1 Introduction
Much attention has been given to a resurgence of neural networks, deep learning (DL) in particular, which can be of unsupervised
[10], supervised [12], or a hybrid form [18]. Significant performance gain has been observed, especially in the presence of large amount of training data, when deep learning techniques are used for image classification [11, 16] and speech recognition [4]. On the one hand, hierarchical and recursive networks [7, 10, 12]have demonstrated great promise in automatically learning thousands or even millions of features for pattern recognition; on the other hand concerns about deep learning have been raised and many fundamental questions remain open.
Some potential problems with the current DL frameworks include: reduced transparency and discriminativeness of the features learned at hidden layers [31]; training difficulty due to exploding and vanishing gradients [8, 22]; lack of a thorough mathematical understanding about the algorithmic behavior, despite of some attempts made on the theoretical side [6]; dependence on the availability of large amount of training data [11]; complexity of manual tuning during training [15]. Nevertheless, DL is capable of automatically learning and fusing rich hierarchical features in an integrated framework. Recent activities in opensourcing and experience sharing [11, 5, 2]
have also greatly helped the adopting and advancing of DL in the machine learning community and beyond. Several techniques, such as dropout
[11], dropconnect [19], pretraining [4], and data augmentation [24], have been proposed to enhance the performance of DL from various angles, in addition to a variety of engineering tricks used to finetune feature scale, step size, and convergence rate. Features learned automatically by the CNN algorithm [12] are intuitive [31]. Some portion of features, especially for those in the early layers, also demonstrate certain degree of opacity [31]. This finding is also consistent with an observation that different initializations of the feature learning at the early layers make negligible difference to the final classification [4]. In addition, the presence of vanishing gradients also makes the DL training slow and ineffective [8]. In this paper, we address the feature learning problem in DL by presenting a new algorithm, deeplysupervised nets (DSN), which enforces direct and early supervision for both the hidden layers and the output layer. We introduce companion objective to the individual hidden layers, which is used as an additional constraint (or a new regularization) to the learning process. Our new formulation significantly enhances the performance of existing supervised DL methods. We also make an attempt to provide justification for our formulation using stochastic gradient techniques. We show an improvement of the convergence rate of the proposed method over standard ones, assuming local strong convexity of the optimization function (a very loose assumption but pointing to a promising direction).Several existing approaches are particularly worth mentioning and comparing with. In [1]
, layerwise supervised pretraining is performed. Our proposed method does not perform pretraining and it emphasizes the importance of minimizing the output classification error while reducing the prediction error of each individual layer. This is important as the backpropagation is performed altogether in an integrated framework. In
[26], label information is used for unsupervised learning. Semisupervised learning is carried in deep learning
[30]. In [28], an SVM classifier is used for the output layer, instead of the standard softmax function in the CNN
[12]. Our framework (DSN), with the choice of using SVM, softmax or other classifiers, emphasizes the direct supervision of each intermediate layer. In the experiments, we show consistent improvement of DSNSVM and DSNSoftmax over CNNSVM and CNNSoftmax respectively. We observe all stateoftheart results on MNIST, CIFAR10, CIFAR100, and SVHN. It is also worth mentioning that our formulation is inclusive to various techniques proposed recently such as averaging [24], dropconnect [19], and Maxout [9]. We expect to see more classification error reduction with careful engineering for DSN.2 DeeplySupervised Nets
In this section, we give the main formulation of the proposed deeplysupervised nets (DSN). We focus on building our infrastructure around supervised CNN style frameworks [12, 5, 2] by introducing classifier, e.g. SVM model [29], to each layer. An early attempt to combine SVM with DL was made in [28], which however has a different motivation with ours and only studies the output layer with some preliminary experimental results.
2.1 Motivation
(a) DSN illustration  (b) functions 
We are motivated by the following simple observation: in general, a discriminative classifier trained on highly discriminative features will display better performance than a discriminative classifier trained on less discriminative features. If the features in question are the hidden layer feature maps of a deep network, this observation means that the performance of a discriminative classifier trained using these hidden layer feature maps can serve as a proxy for the quality/discriminativeness of those hidden layer feature maps, and further to the quality of the upper layer feature maps. By making appropriate use of this feature quality feedback at each hidden layer of the network, we are able to directly influence the hidden layer weight/filter update process to favor highly discriminative feature maps. This is a source of supervision that acts deep within the network at each layer; when our proxy for feature quality is good, we expect to much more rapidly approach the region of good features than would be the case if we had to rely on the gradual backpropagation from the output layer alone. We also expect to alleviate the common problem of having gradients that “explode” or “vanish”. One concern with a direct pursuit of feature discriminativeness at all hidden layers is that this might interfere with the overall network performance, since it is ultimately the feature maps at the output layer which are used for the final classification; our experimental results indicate that this is not the case.
Our basic network architecture will be similar to the standard one used in the CNN framework. Our additional deep feedback is brought in by associating a companion local output with each hidden layer. We may think of this companion local output as analogous to the final output that a truncated network would have produced. Backpropagation of error now proceeds as usual, with the crucial difference that we now backpropagate not only from the final layer but also simultaneously from our local companion output. The empirical result suggests the following main properties of the companion objective: (1) it acts as a kind of feature regularization (although an unusual one), which leads to significant reduction to the testing error but not necessarily to the train error; (2) it results in faster convergence, especially in presence of small training data (see Figure (2) for an illustration on a running example).
2.2 Formulation
We focus on the supervised learning case and let be our set of input training data where sample denotes the raw input data and is the corresponding groundtruth label for sample . We drop for notational simplicity, since each sample is considered independently. The goal of deep nets, specifically convolutional neural networks (CNN) [12], is to learn layers of filters and weights for the minimization of classification error at the output layer. Here, we absorb the bias term into the weight parameters and do not differentiate weights from filters and denote a recursive function for each layer as:
(1)  
(2) 
denotes the total number of layers; are the filters/weights to be learned; is the feature map produced at layer ; refers to the convolved/filtered responses on the previous feature map; is a pooling function on ; Combining all layers of weights gives
Now we introduce a set of classifiers, e.g. SVM (other classifiers like Softmax can be applied and we will show results using both SVM and Softmax in the experiments), one for each hidden layer,
in addition to the in the standard CNN framework. We denote the as the SVM weights for the output layer. Thus, we build our overall combined objective function as:
(3) 
where
(4) 
and
(5) 
We name as the overall loss (output layer) and as the companion loss (hidden layers), which are both squared hinge losses of the prediction errors. The above formulation can be understood intuitively: in addition to learning convolution kernels and weights, , as in the standard CNN model [12], enforcing a constraint at each hidden layer for directly making a good label prediction gives a strong push for having discriminative and sensible features at each individual layer. In eqn. (3), and are respectively the margin and squared hinge loss of the SVM classifier (L2SVM ^{1}^{1}1It makes negligible difference between L1SVM and L2SVM.) at the output layer (we omit the balance term in front of the hinge for notational simplicity); in eqn. (4), and are respectively the margin and squared hinge loss of the SVM classifier at each hidden layer. Note that for each , the directly depends on , which is dependent on up to the th layer. depends on , which is decided by the entire . The second term in eqn. (3) often goes to zero during the course of training; this way, the overall goal of producing good classification of the output layer is not altered and the companion objective just acts as a proxy or regularization. This is achieved by having as a threshold (a hyper parameter) in the second term of eqn. (3) with a hinge loss: once the overall value of the hidden layer reaches or is below , it vanishes and no longer plays role in the learning process. balances the importance of the error in the output objective and the companion objective. In addition, we could use a simple decay function as to enforce the second term to vanish after certain number of iterations, where
is the epoch step and
is the total number of epochs (wheather or not to have the decay on might vary in different experiments although the differences may not be very big).To summarize, we describe this optimization problem as follows: we want to learn filters/weights for the entire network such that an SVM classifier trained on the output feature maps (that depend on those filters/features) will display good performance. We seek this output performance while also requiring some “satisfactory” level of performance on the part of the hidden layer classifiers. We are saying: restrict attention to the parts of feature space that, when considered at the internal layers, lead to highly discriminative hidden layer feature maps (as measured via our proxy of hiddenlayer classifier performance). The main difference between eqn. (3) and previous attempts in layerwise supervised training is that we perform the optimization altogether with a robust measure (or regularization) of the hidden layer. For example, greedy layerwise pretraining was performed as either initialization or finetuning which results in some overfitting [1]. The stateoftheart benchmark results demonstrate the particular advantage of our formulation. As shown in Figure 2(c), indeed both CNN and DSN reach training error near zero but DSN demonstrates a clear advantage of having a better generalization capability.
To train the DSN model using SGD, the gradients of the objective function w.r.t the parameters in the model are:
(6) 
The gradient w.r.t just follows the conventional CNN based model plus the gradient that directly comes from the hidden layer supervision.
Next, we provide more discussions to and try to understand intuitively about our formulation, eqn. (3). For ease of reference, we write this objective function as
(7) 
where and .
2.3 Stochastic Gradient Descent View
We focus on the convergence advantage of DSN, instead of the regularization to the generalization aspect. In addition to the present problem in CNN where learned features are not always intuitive and discriminative [31], the difficulty of training deep neural networks has been discussed [8, 22]. As we can observe from eqn. (1) and (2), the change of the bottom layer weights get propagated through layers of functions, leading to exploding or vanishing gradients [22]. Various techniques and parameter tuning tricks have been proposed to better train deep neural networks, such as pretraining and dropout [11]. Here we provide a somewhat loose analysis to our proposed formulation, in a hope to understand its advantage in effectiveness.
The objective function in deep neural networks is highly nonconvex. Here we make the following assumptions/observations: (1) the objective/energy function of DL observes a large “flat” area around the “optimal” solution where any result has a similar performance; locally we still assume a convex (or even
strongly convex) function whose optimization is often performed with stochastic gradient descent algorithm
[3].The definition of strongly convex is standard: A function is strongly convex if and any subgradient at ,
(8) 
and the update rule in Stochastic Gradient Descent (SGD) at step is , where refers to the step rate and helps to project onto the space of . Let be the optimum solution, upper bounds for and in [23] for the strongly convex function, and for convex function in [25]. Here we make an attempt to understand the convergence of eqn. (8) w.r.t. , due to the presence of large area of flat function shown in Figure (1.b). In [21]
, a convergence rate is given for the Mestimators with locally convex function with compositional loss and regularization terms. Both terms in eqn. (
8) here refer to the same class label prediction error, a reason for calling the second term as companion objective. Our motivation is twofold: (1) encourage the features learned at each layer to be directly discriminative for class label prediction, while keeping the ultimate goal of minimizing class label prediction at the output layer; (2)alleviate the exploding and vanishing gradients problem as each layer now has a direct supervision from the ground truth labels. One might raise a concern that learning highly discriminative intermediate stage filters may not necessarily lead to the best prediction at the output layer. An illustration can been seen in Figure (
1.b). Next, we give a loose theoretical analysis to our framework, which is also validated by comprehensive experimental studies with overwhelming advantages over the existing methods.
We name as the feasible set for a function .
First we show that a feasible solution for leads to a feasible one to . That is:
Lemma 1
if then there exists such that . ^{2}^{2}2Note that we drop the since the filters above layer do not participate in the computation for the objective function of this layer.

As we can see from an illustration of our network architecture shown in fig. (1.a), for such that . Then there is a trivial solution for the network for every layer up to , we let and , meaning that the filters will be identity matrices. This results in .

Lemma 1 shows that a good solution for is also a good one for , but it may not be the case the other way around. That is: a that makes small may not necessarily produce discriminative features for the hidden layers to have a small . However, can be viewed as a regularization term. Since observes a very flat area near even zero on the training data and it is ultimately the test error that we really care about, we thus only focus on the , , which makes both and small. Therefore, it is not unreasonable to assume that and share the same optimal .
Let and be strongly convex around , and , with and , where and are the subgradients for and at respectively. It can be directly seen that is also strongly convex and for subgradient of at , .
Lemma 2
Suppose and , and we use the update rule of where and . If we use , then at time stamp
(9) 
Lemma 3
Following the assumptions in lemma 2, but now we assume since and are not always readily available, then started from the convergence rate is bounded by
(10) 

Let , we have
Thus,
Therefore, with ,
(11) With being small, we have
Theorem 1
Let be strongly convex and be strongly convex near optimal and denote and as the solution after iterations when applying SGD on and respectively. Then our deeply supervised framework in eqn. (3) improves the the speed over using top layer only by

Lemma 1 shows the compatibility of the companion objective of w.r.t the output objective . The first equation can be directly derived from lemma 2 and the second equation can be seen from lemma 3. In general which leads to a great improvement in convergence speed and the constraints in each hidden layer also helps to learning filters which are directly discriminative.
3 Experiments
We evaluate the proposed DSN method on four standard benchmark datasets: MNIST, CIFAR10, CIFAR100 and SVHN. We follow a common training protocol used by Krizhevsky et al. [15] in all experiments. We use SGD solver with minibatch size of at a fixed constant momentum value of . Initial value for learning rate and weight decay factor is determined based on the validation set. For a fair comparison and clear illustration of the effectiveness of DSN, we match the complexity of our model with that in network architectures used in [20] and [9] to have a comparable number of parameters. We also incorporate two dropout layers with dropout rate at . Companion objective at the convolutional layers is imposed to backpropagate the classification error guidance to the underlying convolutional layers. Learning rates are annealed during training by a factor of
according to an epoch schedule determined on the validation set. The proposed DSN framework is not difficult to train and there are no particular engineering tricks adopted. Our system is built on top of widely used Caffe infrastructure
[14]. For the network architecture setup, we adopted the mlpconv layer and global averaged pooling scheme introduced in [20]. DSN can be equipped with different types of loss functions, such as Softmax and SVM. We show performance boost of DSNSVM and DSNSoftmax over CNNSVM and CNNSoftmax respectively (see Figure (
2.a)). The performance gain is more evident in presence of small training data (see Figure (2.b)); this might partially ease the burden of requiring large training data for DL. Overall, we observe stateoftheart classification error in all four datasets (without data augmentation), for MINIST, for CIFAR10, for CIFAR100, and for SVHN ( for CIFAR10 with data augmentation). All results are achieved without using averaging [24], which is not exclusive to our method. Figure (3) gives an illustration of some learned features.3.1 Mnist
(a)  (b)  (c) 
We first validate the effectiveness of the proposed DSN on the MNIST handwritten digits classification task [17], a widely and extensively adopted benchmark in machine learning. MNIST dataset consists of images of 10 different classes (0 to 9) of size with 60,000 training samples and 10,000 test samples. Figure 2(a) and (b) show results from four methods, namely: (1) conventional CNN with softmax loss (CNNSoftmax), (2) the proposed DSN with softmax loss (DSNSoftmax), (3) CNN with maxmargin objective (CNNSVM) , and (4) the proposed DSN with maxmargin objective (DSNSVM). DSNSoftmax and DSNSVM outperform both their competing CNN algorithms (DSNSVM shows classification error of under a single model without data whitening and augmentation). Figure 2(b) shows classification error of the competing methods when trained w.r.t. varying sizes of training samples ( gain of DSNSVM over CNNSoftmax at samples. Figure 2(c) shows a comparison of generalization error between CNN and DSN.
3.2 CIFAR10 and CIFAR100
(a) by DSN (b) by CNN 
CIFAR10 dataset consists of
color images. A total number of 60,000 images are split into 50,000 training and 10,000 testing images. The dataset is preprocessed by global contrast normalization. To compare our results with the previous stateoftheart, in this case, we also augmented the dataset by zero padding 4 pixels on each side, then do corner cropping and random flipping on the fly during training. No model averaging is done at the test phase and we only crop the center of a test sample. Table (
2) shows our result. Our DSN model achieved an error rates of without data augmentation and with data agumentation (the best known result to our knowledge).DSN also provides added robustness to hyperparameter choice, in that the early layers are guided with direct classification loss, leading to a faster convergence rate and relieved burden on heavy hyperparameter tuning. We also compared the gradients in DSN and those in CNN, observing
times greater gradient variance of DSN over CNN in the first convolutional layer. This is consistent with an observation in
[9], and the assumptions and motivations we make in this work. To see what the features have been learned in DSN vs. CNN, we select one example image from each of the ten categories of CIFAR10 dataset, run one forward pass, and show the feature maps learned from the first (bottom) convolutional layer in Figure (3). Only the top 30% activations are shown in each of the feature maps. Feature maps learned by DSN show to be more intuitive than those by CNN.CIFAR10 classification error  CIFAR100 classification error 

Method Error(%) No Data Augmentation Stochastic Pooling [32] 15.13 Maxout Networks [9] 11.68 Network in Network [20] 10.41 DSN (ours) 9.78 With Data Augmentation Maxout Networks [9] 9.38 DropConnect [19] 9.32 Network in Network [20] 8.81 DSN (ours) 8.22  Method Error(%) Stochastic Pooling [32] 42.51 Maxout Networks [9] 38.57 Tree based Priors [27] 36.85 Network in Network [20] 35.68 DSN (ours) 34.57 
CIFAR100 dataset is similar to CIFAR10 dataset, except that it has 100 classes. The number of images for each class is then instead of as in CIFAR10, which makes the classification task more challenging. We use the same network settings as in CIFAR10. Table (2) shows previous best results and is reported by DSN. The performance boost consistently shown on both CIFAR10 and CIFAR100 again demonstrates the advantage of the DSN method.
3.3 Street View House Numbers
Method  Error(%) 

Stochastic Pooling [32]  2.80 
Maxout Networks [9]  2.47 
Network in Network [20]  2.35 
Dropconnect [19]  1.94 
DSN (ours)  1.92 
Street View House Numbers (SVHN) dataset consists of digits for training, digits for testing, and extra training samples on color images. We followed the previous works for data preparation, namely: we select 400 samples per class from the training set and 200 samples per class from the extra set. The remaining 598,388 images are used for training. We followed [9] to preprocess the dataset by Local Contrast Normalization (LCN). We do not do data augmentation in training and use only a single model in testing. Table 3 shows recent comparable results. Note that Dropconnect [19] uses data augmentation and multiple model voting.
4 Conclusions
In this paper, we have presented a new formulation, deeplysupervised nets (DSN), attempting to make a more transparent learning process for deep learning. Evident performance enhancement over existing approaches has been obtained. A stochastic gradient view also sheds light to the understanding of our formulation.
5 Acknowledgments
This work is supported by NSF award IIS1216528 (IIS1360566) and NSF award IIS0844566 (IIS1360568). We thank Min Lin, Naiyan Wang, Baoyuan Wang, Jingdong Wang, Liwei Wang, and David Wipf for help discussions. We are greatful for the generous donation of the GPUs by NVIDIA.
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