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made by Bouchra ZEITANE , Zaineb MOUNIR

under the supervision of Pr. Habib BENLAHMAR

### 1. Introduction

Deep and recurrent neural networks (DNNs and RNNs, respectively) are powerful models that achieve high performance on dicult pattern recognition problems in vision, and speech (Krizhevsky et al., 2012; Hinton et al., 2012; Dahl et al., 2012; Graves, 2012). Although their representational power is appealing, the diculty of training DNNs has prevented their widepread use until fairly recently. DNNs became the subject of renewed attention following the work of Hinton et al. (2006) who introduced the idea of greedy layerwise pre-training. This approach has since branched into a family of methods (Bengio et al., 2007), all of which train the layers of the DNN in a sequence using an auxiliary objective and then “finetune” the entire network with standard optimization methods such as stochastic gradient descent (SGD). More recently, Martens (2010) attracted considerable attention by showing that a type of truncated-Newton method called Hessian-free Optimization (HF) is capable of training DNNs from certain random initializations without the use of pre-training, and can achieve lower errors for the various auto-encoding tasks considered by Hinton & Salakhutdinov (2006). Recurrent neural networks (RNNs), the temporal analogue of DNNs, are highly expressive sequence models that can model complex sequence relationships. They can be viewed as very deep neural networks that have a “layer” for each time-step with parameter sharing across the layers and, for this reason, they are considered to be even harder to train than DNNs. Recently, Martens & Sutskever (2011) showed that the HF method of Martens (2010) could e↵ectively train RNNs on artificial problems that exhibit very long-range dependencies (Hochreiter & Schmidhuber, 1997). Without resorting to special types of memory units, these problems were considered to be impossibly dicult for first-order optimization methods due to the well known vanishing gradient problem (Bengio et al., 1994). Sutskever et al. (2011) and later Mikolov et al. (2012) then applied HF to train RNNs to perform character-level language modeling and achieved excellent results.

s. Recently, several results have appeared to challenge the commonly held belief that simpler first-order methods are incapable of learning deep models from random initializations. The work of Glorot & Bengio (2010), Mohamed et al. (2012), and Krizhevsky et al. (2012) reported little diculty training neural networks with depths up to 8 from certain well random initializations. Notably, Chapelle & Erhan (2011) used the random initialization of Glorot & Bengio (2010) and SGD to train the 11-layer autoencoder of Hinton & Salakhutdinov (2006), and were able to surpass the results reported by Hinton & Salakhutdinov (2006). While these results still fall short of those reported in Martens (2010) for the same tasks, they indicate that learning deep networks is not nearly as hard as was previously believed. The first contribution of this paper is a much more thorough investigation of the diculty of training deep and temporal networks than has been previously done. In particular, we study the e↵ectiveness of SGD when combined with well-chosen initialization schemes and various forms of momentum-based acceleration. We show that while a definite performance gap seems to exist between plain SGD and HF on certain deep and temporal learning problems, this gap can be eliminated or nearly eliminated (depending on the problem) by careful use of classical momentum methods or Nesterov’s accelerated gradient. In particular, we show how certain carefully designed schedules for the constant of momentum µ, which are inspired by various theoretical convergence-rate theorems (Nesterov, 1983; 2003), produce results that even surpass those reported by Martens (2010) on certain deep-autencoder training tasks. For the long-term dependency RNN tasks examined in Martens & Sutskever (2011), which first appeared in Hochreiter & Schmidhuber (1997), we obtain results that fall just short of those reported in that work, where a considerably more complex approach was used Our results are particularly surprising given that momentum and its use within neural network optimization has been studied extensively before, such as in the work of Orr (1996), and it was never found to have such an important role in deep learning. One explanation is that previous theoretical analyses and practical benchmarking focused on local convergence in the stochastic setting, which is more of an estimation problem than an optimization one (Bottou & LeCun, 2004). In deep learning problems this final phase of learning is not nearly as long or important as the initial “transient phase” (Darken & Moody, 1993), where a better argument can be made for the beneficial e↵ects of momentum. In addition to the inappropriate focus on purely local convergence rates, we believe that the use of poorly designed standard random initializations, such as those in Hinton & Salakhutdinov (2006), and suboptimal meta-parameter schedules (for the momentum constant in particular) has hampered the discovery of the true e↵ectiveness of first-order momentum methods in deep learning. We carefully avoid both of these pitfalls in our experiments and provide a simple to understand and easy to use framework for deep learning that is surprisingly e↵ective and can be naturally combined with techniques such as those in Raiko et al. (2011). We will also discuss the links between classical momentum and Nesterov’s accelerated gradient method (which has been the subject of much recent study in convex optimization theory), arguing that the latter can be viewed as a simple modification of the former which increases stability, and can sometimes provide a distinct improvement in performance we demonstrated in our experiments. We perform a theoretical analysis which makes clear the precise di↵erence in local behavior of these two algorithms. Additionally, we show how HF employs what can be viewed as a type of “momentum” through its use of special initializations to conjugate gradient that are computed from the update at the previous time-step. We use this property to develop a more momentum-like version of HF which combines some of the advantages of both methods to further improve on the results of Martens (2010)

### 2. Momentum and Nesterov’s Accelerated Gradient

The momentum method (Polyak, 1964), which we refer to as classical momentum (CM), is a technique for accelerating gradient descent that accumulates a velocity vector in directions of persistent reduction in the objective across iterations. . Since directions d of low-curvature have, by definition, slower local change in their rate of reduction (i.e., d>rf), they will tend to persist across iterations and be amplified by CM. Second-order methods also amplify steps in low-curvature directions, but instead of accumulating changes they reweight the update along each eigen-direction of the curvature matrix by the inverse of the associated curvature. And just as secondorder methods enjoy improved local convergence rates, Polyak (1964) showed that CM can considerably accelerate convergence to a local minimum. ). Nesterov’s Accelerated Gradient (abbrv. NAG; Nesterov, 1983) has been the subject of much recent attention by the convex optimization community (e.g., Cotter et al., 2011; Lan, 2010). Like momentum, NAG is a first-order optimization method with better convergence rate guarantee than gradient descent.

### 3. Deep Autoencoders

The aim of our experiments is three-fold. First, to investigate the attainable performance of stochastic momentum methods on deep autoencoders starting from well-designed random initializations; second, to explore the importance and e↵ect of the schedule for the momentum parameter µ assuming an optimal fixed choice of the learning rate "; and third, to compare the performance of NAG versus CM. For our experiments with feed-forward nets, we focused on training the three deep autoencoder problems described in Hinton & Salakhutdinov (2006) (see sec. A.2 for details). The task of the neural network autoencoder is to reconstruct its own input subject to the constraint that one of its hidden layers is of low-dimension. This “bottleneck” layer acts as a low-dimensional code for the original input, similar to other dimensionality reduction techniques like Principle Component Analysis (PCA). These autoencoders are some of the deepest neural networks with published results, ranging between 7 and 11 layers, and have become a standard benchmarking problem (e.g., Martens, 2010; Glorot & Bengio, 2010; Chapelle & Erhan, 2011; Raiko et al., 2011).

Because the focus of this study is on optimization, we only report training errors in our experiments. Test error depends strongly on the amount of overfitting in these problems, which in turn depends on the type and amount of regularization used during training. While regularization is an issue of vital importance when designing systems of practical utility, it is outside the scope of our discussion. And while it could be objected that the gains achieved using better optimization methods are only due to more exact fitting of the training set in a manner that does not generalize, this is simply not the case in these problems, where undertrained solutions are known to perform poorly on both the training and test sets.

### 4. Discussion

Martens (2010) and Martens & Sutskever (2011) demonstrated the e↵ectiveness of the HF method as a tool for performing optimizations for which previous attempts to apply simpler first-order methods had failed. While some recent work (Chapelle & Erhan, 2011; Glorot & Bengio, 2010) suggested that first-order methods can actually achieve some success on these kinds of problems when used in conjunction with good initializations, their results still fell short of those reported for HF. In this paper we have completed this picture and demonstrated conclusively that a large part of the remaining performance gap that is not addressed by using a well-designed random initialization is in fact addressed by careful use of momentumbased acceleration (possibly of the Nesterov type). We showed that careful attention must be paid to the momentum constant µ, as predicted by the theory for local and convex optimization. Momentum-accelerated SGD, despite being a firstorder approach, is capable of accelerating directions of low-curvature just like an approximate Newton method such as HF. Our experiments support the idea that this is important, as we observed that the use of stronger momentum (as determined by µ) had a dramatic e↵ect on optimization performance, particularly for the RNNs. Moreover, we showed that HF can be viewed as a first-order method, and as a generalization of NAG in particular, and that it already derives some of its benefits through a momentum-like mechanism.