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We formulate the Riemannian calculus of the probability set embedded with L^2-Wasserstein metric. This is an initial work of transport information geometry. Our investigation starts with the probability simplex (probability manifold) supported on vertices of a finite graph. The main idea is to embed the probability manifold as a submanifold of the positive measure space with a nonlinear metric tensor. Here the nonlinearity comes from the linear weighted Laplacian operator. By this viewpoint, we establish torsion-free Christoffel symbols, Levi-Civita connections, curvature tensors, and volume forms in the probability manifold by Euclidean coordinates. As a consequence, the Jacobi equation, Laplace-Beltrami and Hessian operators on the probability manifold are derived. These geometric computations are also provided in the infinite-dimensional density space (density manifold) supported on a finite-dimensional manifold. In particular, an identity is given connecting the Baker-{É}mery Γ2 operator (carr{é} du champ it{é}r{é}) by connecting Fisher-Rao information metric and optimal transport metric. Several examples are demonstrated.

In this paper, we develop an alternating direction method of multipliers (ADMM) for deep neural networks training with sigmoid-type activation functions (called sigmoid-ADMM pair ), mainly motivated by the gradient-free nature of ADMM in avoiding the saturation of sigmoid-type activations and the advantages of deep neural networks with sigmoid-type activations (called deep sigmoid nets) over their rectified linear unit (ReLU) counterparts (called deep ReLU nets) in terms of approximation. In particular, we prove that the approximation capability of deep sigmoid nets is not worse than that of deep ReLU nets by showing that ReLU activation function can be well approximated by deep sigmoid nets with two hidden layers and finitely many free parameters but not vice-verse. We also establish the global convergence of the proposed ADMM for the nonlinearly constrained formulation of the deep sigmoid nets training from arbitrary initial points to a Karush-Kuhn-Tucker (KKT) point at a rate of order O(1/k). Besides sigmoid activation, such a convergence theorem holds for a general class of smooth activations. Compared with the widely used stochastic gradient descent (SGD) algorithm for the deep ReLU nets training (called ReLU-SGD pair), the proposed sigmoid-ADMM pair is practically stable with respect to the algorithmic hyperparameters including the learning rate, initial schemes and the pro-processing of the input data. Moreover, we find that to approximate and learn simple but important functions the proposed sigmoid-ADMM pair numerically outperforms the ReLU-SGD pair.

No abstract uploaded!

No abstract uploaded!