We present a theoretically grounded approach to train deep neural networks, including recurrent networks, subject to class-dependent label noise. We propose two procedures for loss correction that are agnostic to both application domain and network architecture. They simply amount to at most a matrix inversion and multiplication, provided that we know the probability of each class being corrupted into another. We further show how one can estimate these probabilities, adapting a recent technique for noise estimation to the multi-class setting, and thus providing an end-to-end framework. Extensive experiments on MNIST, IMDB, CIFAR-10, CIFAR-100 and a large scale dataset of clothing images employing a diversity of architectures -stacking dense, convolutional, pooling, dropout, batch normalization, word embedding, LSTM and residual layers -demonstrate the noise robustness of our proposals. Incidentally, we also prove that, when ReLU is the only non-linearity, the loss curvature is immune to class-dependent label noise.
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