Search arXivSearch

arXiv · 1605.05509

Learning activation functions from data using cubic spline interpolation

Abstract

Neural networks require a careful design in order to perform properly on a given task. In particular, selecting a good activation function (possibly in a data-dependent fashion) is a crucial step, which remains an open problem in the research community. Despite a large amount of investigations, most current implementations simply select one fixed function from a small set of candidates, which is not adapted during training, and is shared among all neurons throughout the different layers. However, neither two of these assumptions can be supposed optimal in practice. In this paper, we present a principled way to have data-dependent adaptation of the activation functions, which is performed independently for each neuron. This is achieved by leveraging over past and present advances on cubic spline interpolation, allowing for local adaptation of the functions around their regions of use. The resulting algorithm is relatively cheap to implement, and overfitting is counterbalanced by the inclusion of a novel damping criterion, which penalizes unwanted oscillations from a predefined shape. Experimental results validate the proposal over two well-known benchmarks.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Simone Scardapane, Michele Scarpiniti, Danilo Comminiello, Aurelio Uncini. 2017-05-11. Learning activation functions from data using cubic spline interpolation. https://doi.org/10.1007/978-3-319-95098-3_7

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Attack-Resistant Uniform Fairness for Linear and Smooth Contextual Bandits

Modern digital platforms use contextual bandits to allocate valuable exposure and opportunities among competing participants. Fair treatment is therefore an important concern, yet reward maximization alone does not ensure that preferential allocation reflects participants' merits. We develop algorithms for linear and smooth contextual bandits under uniform merit-based fairness, requiring the reward ordering to justify preferential allocation across all contexts and rounds, and study how these guarantees are affected by adversarial reward corruption. Our algorithms achieve \((1-\widetilde O(1/T))\)-fairness, with regret that is minimax optimal among fair policies for linear rewards and nearly minimax optimal for smooth rewards. In the linear setting, matching lower bounds identify the price of fairness exactly: minimax regret increases from \(\log T\) to \(\log^2 T\). For smooth rewards, the cost of fairness is at most polylogarithmic. We further establish a separation between regret and fairness robustness: an \(\widetilde O(1)\) corruption budget can cause substantial fairness violations without worsening the regret order. We therefore develop robust algorithms that adapt sampling, estimation, and fairness certification to corruption, which preserve uniform fairness and achieve minimax-optimal and nearly optimal regrets for linear and smooth rewards, respectively. Numerical and semi-synthetic experiments illustrate these findings.

stat.ML

The Cost of Privacy: Rates of Convergence for Parameter Estimation with Differential Privacy

We study the minimax cost of $(\varepsilon,δ)$-differential privacy for mean estimation and Gaussian linear regression in low and high dimensions. For low-dimensional mean estimation, a resampling reduction to fingerprinting yields the privacy contribution $d^2\log(1/δ)/(n^2\varepsilon^2)$ in the stated polynomial-$δ$ regime. For low-dimensional regression, a tracing argument gives the contribution $d^2/(n^2\varepsilon^2)$ under an explicit approximate-DP remainder condition. For sparse mean estimation and sparse regression, a constant-weight packing and a private Fano lemma produce an effective privacy entropy of order $\min\{s\log(ed/s),[\log((e^\varepsilon-1)/δ)]_+\}$ for $δ>0$, up to universal constants and a fixed threshold; for pure DP it is $s\log(ed/s)$. Thus, when $δ$ is polynomially smaller than $\varepsilon$, the pure-DP dependence is retained up to polylogarithmic factors whenever the effective dimension is polylogarithmic in $n$, including regimes with $\varepsilon=o(1)$. Coordinatewise-clipping estimators for means and split-sample noisy-gradient estimators for regression attain the lower bounds up to explicit logarithmic factors. Simulations and data examples illustrate related implementations.

stat.ML

Robust Mixture Models for Algorithmic Fairness Under Latent Heterogeneity

Machine learning models optimized for average performance can perform poorly on vulnerable subpopulations. Existing approaches often rely on groups specified in advance, yet fairness-relevant subgroup structure may be latent, intersectional, and driven by complex interactions among continuous and discrete attributes. We introduce \textbf{ROME} (\textbf{\underline{RO}}bust \textbf{\underline{M}}ixture \textbf{\underline{E}}nsemble), a framework that learns latent group structure while optimizing worst-group predictive performance. ROME connects latent-variable modeling with distributionally robust optimization (DRO) through two complementary approaches: an Expectation-Maximization formulation with robust aggregation for linear models and a neural Mixture-of-Experts formulation for nonlinear settings. Across simulations and three real-world regression datasets, ROME improves worst-group performance while maintaining competitive overall accuracy, including in comparisons with established group-aware and group-label-free robust learning methods. ROME provides a flexible approach to robust prediction when fairness-relevant attributes are available for subgroup discovery but their direct use in group-specific outcome models is restricted.

stat.ML