Neural signature kernels as infinite-width-depth-limits of controlled ResNets
File(s)muca-cirone23a.pdf (920.02 KB)
Accepted version
Author(s)
Muca Cirone, Nicola
Lemercier, Maud
Salvi, Cristopher
Type
Conference Paper
Abstract
Motivated by the paradigm of reservoir computing, we consider randomly initialized controlled ResNets defined as Euler-discretizations of neural controlled differential equations (Neural CDEs), a unified architecture which enconpasses both RNNs and ResNets. We show that in the infinite-width-depth limit and under proper scaling, these architectures converge weakly to Gaussian processes indexed on some spaces of continuous paths and with kernels satisfying certain partial differential equations (PDEs) varying according to the choice of activation function φ, extending the results of Hayou (2022); Hayou & Yang (2023) to the controlled and homogeneous case. In the special, homogeneous, case where φ is the identity, we show that the equation reduces to a linear PDE and the limiting kernel agrees with the signature kernel of Salvi et al. (2021a). We name this new family of limiting kernels neural signature kernels. Finally, we show that in the infinite-depth regime, finite-width controlled ResNets converge in distribution to Neural CDEs with random vector fields which, depending on whether the weights are shared across layers, are either time-independent and Gaussian or behave like a matrix-valued Brownian motion.
Date Issued
2023-07-23
Date Acceptance
2023-02-01
Citation
Proceedings of Machine Learning Research, 2023, 202, pp.25358-25425
Publisher
PMLR
Start Page
25358
End Page
25425
Journal / Book Title
Proceedings of Machine Learning Research
Volume
202
Copyright Statement
© The authors and PMLR 2023. MLResearchPress
Source
Fortieth International Conference on Machine Learning (ICML 2023)
Publication Status
Published
Start Date
2023-07-23
Finish Date
2023-07-29
Coverage Spatial
Honolulu, Hawai