Structure-preserving deep learning

E. Celledoni, M. J. Ehrhardt, C. Etmann, R. I. McLachlan, B. Owren, C. B. Schonlieb, F. Sherry

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Abstract

Over the past few years, deep learning has risen to the foreground as a topic of massive interest, mainly as a result of successes obtained in solving large-scale image processing tasks. There are multiple challenging mathematical problems involved in applying deep learning: most deep learning methods require the solution of hard optimisation problems, and a good understanding of the tradeoff between computational effort, amount of data and model complexity is required to successfully design a deep learning approach for a given problem.. A large amount of progress made in deep learning has been based on heuristic explorations, but there is a growing effort to mathematically understand the structure in existing deep learning methods and to systematically design new deep learning methods to preserve certain types of structure in deep learning. In this article, we review a number of these directions: some deep neural networks can be understood as discretisations of dynamical systems, neural networks can be designed to have desirable properties such as invertibility or group equivariance and new algorithmic frameworks based on conformal Hamiltonian systems and Riemannian manifolds to solve the optimisation problems have been proposed. We conclude our review of each of these topics by discussing some open problems that we consider to be interesting directions for future research.

Original languageEnglish
Pages (from-to)888-936
Number of pages49
JournalEuropean Journal of Applied Mathematics
Volume32
Issue number5
Early online date27 May 2021
DOIs
Publication statusPublished - 31 Oct 2021

Bibliographical note

Funding Information:
MJE would like to thank Matt Thorpe for fruitful discussions. MJE acknowledges support from the EPSRC grants EP/S026045/1 and EP/T026693/1, the Faraday Institution via EP/T007745/1, and the Leverhulme Trust fellowship ECF-2019-478. CE and CBS acknowledge support from the Wellcome Innovator Award RG98755. CBS acknowledges support from the Leverhulme Trust project on 'breaking the non-convexity barrier, the Philip Leverhulme Prize, the EPSRC grants EP/S026045/1 and EP/T003553/1, the EPSRC Centre Nr. EP/N014588/1, European Union Horizon 2020 research and innovation programmes under the Marie Sk?odowska-Curie grant agreement No. 777826 NoMADS and No. 691070 CHiPS, the Cantab Capital Institute for the Mathematics of Information and the Alan Turing Institute. FS acknowledges support from the Cantab Capital Institute for the Mathematics of Information. EC and BO thank the SPIRIT project (No. 231632) under the Research Council of Norway FRIPRO funding scheme. The authors would like to thank the Isaac Newton Institute for Mathematical Sciences, Cambridge, for support and hospitality during the programmes Variational methods and effective algorithms for imaging and vision (2017) and Geometry, compatibility and structure preservation in computational differential equations (2019) where work on this paper was undertaken, EPSRC grant EP/K032208/1.

Funding Information:
MJE would like to thank Matt Thorpe for fruitful discussions. MJE acknowledges support from the EPSRC grants EP/S026045/1 and EP/T026693/1, the Faraday Institution via EP/T007745/1, and the Leverhulme Trust fellowship ECF-2019-478. CE and CBS acknowledge support from the Wellcome Innovator Award RG98755. CBS acknowledges support from the Leverhulme Trust project on ‘breaking the non-convexity barrier, the Philip Leverhulme Prize, the EPSRC grants EP/S026045/1 and EP/T003553/1, the EPSRC Centre Nr. EP/N014588/1, European Union Horizon 2020 research and innovation programmes under the Marie Skłodowska-Curie grant agreement No. 777826 NoMADS and No. 691070 CHiPS, the Cantab Capital Institute for the Mathematics of Information and the Alan Turing Institute. FS acknowledges support from the Cantab Capital Institute for the Mathematics of Information. EC and BO thank the SPIRIT project (No. 231632) under the Research Council of Norway FRIPRO funding scheme. The authors would like to thank the Isaac Newton Institute for Mathematical Sciences, Cambridge, for support and hospitality during the programmes Variational methods and effective algorithms for imaging and vision (2017) and Geometry, compatibility and structure preservation in computational differential equations (2019) where work on this paper was undertaken, EPSRC grant EP/K032208/1.

Keywords

  • Deep learning
  • optimal control
  • ordinary differential equations
  • structure-preserving methods

ASJC Scopus subject areas

  • Applied Mathematics

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