Global Optimality Beyond Two Layers: Training Deep ReLU Networks via Convex Programs
This provides a theoretical foundation for training deep networks, potentially benefiting researchers in machine learning theory, though it is incremental as it extends convex methods to three layers.
The paper tackles the challenge of understanding deep neural networks by showing that training three-layer ReLU networks with weight decay can be reformulated as a convex optimization problem, enabling global optimization with polynomial-time complexity in sample and dimension size for fixed network width.
Understanding the fundamental mechanism behind the success of deep neural networks is one of the key challenges in the modern machine learning literature. Despite numerous attempts, a solid theoretical analysis is yet to be developed. In this paper, we develop a novel unified framework to reveal a hidden regularization mechanism through the lens of convex optimization. We first show that the training of multiple three-layer ReLU sub-networks with weight decay regularization can be equivalently cast as a convex optimization problem in a higher dimensional space, where sparsity is enforced via a group $\ell_1$-norm regularization. Consequently, ReLU networks can be interpreted as high dimensional feature selection methods. More importantly, we then prove that the equivalent convex problem can be globally optimized by a standard convex optimization solver with a polynomial-time complexity with respect to the number of samples and data dimension when the width of the network is fixed. Finally, we numerically validate our theoretical results via experiments involving both synthetic and real datasets.