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Deep Learning (Adaptive Computation and Machine Learning series)
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Deep Learning
Ian Goodfellow
Yoshua Bengio
Aaron Courville

Contents
Website vii
Acknowledgments viii
Notation xi
1 Introduction 1
1.1 Who Should Read This Book? . . . . . . . . . . . . . . . . . . . . 8
1.2 Historical Trends in Deep Learning . . . . . . . . . . . . . . . . . 11
I Applied Math and Machine Learning Basics 29
2 Linear Algebra 31
2.1 Scalars, Vectors, Matrices and Tensors . . . . . . . . . . . . . . . 31
2.2 Multiplying Matrices and Vectors . . . . . . . . . . . . . . . . . . 34
2.3 Identity and Inverse Matrices . . . . . . . . . . . . . . . . . . . . 36
2.4 Linear Dependence and Span . . . . . . . . . . . . . . . . . . . . 37
2.5 Norms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
2.6 Special Kinds of Matrices and Vectors . . . . . . . . . . . . . . . 40
2.7 Eigendecomposition . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.8 Singular Value Decomposition . . . . . . . . . . . . . . . . . . . . 44
2.9 The Moore-Penrose Pseudoinverse . . . . . . . . . . . . . . . . . . 45
2.10 The Trace Operator . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.11 The Determinant . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.12 Example: Principal Components Analysis . . . . . . . . . . . . . 48
3 Probability and Information Theory 53
3.1 Why Probability? . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
i

CONTENTS
3.2 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . 56
3.3 Probability Distributions . . . . . . . . . . . . . . . . . . . . . . . 56
3.4 Marginal Probability . . . . . . . . . . . . . . . . . . . . . . . . . 58
3.5 Conditional Probability . . . . . . . . . . . . . . . . . . . . . . . 59
3.6 The Chain Rule of Conditional Probabilities . . . . . . . . . . . . 59
3.7 Independence and Conditional Independence . . . . . . . . . . . . 60
3.8 Expectation, Variance and Covariance . . . . . . . . . . . . . . . 60
3.9 Common Probability Distributions . . . . . . . . . . . . . . . . . 62
3.10 Useful Properties of Common Functions . . . . . . . . . . . . . . 67
3.11 Bayes’ Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.12 Technical Details of Continuous Variables . . . . . . . . . . . . . 71
3.13 Information Theory . . . . . . . . . . . . . . . . . . . . . . . . . . 73
3.14 Structured Probabilistic Models . . . . . . . . . . . . . . . . . . . 75
4 Numerical Computation 80
4.1 Overflow and Underflow . . . . . . . . . . . . . . . . . . . . . . . 80
4.2 Poor Conditioning . . . . . . . . . . . . . . . . . . . . . . . . . . 82
4.3 Gradient-Based Optimization . . . . . . . . . . . . . . . . . . . . 82
4.4 Constrained Optimization . . . . . . . . . . . . . . . . . . . . . . 93
4.5 Example: Linear Least Squares . . . . . . . . . . . . . . . . . . . 96
5 Machine Learning Basics 98
5.1 Learning Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . 99
5.2 Capacity, Overfitting and Underfitting . . . . . . . . . . . . . . . 110
5.3 Hyperparameters and Validation Sets . . . . . . . . . . . . . . . . 120
5.4 Estimators, Bias and Variance . . . . . . . . . . . . . . . . . . . . 122
5.5 Maximum Likelihood Estimation . . . . . . . . . . . . . . . . . . 131
5.6 Bayesian Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . 135
5.7 Supervised Learning Algorithms . . . . . . . . . . . . . . . . . . . 140
5.8 Unsupervised Learning Algorithms . . . . . . . . . . . . . . . . . 146
5.9 Stochastic Gradient Descent . . . . . . . . . . . . . . . . . . . . . 151
5.10 Building a Machine Learning Algorithm . . . . . . . . . . . . . . 153
5.11 Challenges Motivating Deep Learning . . . . . . . . . . . . . . . . 155
II Deep Networks: Modern Practices 166
6 Deep Feedforward Networks 168
6.1 Example: Learning XOR . . . . . . . . . . . . . . . . . . . . . . . 171
6.2 Gradient-Based Learning . . . . . . . . . . . . . . . . . . . . . . . 177
ii

CONTENTS
6.3 Hidden Units . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
6.4 Architecture Design . . . . . . . . . . . . . . . . . . . . . . . . . . 197
6.5 Back-Propagation and Other Differentiation Algorithms . . . . . 204
6.6 Historical Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
7 Regularization for Deep Learning 228
7.1 Parameter Norm Penalties . . . . . . . . . . . . . . . . . . . . . . 230
7.2 Norm Penalties as Constrained Optimization . . . . . . . . . . . . 237
7.3 Regularization and Under-Constrained Problems . . . . . . . . . 239
7.4 Dataset Augmentation . . . . . . . . . . . . . . . . . . . . . . . . 240
7.5 Noise Robustness . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
7.6 Semi-Supervised Learning . . . . . . . . . . . . . . . . . . . . . . 243
7.7 Multi-Task Learning . . . . . . . . . . . . . . . . . . . . . . . . . 244
7.8 Early Stopping . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246
7.9 Parameter Tying and Parameter Sharing . . . . . . . . . . . . . . 253
7.10 Sparse Representations . . . . . . . . . . . . . . . . . . . . . . . . 254
7.11 Bagging and Other Ensemble Methods . . . . . . . . . . . . . . . 256
7.12 Dropout . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258
7.13 Adversarial Training . . . . . . . . . . . . . . . . . . . . . . . . . 268
7.14 Tangent Distance, Tangent Prop, and Manifold Tangent Classifier 270
8 Optimization for Training Deep Models 274
8.1 How Learning Differs from Pure Optimization . . . . . . . . . . . 275
8.2 Challenges in Neural Network Optimization . . . . . . . . . . . . 282
8.3 Basic Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . 294
8.4 Parameter Initialization Strategies . . . . . . . . . . . . . . . . . 301
8.5 Algorithms with Adaptive Learning Rates . . . . . . . . . . . . . 306
8.6 Approximate Second-Order Methods . . . . . . . . . . . . . . . . 310
8.7 Optimization Strategies and Meta-Algorithms . . . . . . . . . . . 317
9 Convolutional Networks 330
9.1 The Convolution Operation . . . . . . . . . . . . . . . . . . . . . 331
9.2 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
9.3 Pooling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339
9.4 Convolution and Pooling as an Infinitely Strong Prior . . . . . . . 345
9.5 Variants of the Basic Convolution Function . . . . . . . . . . . . 347
9.6 Structured Outputs . . . . . . . . . . . . . . . . . . . . . . . . . . 358
9.7 Data Types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 360
9.8 Efficient Convolution Algorithms . . . . . . . . . . . . . . . . . . 362
9.9 Random or Unsupervised Features . . . . . . . . . . . . . . . . . 363
iii
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