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Implicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval and Matrix Completion

ICML 2018 · Optimization › Implicit bias and generalization · approach: Implicit regularization of SGD · 62 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use vanilla gradient descent with a large near-constant step size (about 1/log n) instead of the 1/n step size of prior WF theory, without explicit regularizationWirtinger flow for phase retrieval · Phase retrieval, Gaussian design, m >= c0 n log niteration complexity to epsilon accuracy: O(n log(1/eps)) to O(log n log(1/eps))Helped
Implicit regularization: iterates and spectral init stay incoherent with sensing vectors (no trimming, regularized loss, or projection)Vanilla gradient descent for phase retrieval · Phase retrieval, Gaussian designmax_j |a_j^T(x_t - x*)| / (sqrt(log n)||x*||)No clear effect
Unregularized vanilla GD for noisy matrix completion with spectral initialization and constant step sizeVanilla gradient descent for matrix completion · Noisy low-rank matrix completionlinear convergence rate and entrywise/spectral/Frobenius errorHelped
Gradient descent with constant step size (ignoring explicit regularization) vs. prior regularized GD for matrix completionMatrix completion · Noisy low-rank matrix completion, Table 1 comparisonsample complexity and iteration complexityMixed

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