Abstract:Over-parametrization of deep neural networks has recently been shown to be key to their successful training. However, it also renders them prone to overfitting and makes them expensive to store and train. Tensor regression networks significantly reduce the number of effective parameters in deep neural networks while retaining accuracy and the ease of training. They replace the flattening and fully-connected layers with a tensor regression layer, where the regression weights are expressed through the factors of a low-rank tensor decomposition. In this paper, to further improve tensor regression networks, we propose a novel stochastic rank-regularization. It consists of a novel randomized tensor sketching method to approximate the weights of tensor regression layers. We theoretically and empirically establish the link between our proposed stochastic rank-regularization and the dropout on low-rank tensor regression. Extensive experimental results with both synthetic data and real world datasets (i.e., CIFAR-100 and the UK Biobank brain MRI dataset) support that the proposed approach i) improves performance in both classification and regression tasks, ii) decreases overfitting, iii) leads to more stable training and iv) improves robustness to adversarial attacks and random noise.