- [pdf] [supp] [arXiv]
Why Approximate Matrix Square Root Outperforms Accurate SVD in Global Covariance Pooling?
Global Covariance Pooling (GCP) aims at exploiting the second-order statistics of the convolutional feature. Its effectiveness has been demonstrated in boosting the classification performance of Convolutional Neural Networks (CNNs). Singular Value Decomposition (SVD) is used in GCP to compute the matrix square root. However, the approximate matrix square root calculated using Newton-Schulz iteration [??] outperforms the accurate one computed via SVD [??]. We empirically analyze the reason behind the performance gap from the perspectives of data precision and gradient smoothness. Various remedies for computing smooth SVD gradients are investigated. Based on our observation and analyses, a hybrid training protocol is proposed for SVD-based GCP meta-layers such that competitive performances can be achieved against Newton-Schulz iteration. Moreover, we propose a new GCP meta-layer that uses SVD in the forward pass, and Pade approximants in the backward propagation to compute the gradients. The proposed meta-layer has been integrated into different CNN models and achieves state-of-the-art performances on both large-scale and fine-grained datasets.