IMA Data Science Seminar: Deep Networks and the Multiple Manifold Problem
Data science seminars hosted by the The Institute for Mathematics and Its Applications (IMA) take place on Tuesdays from 1:25 p.m. - 2:25 p.m.
This week, John Wright (Columbia University), will be giving a lecture titled "Deep Networks and the Multiple Manifold Problem".
Registration is required to access the Zoom webinar.
Abstract
Data with low-dimensional nonlinear structure are ubiquitous in engineering and scientific problems. We study a model problem with such structure—a binary classification task that uses a deep fully-connected neural network to classify data drawn from two disjoint smooth curves on the unit sphere. Aside from mild regularity conditions, we place no restrictions on the configuration of the curves. We prove that when (i) the network depth is large relative to certain geometric properties that set the difficulty of the problem and (ii) the network width and number of samples is polynomial in the depth, randomly-initialized gradient descent quickly learns to correctly classify all points on the two curves with high probability. To our knowledge, this is the first generalization guarantee for deep networks with nonlinear data that depends only on intrinsic data properties. Our analysis draws on ideas from harmonic analysis and martingale concentration for handling statistical dependencies in the initial (random) network. We sketch applications to invariant vision, and to gravitational wave astronomy, where leveraging low-dimensional structure leads to statistically optimal tests for identifying signals in noise.
Biography
John Wright is an associate professor in Electrical Engineering at Columbia University. He is also affiliated with the Department of Applied Physics and Applied Mathematics and Columbia’s Data Science Institute. He received his PhD in Electrical Engineering from the University of Illinois at Urbana Champaign in 2009. Before joining Columbia he was with Microsoft Research Asia from 2009-2011. His research interests include sparse and low-dimensional models for high-dimensional data, optimization (convex and otherwise), and applications in imaging and vision. His work has received a number of awards and honors, including the 2012 COLT Best Paper Award and the 2015 PAMI TC Young Researcher Award.