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The Power of Preconditioning in Overparameterized Low-Rank Matrix Sensing

ICML 2023 · Optimization › Implicit bias and generalization · approach: Low-rank and single-index recovery · 10 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add damped preconditioning (X^T X + λI)^{-1} to GD (ScaledGD(λ))overparameterized low-rank matrix sensing · Synthetic, n=150, r*=3, r=5, varying κconvergence speed vs vanilla GD: >10x faster than GD at κ=7Helped
Use fixed damping ScaledGD(λ) instead of PrecGD's iteration-varying damping in overparameterized regime (ablation)overparameterized rank sweep · Synthetic, r=3,5,10,20convergence rateHelped
Exact parameterization (r=r*) PrecGD vs ScaledGD(λ) (ablation)exact rank setting · Synthetic, r=3convergence rateNo clear effect
Decrease initialization scale α (ablation)ScaledGD(λ) · Synthetic reconstruction errorrelative reconstruction errorHelped
Use ScaledGD(λ) in noisy settingScaledGD(λ) · Noisy synthetic observationsfinal error vs information-theoretic bound E_statNo clear effect

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