On the infinite-depth limit of finite-width neural networks

In this paper, we study the infinite-depth limit of finite-width residual neural networks with random Gaussian weights. With proper scaling, we show that by fixing the width and taking the depth to infinity, the pre-activations converge in distribution to a zero-drift diffusion process. Unlike the in<PRE_TAG>finite-width limit</POST_TAG> where the pre-activation converge weakly to a Gaussian random variable, we show that the infinite-depth limit yields different distributions depending on the choice of the activation function. We document two cases where these distributions have closed-form (different) expressions. We further show an intriguing change of regime phenomenon of the post-activation norms when the width increases from 3 to 4. Lastly, we study the sequential limit infinite-depth-then-in<PRE_TAG>finite-width</POST_TAG> and compare it with the more commonly studied in<PRE_TAG>finite-width-then-infinite-depth limit</POST_TAG>.