Sample-Efficient Linear Representation Learning from Non-IID Non-Isotropic Data

TL;DR

This paper introduces a novel method called DFW for efficient linear representation learning from non-i.i.d. and non-isotropic data, achieving near-optimal sample complexity and overcoming biases of existing approaches.

Contribution

The paper proposes DFW, an adaptation of alternating minimization, with proven linear convergence and improved noise scaling, unifying and extending prior theoretical results.

Findings

DFW achieves linear convergence to the optimal representation.

It reduces noise dependence to total source data size.

Vanilla methods fail catastrophically on mildly non-isotropic data.

Abstract

A powerful concept behind much of the recent progress in machine learning is the extraction of common features across data from heterogeneous sources or tasks. Intuitively, using all of one's data to learn a common representation function benefits both computational effort and statistical generalization by leaving a smaller number of parameters to fine-tune on a given task. Toward theoretically grounding these merits, we propose a general setting of recovering linear operators $M$ from noisy vector measurements $y = Mx + w$, where the covariates $x$ may be both non-i.i.d. and non-isotropic. We demonstrate that existing isotropy-agnostic representation learning approaches incur biases on the representation update, which causes the scaling of the noise terms to lose favorable dependence on the number of source tasks. This in turn can cause the sample complexity of representation learning to be bottlenecked by the single-task data size. We introduce an adaptation, $\texttt{De-bias & Feature-Whiten}$ ($\texttt{DFW}$), of the popular alternating minimization-descent scheme proposed independently in Collins et al., (2021) and Nayer and Vaswani (2022), and establish linear convergence to the optimal representation with noise level scaling down with the $\textit{total}$ source data size. This leads to generalization bounds on the same order as an oracle empirical risk minimizer. We verify the vital importance of $\texttt{DFW}$ on various numerical simulations. In particular, we show that vanilla alternating-minimization descent fails catastrophically even for iid, but mildly non-isotropic data. Our analysis unifies and generalizes prior work, and provides a flexible framework for a wider range of applications, such as in controls and dynamical systems.