- Abstract: Deep neural networks, which gain great success in a wide spectrum of applications, are often time, compute and storage hungry. Curriculum learning proposed to boost training of network by a syllabus from easy to hard. However, the relationship between data complexity and network training is unclear: why hard example harm the performance at beginning but helps at end. In this paper, we aim to investigate on this problem. Similar to internal covariate shift in network forward pass, the distribution changes in weight of top layers also affects training of preceding layers during the backward pass. We call this phenomenon inverse "internal covariate shift". Training hard examples aggravates the distribution shifting and damages the training. To address this problem, we introduce a curriculum loss that consists of two parts: a) an adaptive weight that mitigates large early punishment; b) an additional representation loss for low weighted samples. The intuition of the loss is very simple. We train top layers on "good" samples to reduce large shifting, and encourage "bad" samples to learn from "good" sample. In detail, the adaptive weight assigns small values to hard examples, reducing the influence of noisy gradients. On the other hand, the less-weighted hard sample receives the proposed representation loss. Low-weighted data gets nearly no training signal and can stuck in embedding space for a long time. The proposed representation loss aims to encourage their training. This is done by letting them learn a better representation from its superior neighbours but not participate in learning of top layers. In this way, the fluctuation of top layers is reduced and hard samples also received signals for training. We found in this paper that curriculum learning needs random sampling between tasks for better training. Our curriculum loss is easy to combine with existing stochastic algorithms like SGD. Experimental result shows an consistent improvement over several benchmark datasets.
- Keywords: Curriculum Learning, Internal Covariate Shift