Random Sketching for Neural Networks With ReLU.

Abstract

Training neural networks is recently a hot topic in machine learning due to its great success in many applications. Since the neural networks' training usually involves a highly nonconvex optimization problem, it is difficult to design optimization algorithms with perfect convergence guarantees to derive a neural network estimator of high quality. In this article, we borrow the well-known random sketching strategy from kernel methods to transform the training of shallow rectified linear unit (ReLU) nets into a linear least-squares problem. Using the localized approximation property of shallow ReLU nets and a recently developed dimensionality-leveraging scheme, we succeed in equipping shallow ReLU nets with a specific random sketching scheme. The efficiency of the suggested random sketching strategy is guaranteed by theoretical analysis and also verified via a series of numerical experiments. Theoretically, we show that the proposed random sketching is almost optimal in terms of both approximation capability and learning performance. This implies that random sketching does not degenerate the performance of shallow ReLU nets. Numerically, we show that random sketching can significantly reduce the computational burden of numerous backpropagation (BP) algorithms while maintaining their learning performance.