Towards Resolving the Implicit Bias of Gradient Descent for Matrix Factorization: Greedy Low-Rank Learning

Zhiyuan Li · Yuping Luo · Kaifeng Lyu


Keywords: [ implicit bias ] [ matrix factorization ] [ implicit regularization ] [ gradient descent ]

[ Abstract ]
[ Slides [ Paper ]
Tue 4 May 9 a.m. PDT — 11 a.m. PDT


Matrix factorization is a simple and natural test-bed to investigate the implicit regularization of gradient descent. Gunasekar et al. (2017) conjectured that gradient flow with infinitesimal initialization converges to the solution that minimizes the nuclear norm, but a series of recent papers argued that the language of norm minimization is not sufficient to give a full characterization for the implicit regularization. In this work, we provide theoretical and empirical evidence that for depth-2 matrix factorization, gradient flow with infinitesimal initialization is mathematically equivalent to a simple heuristic rank minimization algorithm, Greedy Low-Rank Learning, under some reasonable assumptions. This generalizes the rank minimization view from previous works to a much broader setting and enables us to construct counter-examples to refute the conjecture from Gunasekar et al. (2017). We also extend the results to the case where depth >= 3, and we show that the benefit of being deeper is that the above convergence has a much weaker dependence over initialization magnitude so that this rank minimization is more likely to take effect for initialization with practical scale.

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