Universiteit Leiden

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Lecture

Mathematics of Deep Learning

Date
Thursday 18 March 2021
Time
Address
Online
Rene Vidal is the Herschel Seder Professor of Biomedical Engineering and the Inaugural Director of the Mathematical Institute for Data Science at The Johns Hopkins University.

Mathematics of Deep Learning

The past few years have seen a dramatic increase in the performance of recognition systems thanks to the introduction of deep networks for representation learning. However, the mathematical reasons for this success remain elusive. For example, a key issue is that the neural network training problem is nonconvex, hence optimization algorithms may not return a global minima. In addition, the regularization properties of algorithms such as dropout remain poorly understood. The first part of this talk will overview recent work on the theory of deep learning that aims to understand how to design the network architecture, how to regularize the network weights, and how to guarantee global optimality. The second part of this talk will present sufficient conditions to guarantee that local minima are globally optimal and that a local descent strategy can reach a global minima from any initialization. Such conditions apply to problems in matrix factorization, tensor factorization and deep learning. The third part of this talk will present an analysis of the optimization and regularization properties of dropout for matrix factorization in the case of matrix factorization.

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