On Vacuous and Non-Vacuous Generalization Bounds for Deep Neural Networks.
Deep neural networks have been empirically successful in a variety of tasks, however their theoretical understanding is still poor. In particular, modern deep neural networks have many more parameters than training data. Thus, in principle they should overfit the training samples and exhibit poor generalization to the complete data distribution. Counter intuitively however, they manage to achieve both high training accuracy and high testing accuracy. One can prove generalization using a validation set, however this can be difficult when training samples are limited and at the same time we do not obtain any information about why deep neural networks generalize well. Another approach is to estimate the complexity of the deep neural network. The hypothesis is that if a network with high training accuracy has high complexity it will have memorized the data, while if it has low complexity it will have learned generalizable patterns. In the first part of this thesis we explore Spectral Complexity, a measure of complexity that depends on combinations of norms of the weight matrices of the deep neural network. For a dataset that is difficult to classify, with no underlying model and/or no recurring pattern, for example one where the labels have been chosen randomly, spectral complexity has a large value, reflecting that the network needs to memorize the labels, and will not generalize well. Putting back the real labels, the spectral complexity becomes lower reflecting that some structure is present and the network has learned patterns that might generalize to unseen data. Spectral complexity results in vacuous estimates of the generalization error (the difference between the training and testing accuracy), and we show that it can lead to counterintuitive results when comparing the generalization error of different architectures. In the second part of the thesis we explore non-vacuous estimates of the generalization error. In Chapter 2 we analyze the case of PAC-Bayes where a posterior distribution over the weights of a deep neural network is learned using stochastic variational inference, and the generalization error is the KL divergence between this posterior and a prior distribution. We find that a common approximation where the posterior is constrained to be Gaussian with diagonal covariance, known as the mean-field approximation, limits significantly any gains in bound tightness. We find that, if we choose the prior mean to be the random network initialization, the generalization error estimate tightens significantly. In Chapter 3 we explore an existing approach to learning the prior mean, in PAC-Bayes, from the training set. Specifically, we explore differential privacy, which ensures that the training samples contribute only a limited amount of information to the prior, making it distribution and not training set dependent. In this way the prior should generalize well to unseen data (as it hasn't memorized individual samples) and at the same time any posterior distribution that is close to it in terms of the KL divergence will also exhibit good generalization.
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