2020/07/06 by Hu, Tianyang, Wang, Wenjia, Lin, Cong +1 · 2 citations
#FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
paper · doi:10.48550/arxiv.2007.02486
Overparametrized neural networks trained by gradient descent (GD) can provably overfit any training data. However, the generalization guarantee may not hold for noisy data. From a nonparametric perspective, this paper studies how well overparametrized neural networks can recover the true target function in the presence of random noises. We establish a lower bound on the L2 estimation error with respect to the GD iterations, which is away from zero without a delicate scheme of early stopping. In turn, through a comprehensive analysis of ℓ2-regularized GD trajectories, we prove that for overparametrized one-hidden-layer ReLU neural network with the ℓ2 regularization: (1) the output is close to that of the kernel ridge regression with the corresponding neural tangent kernel; (2) minimax optimal rate of L2 estimation error can be achieved. Numerical experiments confirm our theory and further demonstrate that the ℓ2 regularization approach improves the training robustness and works for a wider range of neural networks.