A random vector functional link network (RVFL) is widely used as a universal approximator for classification and regression problems. The big advantage of RVFL is fast training without backpropagation. This is because the weights and biases of hidden nodes are selected randomly and stay untrained. Recently, alternative architectures with randomized learning are developed which differ from RVFL in that they have no direct links and a bias term in the output layer. In this study, we investigate the effect of direct links and output node bias on the regression performance of RVFL. For generating random parameters of hidden nodes we use the classical method and two new methods recently proposed in the literature. We test the RVFL performance on several function approximation problems with target functions of different nature: nonlinear, nonlinear with strong fluctuations, nonlinear with linear component and linear. Surprisingly, we found that the direct links and output node bias do not play an important role in improving RVFL accuracy for typical nonlinear regression problems.
University of California, Davis（加州大学戴维斯分校）；Stanford University（斯坦福大学）
Despite the success of neural networks (NNs), there is still a concern among many over their "black box" nature. Why do they work? Here we present a simple analytic argument that NNs are in fact essentially polynomial regression models. This view will have various implications for NNs, e.g. providing an explanation for why convergence problems arise in NNs, and it gives rough guidance on avoiding overfitting. In addition, we use this phenomenon to predict and confirm a multicollinearity property of NNs not previously reported in the literature. Most importantly, given this loose correspondence…
ETH Z\"urich, D-Math, R\"amistrasse 101, CH-8092 Z\"urich, Switzerland
Randomized neural networks (randomized NNs), where only the terminal layer's weights are optimized constitute a powerful model class to reduce computational time in training the neural network model. At the same time, these models generalize surprisingly well in various regression and classification tasks. In this paper, we give an exact macroscopic characterization (i.e., a characterization in function space) of the generalization behavior of randomized, shallow NNs with ReLU activation (RSNs). We show that RSNs correspond to a generalized additive model (GAM)-typed regression in which infini…
Tsinghua University（清华大学）；Microsoft Research（微软研究院）；University of Pittsburgh（匹兹堡大学）
This paper considers doing quantile regression on censored data using neural networks (NNs). This adds to the survival analysis toolkit by allowing direct prediction of the target variable, along with a distribution-free characterisation of uncertainty, using a flexible function approximator. We begin by showing how an algorithm popular in linear models can be applied to NNs. However, the resulting procedure is inefficient, requiring sequential optimisation of an individual NN at each desired quantile. Our major contribution is a novel algorithm that simultaneously optimises a grid of quantile…
Neural-net-induced Gaussian process (NNGP) regression inherits both the high expressivity of deep neural networks (deep NNs) as well as the uncertainty quantification property of Gaussian processes (GPs). We generalize the current NNGP to first include a larger number of hyperparameters and subsequently train the model by maximum likelihood estimation. Unlike previous works on NNGP that targeted classification, here we apply the generalized NNGP to function approximation and to solving partial differential equations (PDEs). Specifically, we develop an analytical iteration formula to compute th…
The theory of random vector functional link network (RVFLN) has provided a breakthrough in the design of neural networks (NNs) since it conveys solid theoretical justification of randomized learning. Existing works in RVFLN are hardly scalable for data stream analytics because they are inherent to the issue of complexity as a result of the absence of structural learning scenarios. A novel class of RVLFN, namely parsimonious random vector functional link network (pRVFLN), is proposed in this paper. pRVFLN features an open structure paradigm where its network structure can be built from scratch …
German Aerospace Center (DLR)（德国航空航天中心）；Institute for Simulation Intelligence（模拟智能研究所）
There is significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware neural networks (NNs), based on learning evidential distributions for aleatoric and epistemic uncertainties, shows promise over traditional deterministic methods and typical Bayesian NNs, yet several important gaps in the theory and implementation of these networks remain. We discuss three issues with a proposed solution to extract aleatoric and epistemic uncertainties from regression-based neural networks…
ETH Zurich（苏黎世联邦理工学院）；ETH AI Center（苏黎世联邦理工学院人工智能中心）；University of Zurich（苏黎世大学）
We study methods for estimating model uncertainty for neural networks (NNs) in regression. To isolate the effect of model uncertainty, we focus on a noiseless setting with scarce training data. We introduce five important desiderata regarding model uncertainty that any method should satisfy. However, we find that established benchmarks often fail to reliably capture some of these desiderata, even those that are required by Bayesian theory. To address this, we introduce a new approach for capturing model uncertainty for NNs, which we call Neural Optimization-based Model Uncertainty (NOMU). The …
Deterministic neural networks (NNs) are increasingly being deployed in safety critical domains, where calibrated, robust, and efficient measures of uncertainty are crucial. In this paper, we propose a novel method for training non-Bayesian NNs to estimate a continuous target as well as its associated evidence in order to learn both aleatoric and epistemic uncertainty. We accomplish this by placing evidential priors over the original Gaussian likelihood function and training the NN to infer the hyperparameters of the evidential distribution. We additionally impose priors during training such th…
Representation and Regression Problems in Neural Networks: Relaxation, Generalization, and Numerics
Institut de Mathematiques de Bourgogne, Universite Bourgogne Europe, CNRS（勃艮第数学研究所，勃艮第欧洲大学，法国国家科学研究中心）；Universidad Autónoma de Madrid（马德里自治大学）；Fundación Deusto（德乌斯托基金会）
Neural tangent kernel (NTK) is a powerful tool to analyze training dynamics of neural networks and their generalization bounds. The study on NTK has been devoted to typical neural network architectures, but it is incomplete for neural networks with Hadamard products (NNs-Hp), e.g., StyleGAN and polynomial neural networks (PNNs). In this work, we derive the finite-width NTK formulation for a special class of NNs-Hp, i.e., polynomial neural networks. We prove their equivalence to the kernel regression predictor with the associated NTK, which expands the application scope of NTK. Based on our res…
