Stabilizing Gradients for Deep Neural Networks via Efficient SVD Parameterization

Jiong Zhang, Qi Lei, Inderjit S. Dhillon

Abstract: Vanishing and exploding gradients are two of the main obstacles in training deep neural networks, especially in capturing long range dependencies in recurrent neural networks (RNNs). In this paper, we present an efficient parametrization of the transition matrix of an RNN that allows us to stabilize the gradients that arise in its training. Specifically, we parameterize the transition matrix by its singular value decomposition (SVD), which allows us to explicitly track and control its singular values. We attain efficiency by using tools that are common in numerical linear algebra, namely Householder reflectors for representing the orthogonal matrices that arise in the SVD. By explicitly controlling the singular values, our proposed svdRNN method allows us to easily solve the exploding gradient problem and we observe that it empirically solves the vanishing gradient issue to a large extent. We note that the SVD parameterization can be used for any rectangular weight matrix, hence it can be easily extended to any deep neural network, such as a multi-layer perceptron. Theoretically, we demonstrate that our parameterization does not lose any expressive power, and show how it potentially makes the optimization process easier. Our extensive experimental results also demonstrate that the proposed framework converges faster, and has good generalization, especially when the depth is large.

TL;DR: To solve the gradient vanishing/exploding problems, we proprose an efficient parametrization of the transition matrix of RNN that loses no expressive power, converges faster and has good generalization.

Keywords: Recurrent Neural Network, Vanishing Gradient, Exploding Gradient, Linear Algebra, Householder Reflections