Partial Differential Equations for Training Deep Neural Networks

This paper establishes a connection between non-convex optimization and nonlinear partial differential equations (PDEs). We interpret empirically successful relaxation techniques motivated from statistical physics for training deep neural networks as solutions of a viscous Hamilton-Jacobi (HJ) PDE. The underlying stochastic control interpretation allows us to prove that these techniques perform better than stochastic gradient descent. Our analysis provides insight into the geometry of the energy landscape and suggests new algorithms based on the non-viscous Hamilton-Jacobi PDE that can effectively tackle the high dimensionality of modern neural networks.