Efficient Global Optimization of Two-layer ReLU Networks: Quadratic-time Algorithms and Adversarial Training

• Published in: arXiv.org
• Main Authors: Bai, Yatong, Gautam, Tanmay, Sojoudi, Somayeh
• Format: Paper
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 06.01.2022
• Subjects: Algorithms; Approximation; Artificial neural networks; Back propagation networks; Complexity; Computational geometry; Convergence; Convexity; Global optimization; Mathematical analysis; Optimization; Robustness; Training
• ISSN: 2331-8422

The non-convexity of the artificial neural network (ANN) training landscape brings inherent optimization difficulties. While the traditional back-propagation stochastic gradient descent (SGD) algorithm and its variants are effective in certain cases, they can become stuck at spurious local minima and are sensitive to initializations and hyperparameters. Recent work has shown that the training of an ANN with ReLU activations can be reformulated as a convex program, bringing hope to globally optimizing interpretable ANNs. However, naively solving the convex training formulation has an exponential complexity, and even an approximation heuristic requires cubic time. In this work, we characterize the quality of this approximation and develop two efficient algorithms that train ANNs with global convergence guarantees. The first algorithm is based on the alternating direction method of multiplier (ADMM). It solves both the exact convex formulation and the approximate counterpart. Linear global convergence is achieved, and the initial several iterations often yield a solution with high prediction accuracy. When solving the approximate formulation, the per-iteration time complexity is quadratic. The second algorithm, based on the "sampled convex programs" theory, is simpler to implement. It solves unconstrained convex formulations and converges to an approximately globally optimal classifier. The non-convexity of the ANN training landscape exacerbates when adversarial training is considered. We apply the robust convex optimization theory to convex training and develop convex formulations that train ANNs robust to adversarial inputs. Our analysis explicitly focuses on one-hidden-layer fully connected ANNs, but can extend to more sophisticated architectures.