Abstract:We rigorously analyse fully-trained neural networks of arbitrary depth in the Bayesian optimal setting in the so-called proportional scaling regime where the number of training samples and width of the input and all inner layers diverge proportionally. We prove an information-theoretic equivalence between the Bayesian deep neural network model trained from data generated by a teacher with matching architecture, and a simpler model of optimal inference in a generalized linear model. This equivalence enables us to compute the optimal generalization error for deep neural networks in this regime. We thus prove the "deep Gaussian equivalence principle" conjectured in Cui et al. (2023) (arXiv:2302.00375). Our result highlights that in order to escape this "trivialisation" of deep neural networks (in the sense of reduction to a linear model) happening in the strongly overparametrized proportional regime, models trained from much more data have to be considered.
Abstract:We carry out an information-theoretical analysis of a two-layer neural network trained from input-output pairs generated by a teacher network with matching architecture, in overparametrized regimes. Our results come in the form of bounds relating i) the mutual information between training data and network weights, or ii) the Bayes-optimal generalization error, to the same quantities but for a simpler (generalized) linear model for which explicit expressions are rigorously known. Our bounds, which are expressed in terms of the number of training samples, input dimension and number of hidden units, thus yield fundamental performance limits for any neural network (and actually any learning procedure) trained from limited data generated according to our two-layer teacher neural network model. The proof relies on rigorous tools from spin glasses and is guided by ``Gaussian equivalence principles'' lying at the core of numerous recent analyses of neural networks. With respect to the existing literature, which is either non-rigorous or restricted to the case of the learning of the readout weights only, our results are information-theoretic (i.e. are not specific to any learning algorithm) and, importantly, cover a setting where all the network parameters are trained.