Globally Convergent Multilevel Training of Deep Residual Networks

We propose a globally convergent multilevel training method for deep residual networks (ResNets). The devised method can be seen as a novel variant of the recursive multilevel trust-region (RMTR) method, which operates in hybrid (stochastic-deterministic) settings by adaptively adjusting mini-batch sizes during the training. The multilevel hierarchy and the transfer operators are constructed by exploiting a dynamical system's viewpoint, which interprets forward propagation through the ResNet as a forward Euler discretization of an initial value problem. In contrast to traditional training approaches, our novel RMTR method also incorporates curvature information on all levels of the multilevel hierarchy by means of the limited-memory SR1 method. The overall performance and the convergence properties of our multilevel training method are numerically investigated using examples from the field of classification and regression.