Deep-ICE: The first globally optimal algorithm for empirical risk minimization of two-layer maxout and ReLU networks
Xi He, Yi Miao, Max A. Little
TL;DR
This work tackles the problem of exactly training two-layer neural networks with discrete $0$-$1$ loss by introducing Deep-ICE, a globally optimal algorithm with worst-case complexity $O\left(N^{DK+1}\right)$ for fixed input dimension $D$ and hidden units $K$. It builds a theoretical framework around list-based algebras and fusion laws to enable a recursive, fusion-friendly search over $K$-hyperplane configurations and $2^K$ orientations, avoiding pre-storing all hyperplanes and exploiting symmetry to reduce computation. A key technical contribution is the nested combination generator (nestedCombs) on join-lists, which allows memory-efficient, GPU-friendly exhaustive exploration and fusable components (min$_{0-1}$, eval, cp). To scale to larger datasets, the authors introduce a coreset selection method that preserves optimal configurations while dramatically reducing data size, yielding 20–30% fewer misclassifications than SVMs and gradient-based maxout baselines on multiple UCI datasets. Empirically, Deep-ICE achieves exact or near-exact solutions on small problems and substantial performance gains on larger data when combined with coresets, highlighting its potential for exact ERM in interpretable two-layer architectures and suggesting broader applicability to nested combinatorial optimization problems.
Abstract
This paper introduces the first globally optimal algorithm for the empirical risk minimization problem of two-layer maxout and ReLU networks, i.e., minimizing the number of misclassifications. The algorithm has a worst-case time complexity of $O\left(N^{DK+1}\right)$, where $K$ denotes the number of hidden neurons and $D$ represents the number of features. It can be can be generalized to accommodate arbitrary computable loss functions without affecting its computational complexity. Our experiments demonstrate that the proposed algorithm provides provably exact solutions for small-scale datasets. To handle larger datasets, we introduce a novel coreset selection method that reduces the data size to a manageable scale, making it feasible for our algorithm. This extension enables efficient processing of large-scale datasets and achieves significantly improved performance, with a 20-30\% reduction in misclassifications for both training and prediction, compared to state-of-the-art approaches (neural networks trained using gradient descent and support vector machines), when applied to the same models (two-layer networks with fixed hidden nodes and linear models).
