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Dennis Elbrächter

Publications and source records attributed to Dennis Elbrächter.

9 recordsLinked to original sources

MAD: Manifold Attracted Diffusion

Score-based diffusion models are a highly effective method for generating samples from a distribution of images. We consider scenarios where the training data comes from a noisy version of the target distribution, and present an efficiently implementable modification of the inference procedure to generate noiseless samples. Our approach is motivated by the manifold hypothesis, according to which meaningful data is concentrated around some low-dimensional manifold of a high-dimensional ambient space. The central idea is that noise manifests as low magnitude variation in off-manifold directions in contrast to the relevant variation of the desired distribution which is mostly confined to on-manifold directions. We introduce the notion of an extended score and show that, in a simplified setting, it can be used to reduce small variations to zero, while leaving large variations mostly unchanged. We describe how its approximation can be computed efficiently from an approximation to the standard score and demonstrate its efficacy on toy problems, synthetic data, and real data.

stat.ML↗

Compositional Approximation Can Strictly Outperform Superpositional Approximation

Many classically studied function classes are known to be approximated optimally by superpositional methods, i.e. with approximants constructed as the linear combination of elements in some dictionary. Here optimality means that the uniform approximation error viewed as a function of the number of parameters used has polynomial decay of the highest order achievable by any parametrized method whose parameters can be encoded as a bit string of length proportional, up to logarithmic factors, to the number of parameters. While compositional methods like neural networks are structurally different, their approximation rates can be made comparable by imposing constraints that ensure such a proportional bit string encoding. In this work we study function classes exhibiting structural properties that limit superpositional approximation rates to be strictly lower than compositional approximation rates. In particular, we construct explicit examples for which there is an arbitrarily large gap.

math.NA↗

Redistributor: Transforming Empirical Data Distributions

We present an algorithm and package, Redistributor, which forces a collection of scalar samples to follow a desired distribution. When given independent and identically distributed samples of some random variable $S$ and the continuous cumulative distribution function of some desired target $T$, it provably produces a consistent estimator of the transformation $R$ which satisfies $R(S)=T$ in distribution. As the distribution of $S$ or $T$ may be unknown, we also include algorithms for efficiently estimating these distributions from samples. This allows for various interesting use cases in image processing, where Redistributor serves as a remarkably simple and easy-to-use tool that is capable of producing visually appealing results. For color correction it outperforms other model-based methods and excels in achieving photorealistic style transfer, surpassing deep learning methods in content preservation. The package is implemented in Python and is optimized to efficiently handle large datasets, making it also suitable as a preprocessing step in machine learning. The source code is available at https://github.com/paloha/redistributor.

cs.CV↗

How degenerate is the parametrization of neural networks with the ReLU activation function?

Neural network training is usually accomplished by solving a non-convex optimization problem using stochastic gradient descent. Although one optimizes over the networks parameters, the main loss function generally only depends on the realization of the neural network, i.e. the function it computes. Studying the optimization problem over the space of realizations opens up new ways to understand neural network training. In particular, usual loss functions like mean squared error and categorical cross entropy are convex on spaces of neural network realizations, which themselves are non-convex. Approximation capabilities of neural networks can be used to deal with the latter non-convexity, which allows us to establish that for sufficiently large networks local minima of a regularized optimization problem on the realization space are almost optimal. Note, however, that each realization has many different, possibly degenerate, parametrizations. In particular, a local minimum in the parametrization space needs not correspond to a local minimum in the realization space. To establish such a connection, inverse stability of the realization map is required, meaning that proximity of realizations must imply proximity of corresponding parametrizations. We present pathologies which prevent inverse stability in general, and, for shallow networks, proceed to establish a restricted space of parametrizations on which we have inverse stability w.r.t. to a Sobolev norm. Furthermore, we show that by optimizing over such restricted sets, it is still possible to learn any function which can be learned by optimization over unrestricted sets.

cs.LG↗

Deep Neural Network Approximation Theory

This paper develops fundamental limits of deep neural network learning by characterizing what is possible if no constraints are imposed on the learning algorithm and on the amount of training data. Concretely, we consider Kolmogorov-optimal approximation through deep neural networks with the guiding theme being a relation between the complexity of the function (class) to be approximated and the complexity of the approximating network in terms of connectivity and memory requirements for storing the network topology and the associated quantized weights. The theory we develop establishes that deep networks are Kolmogorov-optimal approximants for markedly different function classes, such as unit balls in Besov spaces and modulation spaces. In addition, deep networks provide exponential approximation accuracy - i.e., the approximation error decays exponentially in the number of nonzero weights in the network - of the multiplication operation, polynomials, sinusoidal functions, and certain smooth functions. Moreover, this holds true even for one-dimensional oscillatory textures and the Weierstrass function - a fractal function, neither of which has previously known methods achieving exponential approximation accuracy. We also show that in the approximation of sufficiently smooth functions finite-width deep networks require strictly smaller connectivity than finite-depth wide networks.

cs.LG↗

DNN Expression Rate Analysis of High-dimensional PDEs: Application to Option Pricing

We analyze approximation rates by deep ReLU networks of a class of multi-variate solutions of Kolmogorov equations which arise in option pricing. Key technical devices are deep ReLU architectures capable of efficiently approximating tensor products. Combining this with results concerning the approximation of well behaved (i.e. fulfilling some smoothness properties) univariate functions, this provides insights into rates of deep ReLU approximation of multi-variate functions with tensor structures. We apply this in particular to the model problem given by the price of a European maximum option on a basket of $d$ assets within the Black-Scholes model for European maximum option pricing. We prove that the solution to the $d$-variate option pricing problem can be approximated up to an $\varepsilon$-error by a deep ReLU network with depth $\mathcal{O}\big(\ln(d)\ln(\varepsilon^{-1})+\ln(d)^2\big)$ and $\mathcal{O}\big(d^{2+\frac{1}{n}}\varepsilon^{-\frac{1}{n}}\big)$ non-zero weights, where $n\in \mathbb{N}$ is arbitrary (with the constant implied in $\mathcal{O}(\cdot)$ depending on $n$). The techniques developed in the constructive proof are of independent interest in the analysis of the expressive power of deep neural networks for solution manifolds of PDEs in high dimension.

math.FA↗

Towards a regularity theory for ReLU networks -- chain rule and global error estimates

Although for neural networks with locally Lipschitz continuous activation functions the classical derivative exists almost everywhere, the standard chain rule is in general not applicable. We will consider a way of introducing a derivative for neural networks that admits a chain rule, which is both rigorous and easy to work with. In addition we will present a method of converting approximation results on bounded domains to global (pointwise) estimates. This can be used to extend known neural network approximation theory to include the study of regularity properties. Of particular interest is the application to neural networks with ReLU activation function, where it contributes to the understanding of the success of deep learning methods for high-dimensional partial differential equations.

cs.LG↗

The Oracle of DLphi

We present a novel technique based on deep learning and set theory which yields exceptional classification and prediction results. Having access to a sufficiently large amount of labelled training data, our methodology is capable of predicting the labels of the test data almost always even if the training data is entirely unrelated to the test data. In other words, we prove in a specific setting that as long as one has access to enough data points, the quality of the data is irrelevant.

cs.LG↗

The universal approximation power of finite-width deep ReLU networks

We show that finite-width deep ReLU neural networks yield rate-distortion optimal approximation (Bölcskei et al., 2018) of polynomials, windowed sinusoidal functions, one-dimensional oscillatory textures, and the Weierstrass function, a fractal function which is continuous but nowhere differentiable. Together with their recently established universal approximation property of affine function systems (Bölcskei et al., 2018), this shows that deep neural networks approximate vastly different signal structures generated by the affine group, the Weyl-Heisenberg group, or through warping, and even certain fractals, all with approximation error decaying exponentially in the number of neurons. We also prove that in the approximation of sufficiently smooth functions finite-width deep networks require strictly smaller connectivity than finite-depth wide networks.

cs.LG↗