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Elena Celledoni (NTNU, Norway)
Thursday 14 November 2019, 15:00-16:00
Deep learning as optimal control problems: models and numerical methods
- đ¤ Speaker: Elena Celledoni (NTNU, Norway)
- đ Date & Time: Thursday 14 November 2019, 15:00 - 16:00
- đ Venue: MR 14
Abstract
We consider recent work where deep learning neural networks have been interpreted as discretisations of an optimal control problem subject to an ordinary differential equation constraint. We review the first order conditions for optimality, and the conditions ensuring optimality after discretisation. This leads to a class of algorithms for solving the discrete optimal control problem which guarantee that the corresponding discrete necessary conditions for optimality are fulfilled. The differential equation setting lends itself to learning additional parameters such as the time discretisation. We explore this extension alongside natural constraints (e.g. time steps lie in a simplex). We compare these deep learning algorithms numerically in terms of induced flow and generalisation ability.
Series This talk is part of the Applied and Computational Analysis series.
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