arXiv:1711.00165stat.ML
Deep Neural Networks as Gaussian Processes
Abstract
It has long been known that a single-layer fully-connected neural network with an i.i.d. prior over its parameters is equivalent to a Gaussian process (GP), in the limit of infinite network width. This correspondence enables exact Bayesian inference for infinite width neural networks on regression tasks by means of evaluating the corresponding GP. Recently, kernel functions which mimic multi-layer random neural networks have been developed, but only outside of a Bayesian framework. As such, previous work has not identified that these kernels can be used as covariance functions for GPs and allow fully Bayesian prediction with a deep neural network. In this work, we derive the exact equivalence between infinitely wide deep networks and GPs. We further develop a computationally efficient pipeline to compute the covariance function for these GPs. We then use the resulting GPs to perform Bayesian inference for wide deep neural networks on MNIST and CIFAR-10. We observe that trained neural network accuracy approaches that of the corresponding GP with increasing layer width, and that the GP uncertainty is strongly correlated with trained network prediction error. We further find that test performance increases as finite-width trained networks are made wider and more similar to a GP, and thus that GP predictions typically outperform those of finite-width networks. Finally we connect the performance of these GPs to the recent theory of signal propagation in random neural networks.
Thanks for the submission. I keep an eye out for connections to potentially cheaper and simpler methods. The new comparison reminds me of this old paper which compared them to Gaussian networks: https://arxiv.org/abs/1711.00165 For causality, I'm also keeping an eye out for ways…
nickpsecurityView on HNParent context
You may enjoy some works on the connections between gaussian processes, neural networks, and linear(in rkhs) models. https://papers.nips.cc/paper_files/paper/2019/hash/39d929972... https://papers.nips.cc/paper_files/paper/1996/hash/ae5e3ce40... https://arxiv.org/abs/1711.00165
mildmay_riderView on HNParent context