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arXiv · 2404.14875

Regularized Gauss-Newton for Optimizing Overparameterized Neural Networks

Adeyemi D. Adeoye·Philipp Christian Petersen·Alberto Bemporad
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Abstract

The generalized Gauss-Newton (GGN) optimization method incorporates curvature estimates into its solution steps, and provides a good approximation to the Newton method for large-scale optimization problems. GGN has been found particularly interesting for practical training of deep neural networks, not only for its impressive convergence speed, but also for its close relation with neural tangent kernel regression, which is central to recent studies that aim to understand the optimization and generalization properties of neural networks. This work studies a GGN method for optimizing a two-layer neural network with explicit regularization. In particular, we consider a class of generalized self-concordant (GSC) functions that provide smooth approximations to commonly-used penalty terms in the objective function of the optimization problem. This approach provides an adaptive learning rate selection technique that requires little to no tuning for optimal performance. We study the convergence of the two-layer neural network, considered to be overparameterized, in the optimization loop of the resulting GGN method for a given scaling of the network parameters. Our numerical experiments highlight specific aspects of GSC regularization that help to improve generalization of the optimized neural network. The code to reproduce the experimental results is available at https://github.com/adeyemiadeoye/ggn-score-nn.

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Adeyemi D. Adeoye, Philipp Christian Petersen, Alberto Bemporad. 2024-04-23. Regularized Gauss-Newton for Optimizing Overparameterized Neural Networks. https://arxiv.org/abs/2404.14875

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