Related papers: Understanding Implicit Regularization in Over-Para…
Stochastic gradient descent procedures have gained popularity for parameter estimation from large data sets. However, their statistical properties are not well understood, in theory. And in practice, avoiding numerical instability requires…
The empirical success of machine learning models with many more parameters than measurements has generated an interest in the theory of overparameterisation, i.e., underdetermined models. This paradigm has recently been studied in domains…
Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…
The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from…
We introduce a novel semi-supervised version of the least squares classifier. This implicitly constrained least squares (ICLS) classifier minimizes the squared loss on the labeled data among the set of parameters implied by all possible…
Nonconvex methods have emerged as a dominant approach for low-rank matrix estimation, a problem that arises widely in machine learning and AI for learning and representing high-dimensional data. Existing analyses for these methods often…
We study discrete-time mirror descent applied to the unregularized empirical risk in matrix sensing. In both the general case of rectangular matrices and the particular case of positive semidefinite matrices, a simple potential-based…
In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…
There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…
In this paper we investigate the generalization error of gradient descent (GD) applied to an $\ell_2$-regularized OLS objective function in the linear model. Based on our analysis we develop new methodology for computationally tractable and…
In deep learning, often the training process finds an interpolator (a solution with 0 training loss), but the test loss is still low. This phenomenon, known as benign overfitting, is a major mystery that received a lot of recent attention.…
The multi-index model is a simple yet powerful high-dimensional regression model which circumvents the curse of dimensionality assuming $ \mathbb{E} [ Y | X ] = g(A^\top X) $ for some unknown index space $A$ and link function $g$. In this…
Deep linear networks trained with gradient descent yield low rank solutions, as is typically studied in matrix factorization. In this paper, we take a step further and analyze implicit rank regularization in autoencoders. We show greedy…
Representing shapes as level sets of neural networks has been recently proved to be useful for different shape analysis and reconstruction tasks. So far, such representations were computed using either: (i) pre-computed implicit shape…
This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…
The phenomenon of implicit regularization has attracted interest in recent years as a fundamental aspect of the remarkable generalizing ability of neural networks. In a nutshell, it entails that gradient descent dynamics in many neural…
In this paper, we study the trace regression when a matrix of parameters B* is estimated via the convex relaxation of a rank-regularized regression or via regularized non-convex optimization. It is known that these estimators satisfy…
We provide a unified framework that applies to a general family of convex losses across binary and multiclass settings in the overparameterized regime to approximately characterize the implicit bias of gradient descent in closed form.…
We investigate high-dimensional sparse regression when both the noise and the design matrix exhibit heavy-tailed behavior. Standard algorithms typically fail in this regime, as heavy-tailed covariates distort the empirical risk geometry. We…
In recent years, understanding the implicit regularization of neural networks (NNs) has become a central task in deep learning theory. However, implicit regularization is itself not completely defined and well understood. In this work, we…