Guanghua School of Management, Peking University, Beijing, 100871, China.
Center for Applied Statistics and School of Statistics, Renmin University of China, Beijing, 100872, China.
Sci Rep. 2022 Apr 8;12(1):5909. doi: 10.1038/s41598-022-09910-6.
Deep neural network (DNN) models often involve high-dimensional features. In most cases, these high-dimensional features can be decomposed into two parts: a low-dimensional factor and residual features with much-reduced variability and inter-feature correlation. This decomposition has several interesting theoretical implications for DNN training. Based on these implications, we develop a novel factor normalization method for better performance. The proposed method leads to a new deep learning model with two important characteristics. First, it allows factor-related feature extraction, and second, it allows for adaptive learning rates for factors and residuals. These model features improve the convergence speed on both training and testing datasets. Multiple empirical experiments are presented to demonstrate the model's superior performance.
深度神经网络 (DNN) 模型通常涉及高维特征。在大多数情况下,这些高维特征可以分解为两部分:低维因子和具有大大降低的可变性和特征间相关性的残差特征。这种分解对 DNN 训练具有几个有趣的理论意义。基于这些含义,我们开发了一种新的因子归一化方法,以获得更好的性能。所提出的方法导致了一种新的深度学习模型,具有两个重要特征。首先,它允许进行与因子相关的特征提取,其次,它允许对因子和残差进行自适应学习率。这些模型特征提高了训练和测试数据集上的收敛速度。多个经验实验证明了该模型的优越性能。