Regularization Matters: A Nonparametric Perspective on Overparametrized Neural Network

07/06/2020
by   Wenjia Wang, et al.
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Overparametrized neural networks trained by gradient descent (GD) can provably overfit any training data. However, the generalization guarantee may not hold for noisy data. From a nonparametric perspective, this paper studies how well overparametrized neural networks can recover the true target function in the presence of random noises. We establish a lower bound on the L_2 estimation error with respect to the GD iteration, which is away from zero without a delicate choice of early stopping. In turn, through a comprehensive analysis of ℓ_2-regularized GD trajectories, we prove that for overparametrized one-hidden-layer ReLU neural network with the ℓ_2 regularization: (1) the output is close to that of the kernel ridge regression with the corresponding neural tangent kernel; (2) minimax optimal rate of L_2 estimation error is achieved. Numerical experiments confirm our theory and further demonstrate that the ℓ_2 regularization approach improves the training robustness and works for a wider range of neural networks.

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