Chi Thanh Lam

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2papers

2 Papers

LGFeb 27, 2024
Implicit Regularization via Spectral Neural Networks and Non-linear Matrix Sensing

Hong T. M. Chu, Subhro Ghosh, Chi Thanh Lam et al.

The phenomenon of implicit regularization has attracted interest in recent years as a fundamental aspect of the remarkable generalizing ability of neural networks. In a nutshell, it entails that gradient descent dynamics in many neural nets, even without any explicit regularizer in the loss function, converges to the solution of a regularized learning problem. However, known results attempting to theoretically explain this phenomenon focus overwhelmingly on the setting of linear neural nets, and the simplicity of the linear structure is particularly crucial to existing arguments. In this paper, we explore this problem in the context of more realistic neural networks with a general class of non-linear activation functions, and rigorously demonstrate the implicit regularization phenomenon for such networks in the setting of matrix sensing problems, together with rigorous rate guarantees that ensure exponentially fast convergence of gradient descent.In this vein, we contribute a network architecture called Spectral Neural Networks (abbrv. SNN) that is particularly suitable for matrix learning problems. Conceptually, this entails coordinatizing the space of matrices by their singular values and singular vectors, as opposed to by their entries, a potentially fruitful perspective for matrix learning. We demonstrate that the SNN architecture is inherently much more amenable to theoretical analysis than vanilla neural nets and confirm its effectiveness in the context of matrix sensing, via both mathematical guarantees and empirical investigations. We believe that the SNN architecture has the potential to be of wide applicability in a broad class of matrix learning scenarios.

MLFeb 22, 2022
On Average-Case Error Bounds for Kernel-Based Bayesian Quadrature

Xu Cai, Chi Thanh Lam, Jonathan Scarlett

In this paper, we study error bounds for {\em Bayesian quadrature} (BQ), with an emphasis on noisy settings, randomized algorithms, and average-case performance measures. We seek to approximate the integral of functions in a {\em Reproducing Kernel Hilbert Space} (RKHS), particularly focusing on the Matérn-$ν$ and squared exponential (SE) kernels, with samples from the function potentially being corrupted by Gaussian noise. We provide a two-step meta-algorithm that serves as a general tool for relating the average-case quadrature error with the $L^2$-function approximation error. When specialized to the Matérn kernel, we recover an existing near-optimal error rate while avoiding the existing method of repeatedly sampling points. When specialized to other settings, we obtain new average-case results for settings including the SE kernel with noise and the Matérn kernel with misspecification. Finally, we present algorithm-independent lower bounds that have greater generality and/or give distinct proofs compared to existing ones.