NAJan 20, 2017
A modified Newton method for multilinear PageRankPei-Chang Guo
When studying the multilinear PageRank problem, a system of polynomial equations needs to be solved. In this paper, we develop convergence theory for a modified Newton method in a particular parameter regime. The sequence of vectors produced by Newton-like method is monotonically increasing and converges to the nonnegative solution. Numerical results illustrate the effectiveness of this procedure.
LGFeb 5, 2021
Regularization for convolutional kernel tensors to avoid unstable gradient problem in convolutional neural networksPei-Chang Guo
Convolutional neural networks are very popular nowadays. Training neural networks is not an easy task. Each convolution corresponds to a structured transformation matrix. In order to help avoid the exploding/vanishing gradient problem, it is desirable that the singular values of each transformation matrix are not large/small in the training process. We propose three new regularization terms for a convolutional kernel tensor to constrain the singular values of each transformation matrix. We show how to carry out the gradient type methods, which provides new insight about the training of convolutional neural networks.
LGJul 25, 2019
A Frobenius norm regularization method for convolutional kernels to avoid unstable gradient problemPei-Chang Guo
Convolutional neural network is a very important model of deep learning. It can help avoid the exploding/vanishing gradient problem and improve the generalizability of a neural network if the singular values of the Jacobian of a layer are bounded around $1$ in the training process. We propose a new penalty function for a convolutional kernel to let the singular values of the corresponding transformation matrix are bounded around $1$. We show how to carry out the gradient type methods. The penalty is about the structured transformation matrix corresponding to a convolutional kernel. This provides a new regularization method about the weights of convolutional layers.
NAAug 26, 2015
A fast Newton-Shamanskii iteration for M/G/1-type and GI/M/1-type Markov chainsPei-Chang Guo
For the nonlinear matrix equations arising in the analysis of M/G/1-type and GI/M/1-type Markov chains, the minimal nonnegative solution $G$ or $R$ can be found by Newton-like methods. Recently a fast Newton's iteration is proposed in \cite{Houdt2}. We apply the Newton-Shamanskii iteration to the equations. Starting with zero initial guess or some other suitable initial guess, the Newton-Shamanskii iteration provides a monotonically increasing sequence of nonnegative matrices converging to the minimal nonnegative solution. We use the technique in \cite{houdt2} to accelerate the Newton-Shamanskii iteration. Numerical examples illustrate the effectiveness of the Newton-Shamanskii iteration.