Algorithmic Regularization in Model-free Overparametrized Asymmetric Matrix Factorization
| Autor: | Jiang, Liwei, Chen, Yudong, Ding, Lijun |
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| Rok vydání: | 2022 |
| Předmět: | |
| Zdroj: | SIAM Journal on Mathematics of Data Science , vol. 5, no. 3, pp. 723-744, 2023 |
| Druh dokumentu: | Working Paper |
| Popis: | 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 matrix, where the global optima provably overfit. We show that vanilla gradient descent with small random initialization sequentially recovers the principal components of the observed matrix. Consequently, when equipped with proper early stopping, gradient descent produces the best low-rank approximation of the observed matrix without explicit regularization. We provide a sharp characterization of the relationship between the approximation error, iteration complexity, initialization size and stepsize. Our complexity bound is almost dimension-free and depends logarithmically on the approximation error, with significantly more lenient requirements on the stepsize and initialization compared to prior work. Our theoretical results provide accurate prediction for the behavior gradient descent, showing good agreement with numerical experiments. Comment: 30 pages, 7 figures |
| Databáze: | arXiv |
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