首次证明KAN网络用梯度下降能全局收敛,理论解释其高效性。
On the Convergence of (Stochastic) Gradient Descent for Kolmogorov--Arnold Networks
- 从神经正切核视角分析两层KAN的梯度下降收敛性。
- 大隐藏维度下,训练损失可线性收敛至零,且随机梯度也成立。
- 适用于回归与物理信息任务,适合关注理论保障的研究者。
Kolmogorov--Arnold Networks(KANs)作为新兴神经网络架构,因其对多层感知机(MLPs)的潜在替代性和在各类科学任务中的广泛应用而受到广泛关注。实证研究表明,通过随机梯度下降(SGD)优化的KANs可在回归、分类、时间序列预测及偏微分方程求解等任务中实现接近零的训练损失。本文通过严格的收敛性分析,首次为该现象提供理论解释:针对两层KANs,在回归和物理信息任务中,当隐藏维度足够大时,梯度下降(GD)可实现目标函数的全局线性收敛;进一步扩展至随机梯度下降(SGD),证明其期望意义下的全局收敛性。对于物理信息型KANs,由于损失结构更复杂,收敛分析揭示了额外挑战。本工作是首个为优化KANs及其物理信息变体提供全局收敛保证的研究。
原文摘要 · Abstract (English)
Kolmogorov--Arnold Networks (KANs), a recently proposed neural network architecture, have gained significant attention in the deep learning community, due to their potential as a viable alternative to multi-layer perceptrons (MLPs) and their broad applicability to various scientific tasks. Empirical investigations demonstrate that KANs optimized via stochastic gradient descent (SGD) are capable of achieving near-zero training loss in various machine learning (e.g., regression, classification, and time series forecasting, etc.) and scientific tasks (e.g., solving partial differential equations). In this paper, we provide a theoretical explanation for the empirical success by conducting a rigorous convergence analysis of gradient descent (GD) and SGD for two-layer KANs in solving both regression and physics-informed tasks. For regression problems, we establish using the neural tangent kernel perspective that GD achieves global linear convergence of the objective function when the hidden dimension of KANs is sufficiently large. We further extend these results to SGD, demonstrating a similar global convergence in expectation. Additionally, we analyze the global convergence of GD and SGD for physics-informed KANs, which unveils additional challenges due to the more complex loss structure. This is the first work establishing the global convergence guarantees for GD and SGD applied to optimize KANs and physics-informed KANs.
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