The Goldilocks zone: Towards better understanding of neural network loss landscapes

We explore the loss landscape of fully-connected neural networks using random, low-dimensional hyperplanes and hyperspheres. Evaluating the Hessian, $H$, of the loss function on these hypersurfaces, we observe 1) an unusual excess of the number of positive eigenvalues of $H$, and 2) a large value of $\mathrm{Tr}(H) / |H|$ at a well defined range of configuration space radii, corresponding to a thick, hollow, spherical shell we refer to as the \textit{Goldilocks zone}. We observe this effect for fully-connected neural networks over a range of network widths and depths on MNIST and CIFAR-10 with the $\mathrm{ReLU}$ non-linearity. The effect is not observed for the $\tanh$ non-linearity. Using our observations, we demonstrate a close connection between the Goldilocks zone, measures of local convexity/prevalence of positive curvature, and the suitability of a network initialization. We show that the high and stable accuracy reached when optimizing on random, low-dimensional hypersurfaces is directly related to the overlap between the hypersurface and the Goldilocks zone. We note that common initialization techniques initialize neural networks in this particular region of unusually high convexity, and offer a geometric intuition for their success. We take steps towards an analytic description of the general features of the loss function geometry, exploring its anisotropy and strong radial dependence. We support our theoretical results with experiments. Furthermore, we demonstrate that initializing a neural network at a number of points and selecting for high measures of local convexity such as $\mathrm{Tr}(H) / |H|$, number of positive eigenvalues of $H$, or low initial loss, leads to statistically significantly faster training on MNIST. Based on our observations, we hypothesize that the Goldilocks zone contains a high density of suitable initialization configurations.