Differentiable Programming à la Moreau

12/31/2020

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by   Vincent Roulet, et al.

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The notion of a Moreau envelope is central to the analysis of first-order optimization algorithms for machine learning. Yet, it has not been developed and extended to be applied to a deep network and, more broadly, to a machine learning system with a differentiable programming implementation. We define a compositional calculus adapted to Moreau envelopes and show how to integrate it within differentiable programming. The proposed framework casts in a mathematical optimization framework several variants of gradient back-propagation related to the idea of the propagation of virtual targets.