Regularisation of Neural Networks by Enforcing Lipschitz Continuity
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We investigate the effect of explicitly enforcing the Lipschitz continuity of neural networks. Our main hypothesis is that constraining the Lipschitz constant of a networks will have a regularising effect. To this end, we provide a simple technique for computing the Lipschitz constant of a feed forward neural network composed of commonly used layer types. This technique is then utilised to formulate training a Lipschitz continuous neural network as a constrained optimisation problem, which can be easily solved using projected stochastic gradient methods. Our evaluation study shows that, in isolation, our method performs comparatively to state-of-the-art regularisation techniques. Moreover, when combined with existing approaches to regularising neural networks the performance gains are cumulative.
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