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Implicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval and Matrix Completion
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| 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 regularization | Wirtinger flow for phase retrieval · Phase retrieval, Gaussian design, m >= c0 n log n | iteration 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 design | max_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 size | Vanilla gradient descent for matrix completion · Noisy low-rank matrix completion | linear convergence rate and entrywise/spectral/Frobenius error | Helped |
| Gradient descent with constant step size (ignoring explicit regularization) vs. prior regularized GD for matrix completion | Matrix completion · Noisy low-rank matrix completion, Table 1 comparison | sample complexity and iteration complexity | Mixed |
Closest papers by meaning
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- Implicit Regularization of Decentralized Gradient Descent for Sparse Regression (NeurIPS 2024 · similarity 0.87)
- Symmetric Matrix Completion with ReLU Sampling (ICML 2024 · similarity 0.87)
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