Algorithms for solving optimization problems arising from deep neural net models: smooth problems

Vyacheslav Kungurtsev; Tomas Pevny

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arXiv · 1807.00172

Algorithms for solving optimization problems arising from deep neural net models: smooth problems

Vyacheslav Kungurtsev·Tomas Pevny

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Abstract

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the empirical risk is, however, highly nonlinear. This presents a challenge to application and development of appropriate optimization algorithms for solving the problem. In this paper, we summarize the primary challenges involved and present the case for a Newton-based method incorporating directions of negative curvature, including promising numerical results on data arising from security anomally deetection.

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Vyacheslav Kungurtsev, Tomas Pevny. 2018-06-30. Algorithms for solving optimization problems arising from deep neural net models: smooth problems. https://arxiv.org/abs/1807.00172

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