Scale-Invariant Empirical-Bayes Laplace Approximation for ReLU Networks

원문 초록

ReLU networks are well-known to have continuous scale symmetries; infinitely many reparameterized weight vectors that represent the same function. Dinh et al. (2017) have shown that, by reparameterizing, the geometry of the loss landscape (e.g., curvature) of these networks can be changed arbitrarily without affecting the underlying function. Thus, any quantity that depends on the network's geometry should be defined with care. In this paper, we show that the Empirical Bayes (EB) Laplace's approximation is not well-defined for ReLU networks, mainly due to Hessian dependence in computing the marginal likelihood, which is not invariant under ReLU scale symmetries. Thus, we can get different prior precisions, posterior covariances, and predictive uncertainties for a network having identical predictions under ReLU scaling. We define family of prior precision fields indexed by $\gamma$ and introduce $\gamma$-canonicalization, which first converts the network to its canonical representation by balancing the ratio of incoming to outgoing weights, and then fits the Empirical Bayes (EB) Laplace to the canonical representation. This procedure is equivalent to transporting the isotropic Gaussian prior from the canonical representation to the original coordinates, by producing a ReLU-scale-compatible precision field. This makes the marginal likelihood invariant under ReLU scaling, while allowing $\gamma$ to be selected by maximizing the marginal likelihood. The resulting EB Laplace approximation is well-defined on ReLU scale-equivalence classes and yields consistent prior precision selection and predictive uncertainties across functionally identical parameterizations.