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In the context of artificial neural networks, the rectifier or ReLU (rectified linear unit) activation function [1] [2] is an activation function defined as the non-negative part of its argument, i.e., the ramp function:
where is the input to a neuron. This is analogous to half-wave rectification in electrical engineering.
ReLU is one of the most popular activation functions for artificial neural networks, [3] and finds application in computer vision [4] and speech recognition [5] [6] using deep neural nets and computational neuroscience. [7] [8] [9]
It was first used by Alston Householder in 1941 as a mathematical abstraction of biological neural networks. [10] It was introduced by Kunihiko Fukushima in 1969 in the context of visual feature extraction in hierarchical neural networks. [11] [12] It was later argued that it has strong biological motivations and mathematical justifications. [13] [14] In 2011, [4] ReLU activation enabled training deep supervised neural networks without unsupervised pre-training, compared to the widely used activation functions prior to 2011, e.g., the logistic sigmoid (which is inspired by probability theory; see logistic regression) and its more practical [15] counterpart, the hyperbolic tangent.
Advantages of ReLU include:
Possible downsides can include:
Leaky ReLU allows a small, positive gradient when the unit is inactive, [6] helping to mitigate the vanishing gradient problem. This gradient is defined by a parameter , typically set to 0.01–0.3. [16] [17]
Parametric ReLU (PReLU) takes this idea further by making a learnable parameter along with the other network parameters. [18]
Note that for , this is equivalent to
and thus has a relation to "maxout" networks. [18]
Concatenated ReLU (CReLU) preserves positive and negative phase information: [19]
GELU is a smooth approximation to the rectifier:
where is the cumulative distribution function of the standard normal distribution.
This activation function is illustrated in the figure at the start of this article. It has a "bump" to the left of x < 0 and serves as the default activation for models such as BERT. [20]
The SiLU (sigmoid linear unit) or swish function [21] is another smooth approximation which uses the sigmoid function, first introduced in the GELU paper: [20]
A smooth approximation to the rectifier is the analytic function
which is called the softplus [22] [4] or SmoothReLU function. [23] For large negative it is roughly , so just above 0, while for large positive it is roughly , so just above .
This function can be approximated as:
By making the change of variables , this is equivalent to
A sharpness parameter may be included:
The derivative of softplus is the logistic function.
The logistic sigmoid function is a smooth approximation of the derivative of the rectifier, the Heaviside step function.
The multivariable generalization of single-variable softplus is the LogSumExp with the first argument set to zero:
The LogSumExp function is
and its gradient is the softmax; the softmax with the first argument set to zero is the multivariable generalization of the logistic function. Both LogSumExp and softmax are used in machine learning.
Exponential linear units try to make the mean activations closer to zero, which speeds up learning. It has been shown that ELUs can obtain higher classification accuracy than ReLUs. [24]
In these formulas, is a hyperparameter to be tuned with the constraint .
Given the same interpretation of , ELU can be viewed as a smoothed version of a shifted ReLU (SReLU), which has the form .
The mish function can also be used as a smooth approximation of the rectifier. [21] It is defined as
where is the hyperbolic tangent, and is the softplus function.
Mish is non-monotonic and self-gated. [25] It was inspired by Swish, itself a variant of ReLU. [25]
Squareplus [26] is the function
where is a hyperparameter that determines the "size" of the curved region near . (For example, letting yields ReLU, and letting yields the metallic mean function.) Squareplus shares many properties with softplus: It is monotonic, strictly positive, approaches 0 as , approaches the identity as , and is smooth. However, squareplus can be computed using only algebraic functions, making it well-suited for settings where computational resources or instruction sets are limited. Additionally, squareplus requires no special consideration to ensure numerical stability when is large.
In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time between production errors, or length along a roll of fabric in the weaving manufacturing process. It is a particular case of the gamma distribution. It is the continuous analogue of the geometric distribution, and it has the key property of being memoryless. In addition to being used for the analysis of Poisson point processes it is found in various other contexts.
The Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, is a power-law probability distribution that is used in description of social, quality control, scientific, geophysical, actuarial, and many other types of observable phenomena; the principle originally applied to describing the distribution of wealth in a society, fitting the trend that a large portion of wealth is held by a small fraction of the population. The Pareto principle or "80-20 rule" stating that 80% of outcomes are due to 20% of causes was named in honour of Pareto, but the concepts are distinct, and only Pareto distributions with shape value of log45 ≈ 1.16 precisely reflect it. Empirical observation has shown that this 80-20 distribution fits a wide range of cases, including natural phenomena and human activities.
A logistic function or logistic curve is a common S-shaped curve with the equation
A sigmoid function is any mathematical function whose graph has a characteristic S-shaped or sigmoid curve.
In statistics, the logit function is the quantile function associated with the standard logistic distribution. It has many uses in data analysis and machine learning, especially in data transformations.
In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval [0, 1] or in terms of two positive parameters, denoted by alpha (α) and beta (β), that appear as exponents of the variable and its complement to 1, respectively, and control the shape of the distribution.
In probability theory and statistics, the Gumbel distribution is used to model the distribution of the maximum of a number of samples of various distributions.
Multi-index notation is a mathematical notation that simplifies formulas used in multivariable calculus, partial differential equations and the theory of distributions, by generalising the concept of an integer index to an ordered tuple of indices.
In probability and statistics, the Dirichlet distribution, often denoted , is a family of continuous multivariate probability distributions parameterized by a vector of positive reals. It is a multivariate generalization of the beta distribution, hence its alternative name of multivariate beta distribution (MBD). Dirichlet distributions are commonly used as prior distributions in Bayesian statistics, and in fact, the Dirichlet distribution is the conjugate prior of the categorical distribution and multinomial distribution.
In probability theory and statistics, the generalized extreme value (GEV) distribution is a family of continuous probability distributions developed within extreme value theory to combine the Gumbel, Fréchet and Weibull families also known as type I, II and III extreme value distributions. By the extreme value theorem the GEV distribution is the only possible limit distribution of properly normalized maxima of a sequence of independent and identically distributed random variables. that a limit distribution needs to exist, which requires regularity conditions on the tail of the distribution. Despite this, the GEV distribution is often used as an approximation to model the maxima of long (finite) sequences of random variables.
In probability theory and statistics, the inverse gamma distribution is a two-parameter family of continuous probability distributions on the positive real line, which is the distribution of the reciprocal of a variable distributed according to the gamma distribution.
In mathematics, the logarithmic mean is a function of two non-negative numbers which is equal to their difference divided by the logarithm of their quotient. This calculation is applicable in engineering problems involving heat and mass transfer.
Expected shortfall (ES) is a risk measure—a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio. The "expected shortfall at q% level" is the expected return on the portfolio in the worst of cases. ES is an alternative to value at risk that is more sensitive to the shape of the tail of the loss distribution.
The activation function of a node in an artificial neural network is a function that calculates the output of the node based on its individual inputs and their weights. Nontrivial problems can be solved using only a few nodes if the activation function is nonlinear. Modern activation functions include the smooth version of the ReLU, the GELU, which was used in the 2018 BERT model, the logistic (sigmoid) function used in the 2012 speech recognition model developed by Hinton et al, the ReLU used in the 2012 AlexNet computer vision model and in the 2015 ResNet model.
In financial mathematics, tail value at risk (TVaR), also known as tail conditional expectation (TCE) or conditional tail expectation (CTE), is a risk measure associated with the more general value at risk. It quantifies the expected value of the loss given that an event outside a given probability level has occurred.
In probability theory and statistics, the Poisson distribution is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time if these events occur with a known constant mean rate and independently of the time since the last event. It can also be used for the number of events in other types of intervals than time, and in dimension greater than 1.
In mathematics and machine learning, the softplus function is
In machine learning, the vanishing gradient problem is encountered when training neural networks with gradient-based learning methods and backpropagation. In such methods, during each training iteration, each neural network weight receives an update proportional to the partial derivative of the loss function with respect to the current weight. The problem is that as the network depth or sequence length increases, the gradient magnitude typically is expected to decrease, slowing the training process. In the worst case, this may completely stop the neural network from further learning. As one example of this problem, traditional activation functions such as the hyperbolic tangent function have gradients in the range [-1,1], and backpropagation computes gradients using the chain rule. This has the effect of multiplying n of these small numbers to compute gradients of the early layers in an n-layer network, meaning that the gradient decreases exponentially with n while the early layers train very slowly.
Batch normalization is a method used to make training of artificial neural networks faster and more stable through normalization of the layers' inputs by re-centering and re-scaling. It was proposed by Sergey Ioffe and Christian Szegedy in 2015.
The swish function is a family of mathematical function defined as follows:
Rectifier and softplus activation functions. The second one is a smooth version of the first.
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ignored (help)Since the sigmoid h has a positive first derivative, its primitive, which we call softplus, is convex.