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How Over-Parameterization Slows Down Gradient Descent in Matrix Sensing: The Curses of Symmetry and Initialization
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Shows that GD on over-parameterized symmetric matrix factorization slows to Omega(1/T^2), while asymmetric parameterization with imbalanced initialization gives exact linear convergence, and a one-step rebalancing trick removes the initialization-scale dependence.
Problem
Gradient descent for low-rank matrix sensing becomes much slower when the search rank k exceeds the true rank r (over-parameterization), and the convergence behavior in that regime was not rigorously characterized.
Approach
Proves a sublinear Omega(1/T^2) lower bound for symmetric over-parameterized GD, then shows that asymmetric FG^T parameterization with imbalanced initialization (F scale alpha, G scale alpha/3) yields exact linear convergence at rate exp(-Omega(alpha^2 T)), and a one-time rescaling step that intensifies imbalance removes the alpha dependence.
Key results
- Symmetric over-parameterized GD has a lower bound ||X_tX_t^T - M*||_F^2 >= (c alpha^2/(eta sigma_r n t))^2, i.e. Omega(1/T^2), versus exp(-Omega(T)) in exact parameterization.
- Asymmetric imbalanced-initialized GD converges linearly at exp(-Omega(alpha^2 T)) in the over-parameterized case, implying asymmetric parameterization is exponentially faster than symmetric for symmetric matrix sensing.
- A one-step rescaling that intensifies imbalance yields linear convergence at a rate independent of the initialization scale alpha.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use symmetric over-parameterization (k > r) instead of exact parameterization (k = r) | GD for symmetric matrix sensing · Symmetric matrix sensing | convergence rate: exp(-Ω(T)) -> Ω(1/T^2) | Hurt |
| Use asymmetric parameterization FGᵀ instead of symmetric parameterization XXᵀ | GD for symmetric matrix sensing · Symmetric matrix sensing | convergence rate: Ω(1/T^2) -> exp(-Ω(α²T)) | Helped |
| Use asymmetric over-parameterization (k > r) instead of symmetric over-parameterization | GD for symmetric matrix sensing · Symmetric matrix sensing | convergence rate: Ω(1/T^2) -> exp(-Ω(α²T)) | Helped |
| Use asymmetric parameterization with k = r instead of k > r | GD for asymmetric matrix sensing · Asymmetric matrix sensing | convergence rate: exp(-Ω(α²T)) -> exp(-Ω(T)) | Helped |
| Initialize F and G imbalanced, with F₀ scale α and G₀ scale α/3 | GD with asymmetric parameterization · Asymmetric matrix factorization | convergence rate: α⁴/36(1-4ηα²)^(2t) ≤ ‖FₜGₜᵀ - Σ‖²_F ≤ 4n·(1-ηα²/4)^(t-T₁) | Helped |
| Increase the imbalance with a one-step transformation at T^(3) | GD with asymmetric over-parameterization · Asymmetric matrix sensing, k > r | convergence rate: exp(-Ω(α²T)) -> exp(-Ω(t-T^(3))) | Helped |
| Use symmetric over-parameterization instead of asymmetric parameterization | GD for matrix sensing · Symmetric matrix sensing, k > r | convergence rate: exp(-Ω(α²T)) -> Ω(1/T^2) | Hurt |
Surprising findings
- Asymmetric parameterization can be exponentially faster than symmetric parameterization even when the target matrix is positive semi-definite.
- Imbalance between F and G, rather than balance, is the key ingredient for fast convergence, contrary to prior work emphasizing balancing.
Limitations
- Requires RIP with small constant (delta roughly O~(1/sqrt(kr))) and small initialization scale alpha, with polynomial dependence on condition number.
- Convergence rate of base asymmetric result depends on initialization scale alpha, and the paper shows this dependence is unavoidable in the worst case.
- Results are for gradient descent on L2 loss only, and the rebalancing step relies on knowing the neighborhood of the optimum.
Experimental setup
Metrics: reconstruction error ||FG^T - M*||_F^2 convergence rate
Baselines: symmetric parameterization GD exact-parameterization GD balancing regularization
Builds on: Soltanolkotabi et al. 2023 implicit regularization of GD in matrix sensing Tong et al. auto-balancing analysis Stöger and Soltanolkotabi small random initialization
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