Lénaïc Chizat

OC
h-index17
25papers
2,813citations
Novelty56%
AI Score63

25 Papers

16.1LGNov 29, 2022Code
Infinite-width limit of deep linear neural networks

Lénaïc Chizat, Maria Colombo, Xavier Fernández-Real et al.

This paper studies the infinite-width limit of deep linear neural networks initialized with random parameters. We obtain that, when the number of neurons diverges, the training dynamics converge (in a precise sense) to the dynamics obtained from a gradient descent on an infinitely wide deterministic linear neural network. Moreover, even if the weights remain random, we get their precise law along the training dynamics, and prove a quantitative convergence result of the linear predictor in terms of the number of neurons. We finally study the continuous-time limit obtained for infinitely wide linear neural networks and show that the linear predictors of the neural network converge at an exponential rate to the minimal $\ell_2$-norm minimizer of the risk.

5.3LGMar 31, 2023
On the Effect of Initialization: The Scaling Path of 2-Layer Neural Networks

Sebastian Neumayer, Lénaïc Chizat, Michael Unser

In supervised learning, the regularization path is sometimes used as a convenient theoretical proxy for the optimization path of gradient descent initialized from zero. In this paper, we study a modification of the regularization path for infinite-width 2-layer ReLU neural networks with nonzero initial distribution of the weights at different scales. By exploiting a link with unbalanced optimal-transport theory, we show that, despite the non-convexity of the 2-layer network training, this problem admits an infinite-dimensional convex counterpart. We formulate the corresponding functional-optimization problem and investigate its main properties. In particular, we show that, as the scale of the initialization ranges between $0$ and $+\infty$, the associated path interpolates continuously between the so-called kernel and rich regimes. Numerical experiments confirm that, in our setting, the scaling path and the final states of the optimization path behave similarly, even beyond these extreme points.

12.3LGNov 30, 2023
The Feature Speed Formula: a flexible approach to scale hyper-parameters of deep neural networks

Lénaïc Chizat, Praneeth Netrapalli

Deep learning succeeds by doing hierarchical feature learning, yet tuning hyper-parameters (HP) such as initialization scales, learning rates etc., only give indirect control over this behavior. In this paper, we introduce a key notion to predict and control feature learning: the angle $θ_\ell$ between the feature updates and the backward pass (at layer index $\ell$). We show that the magnitude of feature updates after one GD step, at any training time, can be expressed via a simple and general \emph{feature speed formula} in terms of this angle $θ_\ell$, the loss decay, and the magnitude of the backward pass. This angle $θ_\ell$ is controlled by the conditioning of the layer-to-layer Jacobians and at random initialization, it is determined by the spectrum of a certain kernel, which coincides with the Neural Tangent Kernel when $\ell=\text{depth}$. Given $θ_\ell$, the feature speed formula provides us with rules to adjust HPs (scales and learning rates) so as to satisfy certain dynamical properties, such as feature learning and loss decay. We investigate the implications of our approach for ReLU MLPs and ResNets in the large width-then-depth limit. Relying on prior work, we show that in ReLU MLPs with iid initialization, the angle degenerates with depth as $\cos(θ_\ell)=Θ(1/\sqrt{\ell})$. In contrast, ResNets with branch scale $O(1/\sqrt{\text{depth}})$ maintain a non-degenerate angle $\cos(θ_\ell)=Θ(1)$. We use these insights to recover key properties of known HP scalings and also to introduce a new HP scaling for large depth ReLU MLPs with favorable theoretical properties.

20.0OCMay 14, 2022Code
Trajectory Inference via Mean-field Langevin in Path Space

Lénaïc Chizat, Stephen Zhang, Matthieu Heitz et al.

Trajectory inference aims at recovering the dynamics of a population from snapshots of its temporal marginals. To solve this task, a min-entropy estimator relative to the Wiener measure in path space was introduced by Lavenant et al. arXiv:2102.09204, and shown to consistently recover the dynamics of a large class of drift-diffusion processes from the solution of an infinite dimensional convex optimization problem. In this paper, we introduce a grid-free algorithm to compute this estimator. Our method consists in a family of point clouds (one per snapshot) coupled via Schrödinger bridges which evolve with noisy gradient descent. We study the mean-field limit of the dynamics and prove its global convergence to the desired estimator. Overall, this leads to an inference method with end-to-end theoretical guarantees that solves an interpretable model for trajectory inference. We also present how to adapt the method to deal with mass variations, a useful extension when dealing with single cell RNA-sequencing data where cells can branch and die.

5.9APMar 2
Quantitative Convergence of Wasserstein Gradient Flows of Kernel Mean Discrepancies

Lénaïc Chizat, Maria Colombo, Roberto Colombo et al.

We study the quantitative convergence of Wasserstein gradient flows of Kernel Mean Discrepancy (KMD) (also known as Maximum Mean Discrepancy (MMD)) functionals. Our setting covers in particular the training dynamics of shallow neural networks in the infinite-width and continuous time limit, as well as interacting particle systems with pairwise Riesz kernel interaction in the mean-field and overdamped limit. Our main analysis concerns the model case of KMD functionals given by the squared Sobolev distance $ \mathscr{E}^ν_{s}(μ)= \frac{1}{2}\lVert μ-ν\rVert_{\dot H^{-s}}^{2}$ for any $s\geq 1 $ and $ν$ a fixed probability measure on the $d$-dimensional torus. First, inspired by Yudovich theory for the $2d$-Euler equation, we establish existence and uniqueness in natural weak regularity classes. Next, we show that for $s=1$ the flow converges globally at an exponential rate under minimal assumptions, while for $s>1$ we prove local convergence at polynomial rates that depend explicitly on $s$ and on the Sobolev regularity of $μ$ and $ν$. These rates hold both at the energy level and in higher regularity classes and are tight for $ν$ uniform. We then consider the gradient flow of the population loss for shallow neural networks with ReLU activation, which can be cast as a Wasserstein--Fisher--Rao gradient flow on the space of nonnegative measures on the sphere $\mathbb{S}^d$. Exploiting a correspondence with the Sobolev energy case with $s=(d+3)/2$, we derive an explicit polynomial local convergence rate for this dynamics. Except for the special case $s=1$, even non-quantitative convergence was previously open in all these settings. We also include numerical experiments in dimension $d=1$ using both PDE and particle methods which illustrate our analysis.

12.1OCMar 21, 2023Code
Doubly Regularized Entropic Wasserstein Barycenters

Lénaïc Chizat

We study a general formulation of regularized Wasserstein barycenters that enjoys favorable regularity, approximation, stability and (grid-free) optimization properties. This barycenter is defined as the unique probability measure that minimizes the sum of entropic optimal transport (EOT) costs with respect to a family of given probability measures, plus an entropy term. We denote it $(λ,τ)$-barycenter, where $λ$ is the inner regularization strength and $τ$ the outer one. This formulation recovers several previously proposed EOT barycenters for various choices of $λ,τ\geq 0$ and generalizes them. First, in spite of -- and in fact owing to -- being \emph{doubly} regularized, we show that our formulation is debiased for $τ=λ/2$: the suboptimality in the (unregularized) Wasserstein barycenter objective is, for smooth densities, of the order of the strength $λ^2$ of entropic regularization, instead of $\max\{λ,τ\}$ in general. We discuss this phenomenon for isotropic Gaussians where all $(λ,τ)$-barycenters have closed form. Second, we show that for $λ,τ>0$, this barycenter has a smooth density and is strongly stable under perturbation of the marginals. In particular, it can be estimated efficiently: given $n$ samples from each of the probability measures, it converges in relative entropy to the population barycenter at a rate $n^{-1/2}$. And finally, this formulation lends itself naturally to a grid-free optimization algorithm: we propose a simple \emph{noisy particle gradient descent} which, in the mean-field limit, converges globally at an exponential rate to the barycenter.

10.4LGNov 16, 2022Code
On the symmetries in the dynamics of wide two-layer neural networks

Karl Hajjar, Lenaic Chizat

We consider the idealized setting of gradient flow on the population risk for infinitely wide two-layer ReLU neural networks (without bias), and study the effect of symmetries on the learned parameters and predictors. We first describe a general class of symmetries which, when satisfied by the target function $f^*$ and the input distribution, are preserved by the dynamics. We then study more specific cases. When $f^*$ is odd, we show that the dynamics of the predictor reduces to that of a (non-linearly parameterized) linear predictor, and its exponential convergence can be guaranteed. When $f^*$ has a low-dimensional structure, we prove that the gradient flow PDE reduces to a lower-dimensional PDE. Furthermore, we present informal and numerical arguments that suggest that the input neurons align with the lower-dimensional structure of the problem.

7.2MLMar 18
ResNets of All Shapes and Sizes: Convergence of Training Dynamics in the Large-scale Limit

Louis-Pierre Chaintron, Lénaïc Chizat, Javier Maass

We establish convergence of the training dynamics of residual neural networks (ResNets) to their joint infinite depth L, hidden width M, and embedding dimension D limit. Specifically, we consider ResNets with two-layer perceptron blocks in the maximal local feature update (MLU) regime and prove that, after a bounded number of training steps, the error between the ResNet and its large-scale limit is O(1/L + sqrt(D/(L M)) + 1/sqrt(D)). This error rate is empirically tight when measured in embedding space. For a budget of P = Theta(L M D) parameters, this yields a convergence rate O(P^(-1/6)) for the scalings of (L, M, D) that minimize the bound. Our analysis exploits in an essential way the depth-two structure of residual blocks and applies formally to a broad class of state-of-the-art architectures, including Transformers with bounded key-query dimension. From a technical viewpoint, this work completes the program initiated in the companion paper [Chi25] where it is proved that for a fixed embedding dimension D, the training dynamics converges to a Mean ODE dynamics at rate O(1/L + sqrt(D)/sqrt(L M)). Here, we study the large-D limit of this Mean ODE model and establish convergence at rate O(1/sqrt(D)), yielding the above bound by a triangle inequality. To handle the rich probabilistic structure of the limit dynamics and obtain one of the first rigorous quantitative convergence for a DMFT-type limit, we combine the cavity method with propagation of chaos arguments at a functional level on so-called skeleton maps, which express the weight updates as functions of CLT-type sums from the past.

6.4MLMay 10
Quantitative Local Convergence of Mean-Field Stein Variational Gradient Flow

Lénaïc Chizat, Maria Colombo, Roberto Colombo et al.

Stein Variational Gradient Descent (SVGD) is a deterministic interacting-particle method for sampling from a target probability measure given access to its score function. In the mean-field and continuous-time limit, it is known that the flow converges weakly toward the target, but no quantitative rate is known for the last iterate. In this paper, we establish quantitative local convergence in strong norms for this dynamics, when the interaction kernel is of Riesz type on the $d$-dimensional torus. Specifically, assuming that the initial density and the target are smooth and close in $L^2$-norm, we obtain explicit polynomial convergence rates in $L^2$-norm that depend on the dimension and on the regularity parameters of the kernel, the initialization and the target. We further show that these rates are sharp in certain regimes, and support the theory with numerical experiments. In the edge case of kernels with a Coulomb singularity, we recover the global exponential convergence result established in prior work. Our analysis is inspired by recent results on Wasserstein gradient flows of kernel mean discrepancies.

2.4OCJul 25, 2023
Computational Guarantees for Doubly Entropic Wasserstein Barycenters via Damped Sinkhorn Iterations

Lénaïc Chizat, Tomas Vaškevičius

We study the computation of doubly regularized Wasserstein barycenters, a recently introduced family of entropic barycenters governed by inner and outer regularization strengths. Previous research has demonstrated that various regularization parameter choices unify several notions of entropy-penalized barycenters while also revealing new ones, including a special case of debiased barycenters. In this paper, we propose and analyze an algorithm for computing doubly regularized Wasserstein barycenters. Our procedure builds on damped Sinkhorn iterations followed by exact maximization/minimization steps and guarantees convergence for any choice of regularization parameters. An inexact variant of our algorithm, implementable using approximate Monte Carlo sampling, offers the first non-asymptotic convergence guarantees for approximating Wasserstein barycenters between discrete point clouds in the free-support/grid-free setting.

16.2OCNov 2, 2022Code
An Exponentially Converging Particle Method for the Mixed Nash Equilibrium of Continuous Games

Guillaume Wang, Lénaïc Chizat

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired machine learning applications, such as distributionally-robust learning. In those applications, the strategy sets are high-dimensional and thus methods based on discretisation cannot tractably return high-accuracy solutions. In this paper, we introduce and analyze a particle-based method that enjoys guaranteed local convergence for this problem. This method consists in parametrizing the mixed strategies as atomic measures and applying proximal point updates to both the atoms' weights and positions. It can be interpreted as a time-implicit discretization of the "interacting" Wasserstein-Fisher-Rao gradient flow. We prove that, under non-degeneracy assumptions, this method converges at an exponential rate to the exact mixed Nash equilibrium from any initialization satisfying a natural notion of closeness to optimality. We illustrate our results with numerical experiments and discuss applications to max-margin and distributionally-robust classification using two-layer neural networks, where our method has a natural interpretation as a simultaneous training of the network's weights and of the adversarial distribution.

7.9LGAug 21, 2024
Annealed Sinkhorn for Optimal Transport: convergence, regularization path and debiasing

Lénaïc Chizat

Sinkhorn's algorithm is a method of choice to solve large-scale optimal transport (OT) problems. In this context, it involves an inverse temperature parameter $β$ that determines the speed-accuracy trade-off. To improve this trade-off, practitioners often use a variant of this algorithm, Annealed Sinkhorn, that uses an nondecreasing sequence $(β_t)_{t\in \mathbb{N}}$ where $t$ is the iteration count. However, besides for the schedule $β_t=Θ(\log t)$ which is impractically slow, it is not known whether this variant is guaranteed to actually solve OT. Our first contribution answers this question: we show that a concave annealing schedule asymptotically solves OT if and only if $β_t\to+\infty$ and $β_t-β_{t-1}\to 0$. The proof is based on an equivalence with Online Mirror Descent and further suggests that the iterates of Annealed Sinkhorn follow the solutions of a sequence of relaxed, entropic OT problems, the regularization path. An analysis of this path reveals that, in addition to the well-known "entropic" error in $Θ(β^{-1}_t)$, the annealing procedure induces a "relaxation" error in $Θ(β_{t}-β_{t-1})$. The best error trade-off is achieved with the schedule $β_t = Θ(\sqrt{t})$ which, albeit slow, is a universal limitation of this method. Going beyond this limitation, we propose a simple modification of Annealed Sinkhorn that reduces the relaxation error, and therefore enables faster annealing schedules. In toy experiments, we observe the effectiveness of our Debiased Annealed Sinkhorn's algorithm: a single run of this algorithm spans the whole speed-accuracy Pareto front of the standard Sinkhorn's algorithm.

19.0MLMay 22, 2024Code
Deep linear networks for regression are implicitly regularized towards flat minima

Pierre Marion, Lénaïc Chizat

The largest eigenvalue of the Hessian, or sharpness, of neural networks is a key quantity to understand their optimization dynamics. In this paper, we study the sharpness of deep linear networks for univariate regression. Minimizers can have arbitrarily large sharpness, but not an arbitrarily small one. Indeed, we show a lower bound on the sharpness of minimizers, which grows linearly with depth. We then study the properties of the minimizer found by gradient flow, which is the limit of gradient descent with vanishing learning rate. We show an implicit regularization towards flat minima: the sharpness of the minimizer is no more than a constant times the lower bound. The constant depends on the condition number of the data covariance matrix, but not on width or depth. This result is proven both for a small-scale initialization and a residual initialization. Results of independent interest are shown in both cases. For small-scale initialization, we show that the learned weight matrices are approximately rank-one and that their singular vectors align. For residual initialization, convergence of the gradient flow for a Gaussian initialization of the residual network is proven. Numerical experiments illustrate our results and connect them to gradient descent with non-vanishing learning rate.

7.1LGOct 8, 2025
Phase Diagram of Dropout for Two-Layer Neural Networks in the Mean-Field Regime

Lénaïc Chizat, Pierre Marion, Yerkin Yesbay

Dropout is a standard training technique for neural networks that consists of randomly deactivating units at each step of their gradient-based training. It is known to improve performance in many settings, including in the large-scale training of language or vision models. As a first step towards understanding the role of dropout in large neural networks, we study the large-width asymptotics of gradient descent with dropout on two-layer neural networks with the mean-field initialization scale. We obtain a rich asymptotic phase diagram that exhibits five distinct nondegenerate phases depending on the relative magnitudes of the dropout rate, the learning rate, and the width. Notably, we find that the well-studied "penalty" effect of dropout only persists in the limit with impractically small learning rates of order $O(1/\text{width})$. For larger learning rates, this effect disappears and in the limit, dropout is equivalent to a "random geometry" technique, where the gradients are thinned randomly after the forward and backward pass have been computed. In this asymptotic regime, the limit is described by a mean-field jump process where the neurons' update times follow independent Poisson or Bernoulli clocks (depending on whether the learning rate vanishes or not). For some of the phases, we obtain a description of the limit dynamics both in path-space and in distribution-space. The convergence proofs involve a mix of tools from mean-field particle systems and stochastic processes. Together, our results lay the groundwork for a renewed theoretical understanding of dropout in large-scale neural networks.

20.5LGSep 12, 2025
The Hidden Width of Deep ResNets: Tight Error Bounds and Phase Diagrams

Lénaïc Chizat

We study the gradient-based training of large-depth residual networks (ResNets) from standard random initializations. We show that with a diverging depth $L$, a fixed embedding dimension $D$, and an arbitrary hidden width $M$, the training dynamics converges to a Neural Mean ODE training dynamics. Remarkably, the limit is independent of the scaling of $M$, covering practical cases of, say, Transformers, where $M$ (the number of hidden units or attention heads per layer) is typically of the order of $D$. For a residual scale $Θ_D\big(\fracα{LM}\big)$, we obtain the error bound $O_D\big(\frac{1}{L}+ \fracα{\sqrt{LM}}\big)$ between the model's output and its limit after a fixed number gradient of steps, and we verify empirically that this rate is tight. When $α=Θ(1)$, the limit exhibits complete feature learning, i.e. the Mean ODE is genuinely non-linearly parameterized. In contrast, we show that $α\to \infty$ yields a \lazy ODE regime where the Mean ODE is linearly parameterized. We then focus on the particular case of ResNets with two-layer perceptron blocks, for which we study how these scalings depend on the embedding dimension $D$. We show that for this model, the only residual scale that leads to complete feature learning is $Θ\big(\frac{\sqrt{D}}{LM}\big)$. In this regime, we prove the error bound $O\big(\frac{1}{L}+ \frac{\sqrt{D}}{\sqrt{LM}}\big)$ between the ResNet and its limit after a fixed number of gradient steps, which is also empirically tight. Our convergence results rely on a novel mathematical perspective on ResNets : (i) due to the randomness of the initialization, the forward and backward pass through the ResNet behave as the stochastic approximation of certain mean ODEs, and (ii) by propagation of chaos (that is, asymptotic independence of the units) this behavior is preserved through the training dynamics.

8.9OCMay 26, 2023
Local Convergence of Gradient Methods for Min-Max Games: Partial Curvature Generically Suffices

Guillaume Wang, Lénaïc Chizat

We study the convergence to local Nash equilibria of gradient methods for two-player zero-sum differentiable games. It is well-known that such dynamics converge locally when $S \succ 0$ and may diverge when $S=0$, where $S\succeq 0$ is the symmetric part of the Jacobian at equilibrium that accounts for the "potential" component of the game. We show that these dynamics also converge as soon as $S$ is nonzero (partial curvature) and the eigenvectors of the antisymmetric part $A$ are in general position with respect to the kernel of $S$. We then study the convergence rates when $S \ll A$ and prove that they typically depend on the average of the eigenvalues of $S$, instead of the minimum as an analogy with minimization problems would suggest. To illustrate our results, we consider the problem of computing mixed Nash equilibria of continuous games. We show that, thanks to partial curvature, conic particle methods -- which optimize over both weights and supports of the mixed strategies -- generically converge faster than fixed-support methods. For min-max games, it is thus beneficial to add degrees of freedom "with curvature": this can be interpreted as yet another benefit of over-parameterization.

9.2LGOct 29, 2021Code
Training Integrable Parameterizations of Deep Neural Networks in the Infinite-Width Limit

Karl Hajjar, Lénaïc Chizat, Christophe Giraud

To theoretically understand the behavior of trained deep neural networks, it is necessary to study the dynamics induced by gradient methods from a random initialization. However, the nonlinear and compositional structure of these models make these dynamics difficult to analyze. To overcome these challenges, large-width asymptotics have recently emerged as a fruitful viewpoint and led to practical insights on real-world deep networks. For two-layer neural networks, it has been understood via these asymptotics that the nature of the trained model radically changes depending on the scale of the initial random weights, ranging from a kernel regime (for large initial variance) to a feature learning regime (for small initial variance). For deeper networks more regimes are possible, and in this paper we study in detail a specific choice of ''small'' initialization corresponding to "mean-field" limits of neural networks, which we call integrable parameterizations (IPs). First, we show that under standard i.i.d. zero-mean initialization, integrable parameterizations of neural networks with more than four layers start at a stationary point in the infinite-width limit and no learning occurs. We then propose various methods to avoid this trivial behavior and analyze in detail the resulting dynamics. In particular, one of these methods consists in using large initial learning rates, and we show that it is equivalent to a modification of the recently proposed maximal update parameterization $μ$P. We confirm our results with numerical experiments on image classification tasks, which additionally show a strong difference in behavior between various choices of activation functions that is not yet captured by theory.

11.3LGOct 15, 2021Code
Gradient Descent on Infinitely Wide Neural Networks: Global Convergence and Generalization

Francis Bach, Lenaïc Chizat

Many supervised machine learning methods are naturally cast as optimization problems. For prediction models which are linear in their parameters, this often leads to convex problems for which many mathematical guarantees exist. Models which are non-linear in their parameters such as neural networks lead to non-convex optimization problems for which guarantees are harder to obtain. In this review paper, we consider two-layer neural networks with homogeneous activation functions where the number of hidden neurons tends to infinity, and show how qualitative convergence guarantees may be derived.

28.9OCJun 15, 2020
Faster Wasserstein Distance Estimation with the Sinkhorn Divergence

Lenaic Chizat, Pierre Roussillon, Flavien Léger et al.

The squared Wasserstein distance is a natural quantity to compare probability distributions in a non-parametric setting. This quantity is usually estimated with the plug-in estimator, defined via a discrete optimal transport problem which can be solved to $ε$-accuracy by adding an entropic regularization of order $ε$ and using for instance Sinkhorn's algorithm. In this work, we propose instead to estimate it with the Sinkhorn divergence, which is also built on entropic regularization but includes debiasing terms. We show that, for smooth densities, this estimator has a comparable sample complexity but allows higher regularization levels, of order $ε^{1/2}$, which leads to improved computational complexity bounds and a strong speedup in practice. Our theoretical analysis covers the case of both randomly sampled densities and deterministic discretizations on uniform grids. We also propose and analyze an estimator based on Richardson extrapolation of the Sinkhorn divergence which enjoys improved statistical and computational efficiency guarantees, under a condition on the regularity of the approximation error, which is in particular satisfied for Gaussian densities. We finally demonstrate the efficiency of the proposed estimators with numerical experiments.

25.7MLMar 12, 2020Code
Statistical and Topological Properties of Sliced Probability Divergences

Kimia Nadjahi, Alain Durmus, Lénaïc Chizat et al.

The idea of slicing divergences has been proven to be successful when comparing two probability measures in various machine learning applications including generative modeling, and consists in computing the expected value of a `base divergence' between one-dimensional random projections of the two measures. However, the topological, statistical, and computational consequences of this technique have not yet been well-established. In this paper, we aim at bridging this gap and derive various theoretical properties of sliced probability divergences. First, we show that slicing preserves the metric axioms and the weak continuity of the divergence, implying that the sliced divergence will share similar topological properties. We then precise the results in the case where the base divergence belongs to the class of integral probability metrics. On the other hand, we establish that, under mild conditions, the sample complexity of a sliced divergence does not depend on the problem dimension. We finally apply our general results to several base divergences, and illustrate our theory on both synthetic and real data experiments.

43.3OCFeb 11, 2020Code
Implicit Bias of Gradient Descent for Wide Two-layer Neural Networks Trained with the Logistic Loss

Lenaic Chizat, Francis Bach

Neural networks trained to minimize the logistic (a.k.a. cross-entropy) loss with gradient-based methods are observed to perform well in many supervised classification tasks. Towards understanding this phenomenon, we analyze the training and generalization behavior of infinitely wide two-layer neural networks with homogeneous activations. We show that the limits of the gradient flow on exponentially tailed losses can be fully characterized as a max-margin classifier in a certain non-Hilbertian space of functions. In presence of hidden low-dimensional structures, the resulting margin is independent of the ambiant dimension, which leads to strong generalization bounds. In contrast, training only the output layer implicitly solves a kernel support vector machine, which a priori does not enjoy such an adaptivity. Our analysis of training is non-quantitative in terms of running time but we prove computational guarantees in simplified settings by showing equivalences with online mirror descent. Finally, numerical experiments suggest that our analysis describes well the practical behavior of two-layer neural networks with ReLU activation and confirm the statistical benefits of this implicit bias.

31.1OCJul 24, 2019Code
Sparse Optimization on Measures with Over-parameterized Gradient Descent

Lenaic Chizat

Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the measure and running non-convex gradient descent on the positions and weights of the particles. For measures on a $d$-dimensional manifold and under some non-degeneracy assumptions, this leads to a global optimization algorithm with a complexity scaling as $\log(1/ε)$ in the desired accuracy $ε$, instead of $ε^{-d}$ for convex methods. The key theoretical tools are a local convergence analysis in Wasserstein space and an analysis of a perturbed mirror descent in the space of measures. Our bounds involve quantities that are exponential in $d$ which is unavoidable under our assumptions.

1.2GRMar 16, 2019
HexaShrink, an exact scalable framework for hexahedral meshes with attributes and discontinuities: multiresolution rendering and storage of geoscience models

Jean-Luc Peyrot, Laurent Duval, Frédéric Payan et al.

With huge data acquisition progresses realized in the past decades and acquisition systems now able to produce high resolution grids and point clouds, the digitization of physical terrains becomes increasingly more precise. Such extreme quantities of generated and modeled data greatly impact computational performances on many levels of high-performance computing (HPC): storage media, memory requirements, transfer capability, and finally simulation interactivity, necessary to exploit this instance of big data. Efficient representations and storage are thus becoming "enabling technologies'' in HPC experimental and simulation science. We propose HexaShrink, an original decomposition scheme for structured hexahedral volume meshes. The latter are used for instance in biomedical engineering, materials science, or geosciences. HexaShrink provides a comprehensive framework allowing efficient mesh visualization and storage. Its exactly reversible multiresolution decomposition yields a hierarchy of meshes of increasing levels of details, in terms of either geometry, continuous or categorical properties of cells. Starting with an overview of volume meshes compression techniques, our contribution blends coherently different multiresolution wavelet schemes in different dimensions. It results in a global framework preserving discontinuities (faults) across scales, implemented as a fully reversible upscaling at different resolutions. Experimental results are provided on meshes of varying size and complexity. They emphasize the consistency of the proposed representation, in terms of visualization, attribute downsampling and distribution at different resolutions. Finally, HexaShrink yields gains in storage space when combined to lossless compression techniques.

58.8OCDec 19, 2018Code
On Lazy Training in Differentiable Programming

Lenaic Chizat, Edouard Oyallon, Francis Bach

In a series of recent theoretical works, it was shown that strongly over-parameterized neural networks trained with gradient-based methods could converge exponentially fast to zero training loss, with their parameters hardly varying. In this work, we show that this "lazy training" phenomenon is not specific to over-parameterized neural networks, and is due to a choice of scaling, often implicit, that makes the model behave as its linearization around the initialization, thus yielding a model equivalent to learning with positive-definite kernels. Through a theoretical analysis, we exhibit various situations where this phenomenon arises in non-convex optimization and we provide bounds on the distance between the lazy and linearized optimization paths. Our numerical experiments bring a critical note, as we observe that the performance of commonly used non-linear deep convolutional neural networks in computer vision degrades when trained in the lazy regime. This makes it unlikely that "lazy training" is behind the many successes of neural networks in difficult high dimensional tasks.

53.2OCMay 24, 2018
On the Global Convergence of Gradient Descent for Over-parameterized Models using Optimal Transport

Lenaic Chizat, Francis Bach

Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study a simple minimization method: the unknown measure is discretized into a mixture of particles and a continuous-time gradient descent is performed on their weights and positions. This is an idealization of the usual way to train neural networks with a large hidden layer. We show that, when initialized correctly and in the many-particle limit, this gradient flow, although non-convex, converges to global minimizers. The proof involves Wasserstein gradient flows, a by-product of optimal transport theory. Numerical experiments show that this asymptotic behavior is already at play for a reasonable number of particles, even in high dimension.