deep Learning”
Charte, “A practical tutorial on autoencoders for nonlinear feature fusion”
Le, “A tutorial on Deep Learning”

2. More on regularization
Neural network models are extremely versatile – potential for overfitting
Regularization aims at reducing the EPE, not the training error.
Too flexible
High variance
Low bias
Too rigid
Low variance
High bias

3. More on regularization
Parameter Norm Penalties
The regularized loss function:
L2 Regularization:
The gradient becomes:
The update step becomes:

4. More on regularization
L1 Regularization
The loss function:
The gradient:
Dataset Augmentation
Generate new (x, y) pairs by transforming the x inputs in the training set.
Ex:
In object recognition, translating the training images a few pixels in each direction
rotating the image or scaling the image

5. More on regularization
Early Stopping
treat the number of training steps as another hyperparameter
requires a validation set
can be combined with other regularization strategies

6. More on regularization

7. More on regularization
Parameter Sharing
CNN is an example
Grows large network without dramatically increasing the number of unique model parameters  without requiring a corresponding increase in training data.
Sparse Representation
L1 penalization induces a sparse parametrization
Representational sparsity means a representation
where many of the elements of the representation are zero
Achieved by:
L1 penalty on the elements of the representation
hard constraint on the activation values

8. More on regularization
sparse parametrization
Representational sparsity
h is a function of x that represents the information present in , but does so with a sparse vector.

9. More on regularization
Dropout
Bagging (bootstrap aggregating) reduces generalization error by combining several models - train several different models separately, then have all of the models vote on the output for test examples

10. More on regularization
Dropout
Neural networks have many solution points.
random initialization
random selection of minibatches
differences in hyperparameters
different outcomes of non-deterministic implementations
different members of the ensemble make partially independent errors
However, training multiple models is impractical when each model is a large neural network.

11. More on regularization
Dropout provides an inexpensive approximation to training and evaluating a bagged ensemble of exponentially many neural networks.
Use a minibatch-based learning algorithm
Each time, randomly sample a different binary mask vector μ to apply to all of the input and hidden units in the network.
The probability of sampling a mask value of one (causing a unit to be included) is a hyperparameter
Run forward propagation, back-propagation, and the learning update as usual.

12. More on regularization

13. More on regularization
Dropout training minimizes EμJ(θ, μ). The expectation contains exponentially many terms： 2number of non-output nodes
The unbiased estimate is obtained by randomly sampling values of μ.
Most of the exponentially large number of models are not explicitly trained.
A tiny fraction of the possible sub-networks are each trained for a single step, and the parameter sharing causes the remaining sub-networks to arrive at good settings of the parameters.
“weight scaling inference rule”: approximate the ensemble output pensemble by evaluating p(y | x) in one model: the model with all units, but with the weights going out of unit i multiplied by the probability of including unit i.

14. Autoencoder
Seeks data structure within X
Serves as a good starting point to fit CNN
Map data {x(1), x(2),…, x(m)} to {z(1), z(2),…, z(m)} of lower dimension.
Recover X from Z.
In the linear case: Example: data compression

15. Autoencoder
This is a linear autoencoder.
The objective function:
Can be minimized by stochastic gradient descent.

16. Autoencoder
Nonlinear autoencoder – finds nonlinear structures in the data.
Multiple layers can extract highly nonlinear structure.

17. Autoencoder
Undercomplete, if the encoding layer has a lower dimensionality than the input.
Overcomplete, if the encoding layer has the same or more units than the input (restrictions needed to avoid copying the data)

18. Autoencoder
Purposes:
nonlinear dimensionality reduction
feature learning
de-noising
generative modeling
Sparse autoencoder:
A sparsity penalty on the code layer
often to learn features for another task such as classification

19. Autoencoder
We can think of feedforward networks trained by
supervised learning as performing a kind of
representation learning.
- the last layer is a (generalized) linear classifier
- previous layers learn data presentation for the classifier
- hidden layers take on nonlinear properties that make the classification task easier.
Unsupervised learning tries to capture the shape of the input distribution. – Can sometimes be useful for another task supervised learning with the same input domain
Greedy layer-wise unsupervised pre-training can be used.

20. Autoencoder

21. Autoencoder
Autoencoder for the pre-training of a classification task:

22. Autoencoder
Denoising autoencoder (DAE): receives a corrupted data point as input, and predict the original, uncorrupted data point as its output.
Minimize

23. Autoencoder

24. Recurrent neural networks (RNNs)
recurrent neural networks: operating on a sequence that contains vectors x(t) with the time step index t ranging from 1 to τ.
Challenges:
A feedforward network that processes sentences of fixed length
won’t work on extracting the time, as weights are associated to location.
“I went to Nepal in 2009”
“In 2009, I went to Nepal.”
τ can be different for different inputs.
Goal: Share statistical strength across different sequence lengths and across different positions.

25. Recurrent neural networks
Ex:
statistical language modeling - predict the next word given previous words
Predicting stock price based on the existing data:

26. Computational Graph
Ex:

27. Computational Graph
a dynamical system driven by an external signal x(t),

28. Recurrent neural networks
Three sets of parameters:
input to hidden weights (W),
hidden to hidden weights (U)
hidden to label weight (V)
Minimize a cost function, e.g. (y − f (x))2 to obtain the appropriate weights.
Can use back propagation again – ”Back propagation through time (BPTT)”

29. Recurrent neural networks
Assume the output is discrete.
For each time step from t = 1 to t = τ,
The input sequence and output sequence are of same length
The total loss:

30. Recurrent neural networks
gradient computation involves
A forward propagation pass moving left to right through the unrolled graph
A backward propagation pass moving right to left through the graph (back-propagation through time, or BPTT)

31. Major areas of application Speech Recognition and Signal Processing
Deep learning
Major areas of application
Speech Recognition and Signal Processing
Object Recognition
Natural Language Processing ……
The technique is not applicable to all areas. In some challenging areas where data is limited:
Training data size (subjects) is still too small compared to the number of variables
Neural network could be applied when human selection of variables is done first.
Existing knowledge, in the form of existing networks, are already explicitly used, instead of being learned from data. They are hard to beat with a limited amount of data.
IEEE Trans Pattern Anal Mach Intell Aug;35(8):