Related papers: Small random initialization is akin to spectral le…
It is believed that Gradient Descent (GD) induces an implicit bias towards good generalization in training machine learning models. This paper provides a fine-grained analysis of the dynamics of GD for the matrix sensing problem, whose goal…
Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…
Recent advances have shown that implicit bias of gradient descent on over-parameterized models enables the recovery of low-rank matrices from linear measurements, even with no prior knowledge on the intrinsic rank. In contrast, for robust…
Modern machine learning models are often trained in a setting where the number of parameters exceeds the number of training samples. To understand the implicit bias of gradient descent in such overparameterized models, prior work has…
Despite the recent success of stochastic gradient descent in deep learning, it is often difficult to train a deep neural network with an inappropriate choice of its initial parameters. Even if training is successful, it has been known that…
For infinitesimal learning rates, stochastic gradient descent (SGD) follows the path of gradient flow on the full batch loss function. However moderately large learning rates can achieve higher test accuracies, and this generalization…
A widely believed explanation for the remarkable generalization capacities of overparameterized neural networks is that the optimization algorithms used for training induce an implicit bias towards benign solutions. To grasp this…
We study the asymmetric matrix factorization problem under a natural nonconvex formulation with arbitrary overparametrization. The model-free setting is considered, with minimal assumption on the rank or singular values of the observed…
Training neural networks with first order optimisation methods is at the core of the empirical success of deep learning. The scale of initialisation is a crucial factor, as small initialisations are generally associated to a feature…
In matrix sensing, we first numerically identify the sensitivity to the initialization rank as a new limitation of the implicit bias of gradient flow. We will partially quantify this phenomenon mathematically, where we establish that the…
The notion of implicit bias, or implicit regularization, has been suggested as a means to explain the surprising generalization ability of modern-days overparameterized learning algorithms. This notion refers to the tendency of the…
In recent literature, a general two step procedure has been formulated for solving the problem of phase retrieval. First, a spectral technique is used to obtain a constant-error initial estimate, following which, the estimate is refined to…
Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…
Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…
Many modern neural network architectures are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Sufficiently overparameterized neural network architectures in principle have the…
We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…
Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…
Low-rank modeling plays a pivotal role in signal processing and machine learning, with applications ranging from collaborative filtering, video surveillance, medical imaging, to dimensionality reduction and adaptive filtering. Many modern…
Despite classical statistical theory predicting severe overfitting, modern massively overparameterized neural networks still generalize well. This unexpected property is attributed to the network's so-called implicit bias, which describes…
The problem of recovering a signal $\mathbf{x}\in \mathbb{R}^n$ from a set of magnitude measurements $y_i=|\langle \mathbf{a}_i, \mathbf{x} \rangle |, \; i=1,\ldots,m$ is referred as phase retrieval, which has many applications in fields of…