We consider the problem of computing the best-fitting ReLU with respect to
square-loss on a training set when the examples have been drawn according to a
spherical Gaussian distribution (the labels can be arbitrary). Let
opt<1 be the population loss of the best-fitting ReLU. We prove:
- Finding a ReLU with square-loss opt+ϵ is as hard as
the problem of learning sparse parities with noise, widely thought to be
computationally intractable. This is the first hardness result for learning a
ReLU with respect to Gaussian marginals, and our results imply -{\emph
unconditionally}- that gradient descent cannot converge to the global minimum
in polynomial time.
- There exists an efficient approximation algorithm for finding the
best-fitting ReLU that achieves error O(opt2/3). The algorithm
uses a novel reduction to noisy halfspace learning with respect to 0/1 loss.
Prior work due to Soltanolkotabi [Sol17] showed that gradient descent can
find the best-fitting ReLU with respect to Gaussian marginals, if the training
set is exactly labeled by a ReLU.