Keywords: Convex optimization, non-convex optimization, group sparsity, $\ell_1$ norm, convex duality, polynomial time, deep learning
Abstract: We study training of Convolutional Neural Networks (CNNs) with ReLU activations and introduce exact convex optimization formulations with a polynomial complexity with respect to the number of data samples, the number of neurons, and data dimension. More specifically, we develop a convex analytic framework utilizing semi-infinite duality to obtain equivalent convex optimization problems for several two- and three-layer CNN architectures. We first prove that two-layer CNNs can be globally optimized via an $\ell_2$ norm regularized convex program. We then show that multi-layer circular CNN training problems with a single ReLU layer are equivalent to an $\ell_1$ regularized convex program that encourages sparsity in the spectral domain. We also extend these results to three-layer CNNs with two ReLU layers. Furthermore, we present extensions of our approach to different pooling methods, which elucidates the implicit architectural bias as convex regularizers.
One-sentence Summary: We study the training problem for various CNN architectures with ReLU activations and introduce equivalent finite dimensional convex formulations that can be used to globally optimize these architectures.
Supplementary Material: zip
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