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Monte Carlo dropout may effectively capture model uncertainty in deep learning, where a measure of uncertainty is obtained by using multiple instances of dropout at test time. However, Monte Carlo dropout is applied across the whole network…

Signal Processing · Electrical Eng. & Systems 2020-02-03 Liangping Ma , John Kaewell

We investigate the asymptotic risk of a general class of overparameterized likelihood models, including deep models. The recent empirical success of large-scale models has motivated several theoretical studies to investigate a scenario…

Machine Learning · Statistics 2021-03-16 Ryumei Nakada , Masaaki Imaizumi

The uncertainty measurement of classifiers' predictions is especially important in applications such as medical diagnoses that need to ensure limited human resources can focus on the most uncertain predictions returned by machine learning…

Machine Learning · Computer Science 2019-07-18 Xuchao Zhang , Fanglan Chen , Chang-Tien Lu , Naren Ramakrishnan

The regularization and output consistency behavior of dropout and layer-wise pretraining for learning deep networks have been fairly well studied. However, our understanding of how the asymptotic convergence of backpropagation in deep…

Machine Learning · Computer Science 2017-02-23 Vamsi K Ithapu , Sathya N Ravi , Vikas Singh

Among Bayesian methods, Monte-Carlo dropout provides principled tools for evaluating the epistemic uncertainty of neural networks. Its popularity recently led to seminal works that proposed activating the dropout layers only during…

Machine Learning · Computer Science 2023-02-07 Emanuele Ledda , Giorgio Fumera , Fabio Roli

We provide a detailed study on the implicit bias of gradient descent when optimizing loss functions with strictly monotone tails, such as the logistic loss, over separable datasets. We look at two basic questions: (a) what are the…

We propose a combinatorial and graph-theoretic theory of dropout by modeling training as a random walk over a high-dimensional graph of binary subnetworks. Each node represents a masked version of the network, and dropout induces stochastic…

Machine Learning · Computer Science 2025-05-30 Sahil Rajesh Dhayalkar

The vast majority of deep models use multiple gradient signals, typically corresponding to a sum of multiple loss terms, to update a shared set of trainable weights. However, these multiple updates can impede optimal training by pulling the…

Machine Learning · Computer Science 2020-10-15 Zhao Chen , Jiquan Ngiam , Yanping Huang , Thang Luong , Henrik Kretzschmar , Yuning Chai , Dragomir Anguelov

We develop a mean-field theory of dropout as a perturbation of critical signal propagation at the edge of chaos. Dropout shifts the perfect-alignment fixed point, making the depth scale for information propagation finite even at critical…

Machine Learning · Computer Science 2026-05-22 Lucas Fernandez Sarmiento

A fairly comprehensive analysis is presented for the gradient descent dynamics for training two-layer neural network models in the situation when the parameters in both layers are updated. General initialization schemes as well as general…

Machine Learning · Computer Science 2020-02-27 Weinan E , Chao Ma , Lei Wu

Using a large number of parameters , deep neural networks have achieved remarkable performance on computer vison and natural language processing tasks. However the networks usually suffer from overfitting by using too much parameters.…

Computer Vision and Pattern Recognition · Computer Science 2018-10-24 Zhengsu Chen Jianwei Niu Qi Tian

Dropout is a very effective method in preventing overfitting and has become the go-to regularizer for multi-layer neural networks in recent years. Hierarchical mixture of experts is a hierarchically gated model that defines a soft decision…

Machine Learning · Computer Science 2018-12-27 Ozan İrsoy , Ethem Alpaydın

We study the relationship between model complexity and out-of-sample performance in the context of mean-variance portfolio optimization. Representing model complexity by the number of assets, we find that the performance of low-dimensional…

Portfolio Management · Quantitative Finance 2024-12-02 Yonghe Lu , Yanrong Yang , Terry Zhang

There has been growing interest in generalization performance of large multilayer neural networks that can be trained to achieve zero training error, while generalizing well on test data. This regime is known as 'second descent' and it…

Machine Learning · Statistics 2022-09-30 Eng Hock Lee , Vladimir Cherkassky

Classical statistical learning theory predicts a U-shaped relationship between test loss and model capacity, driven by the bias-variance trade-off. Recent advances in modern machine learning have revealed a more complex pattern,…

Machine Learning · Statistics 2026-04-23 Yin Liu , Jianwen Cai , Didong Li

We analyse the learning performance of Distributed Gradient Descent in the context of multi-agent decentralised non-parametric regression with the square loss function when i.i.d. samples are assigned to agents. We show that if agents hold…

Machine Learning · Statistics 2019-11-14 Dominic Richards , Patrick Rebeschini

In this paper, we theoretically prove that gradient descent can find a global minimum of non-convex optimization of all layers for nonlinear deep neural networks of sizes commonly encountered in practice. The theory developed in this paper…

Machine Learning · Statistics 2020-06-18 Kenji Kawaguchi , Jiaoyang Huang

Deep learning is the state-of-the-art in fields such as visual object recognition and speech recognition. This learning uses a large number of layers and a huge number of units and connections. Therefore, overfitting is a serious problem…

Machine Learning · Computer Science 2017-11-10 Kazuyuki Hara

We consider a model for logistic regression where only a subset of features of size $p$ is used for training a linear classifier over $n$ training samples. The classifier is obtained by running gradient descent (GD) on logistic loss. For…

Machine Learning · Statistics 2020-05-12 Zeyu Deng , Abla Kammoun , Christos Thrampoulidis

Dropout is one of the most popular regularization techniques in neural network training. Because of its power and simplicity of idea, dropout has been analyzed extensively and many variants have been proposed. In this paper, several…

Machine Learning · Statistics 2022-06-23 Masanari Kimura , Hideitsu Hino