Skip to content

Latest commit

 

History

History
65 lines (40 loc) · 3.12 KB

README.md

File metadata and controls

65 lines (40 loc) · 3.12 KB
Raw

gaussian-preact

Computations related to the paper Gaussian Pre-Activations in Neural Networks: Myth or Reality? (P. Wolinski, J. Arbel).

This package computes the functions $\phi_{\theta}$. One can try the main features of this package by using Example01_Full_computation.ipynb.

Reminder

We want to find a pair $(\mathrm{P}, \phi)$ such that:

$$W \sim \mathrm{P}, X \sim \mathcal{N}(0, 1) \Rightarrow W \phi(X) \sim \mathcal{N}(0, 1).$$

We have chosen $W \sim \mathcal{W}(\theta, 1)$, the symmetric Weibull distribution of parameters $(\theta, 1)$, that is, the CDF of $W$ is:

$$F_W(t) = \frac{1}{2} + \frac{1}{2}\mathrm{sgn}(t) \exp\left(-|t|^{\theta} \right).$$

Thus, given $\theta$, we have to compute the corresponding odd activation function $\phi_{\theta}$ such that:

$$W \sim \mathrm{P}_{\theta} = \mathcal{W}(\theta, 1), X \sim \mathcal{N}(0, 1) \Rightarrow W \phi_{\theta}(X) \sim \mathcal{N}(0, 1).$$

Two steps:

  1. find a symmetric distribution $\mathrm{Q}_{\theta}$ such that:

$$W \sim \mathrm{P}_{\theta}, Y \sim \mathrm{Q}_{\theta} \Rightarrow W Y \sim \mathcal{N}(0, 1);$$

  1. find an odd function $\phi_{\theta}$ such that:

$$X \sim \mathcal{N}(0, 1) \Rightarrow Y := \phi_{\theta}(X) \sim \mathrm{Q}_{\theta}.$$

First step

We approximate by $g_{\Lambda}$ (where $\Lambda$ represent the parameters of $g$) the theoretical density $f_Y$ of $\mathrm{Q}_{\theta}$. Let $Y$ be a random variable sampled from to $g_{\Lambda}$. Let G := W Y. We have then the CDF of $|G|$:

$$F_{\Lambda}(z) = \int_{0}^{\infty} F_{|W|}\left(\frac{z}{t}\right) g_{\Lambda}(t) \mathrm{d} t.$$

Therefore, we only have to optimize the following loss according to $\Lambda$:

$$\ell(\Lambda) := || \hat{F}_{\Lambda} - F_{|G|} ||_{\infty}.$$

For that, we:

  1. use integration.ParameterizedFunction as function $g_{\Lambda}$;
  2. perform the integration with integration.Integrand;
  3. compute the loss;
  4. backpropagate the gradient of the loss through the computation of the integral to compute $\frac{\partial \ell}{\partial \Lambda}$;
  5. make a gradient step to train $\Lambda$.

This optimization process is coded in optimization.find_density.

Second step

Once $g_{\Lambda}$ has been optimized, let us denote by $F_{\mathrm{Q}}$ the related CDF: $F_{\mathrm{Q}}' = g_{\Lambda}$ with $F_{\mathrm{Q}}(-\infty) = 0$ and $F_{\mathrm{Q}}(\infty) = 1$. We then have:

$$\phi_{\theta}(x) := F_{\mathrm{Q}}^{-1}(F_X(x)),$$

where $F_X$ is the CDF of $X \sim \mathcal{N}(0, 1)$.

To compute $\phi_{\theta}$, we perform:

  1. an interpolation: make a numerical computation of $\phi_{\theta}(x)$ for several $x$;
  2. an approximation: build a function that approximates well the "interpolation" (or "graph") computed at step 1:
    a. propose a family of parameterized functions activation.ActivationFunction that would fit well the interpolation for any $\theta$,
    b. for a given $\theta$, opzimize the parameters of activation.ActivationFunction by gradient descent, so that the graph of the final function would be close to the interpolation.

This optimization process is coded in optimization.find_activation.