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How Over-Parameterization Slows Down Gradient Descent in Matrix Sensing: The Curses of Symmetry and Initialization

ICLR 2024 · Optimization › Implicit bias and generalization · approach: Low-rank and single-index recovery · 0 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use symmetric over-parameterization (k > r) instead of exact parameterization (k = r)GD for symmetric matrix sensing · Symmetric matrix sensingconvergence rate: exp(-Ω(T)) -> Ω(1/T^2)Hurt
Use asymmetric parameterization FGᵀ instead of symmetric parameterization XXᵀGD for symmetric matrix sensing · Symmetric matrix sensingconvergence rate: Ω(1/T^2) -> exp(-Ω(α²T))Helped
Use asymmetric over-parameterization (k > r) instead of symmetric over-parameterizationGD for symmetric matrix sensing · Symmetric matrix sensingconvergence rate: Ω(1/T^2) -> exp(-Ω(α²T))Helped
Use asymmetric parameterization with k = r instead of k > rGD for asymmetric matrix sensing · Asymmetric matrix sensingconvergence rate: exp(-Ω(α²T)) -> exp(-Ω(T))Helped
Initialize F and G imbalanced, with F₀ scale α and G₀ scale α/3GD with asymmetric parameterization · Asymmetric matrix factorizationconvergence 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 > rconvergence rate: exp(-Ω(α²T)) -> exp(-Ω(t-T^(3)))Helped
Use symmetric over-parameterization instead of asymmetric parameterizationGD for matrix sensing · Symmetric matrix sensing, k > rconvergence rate: exp(-Ω(α²T)) -> Ω(1/T^2)Hurt

Surprising findings

Limitations

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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