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

TL;DR

This paper investigates how over-parameterization affects the convergence of gradient descent in matrix sensing, revealing slower rates in symmetric cases and faster linear convergence in asymmetric cases, with new theoretical bounds and methods.

Contribution

It provides the first global convergence results for over-parameterized matrix sensing in both symmetric and asymmetric settings, highlighting the impact of symmetry and initialization.

Findings

Over-parameterization leads to a slower $rac{1}{T^2}$ convergence in symmetric settings.

Asymmetric over-parameterization achieves linear convergence with rate depending on initialization scale.

A modified gradient descent step can recover rate independent of initialization scale.

Abstract

This paper rigorously shows how over-parameterization changes the convergence behaviors of gradient descent (GD) for the matrix sensing problem, where the goal is to recover an unknown low-rank ground-truth matrix from near-isotropic linear measurements. First, we consider the symmetric setting with the symmetric parameterization where $M^* \in \mathbb{R}^{n \times n}$ is a positive semi-definite unknown matrix of rank $r \ll n$, and one uses a symmetric parameterization $XX^\top$ to learn $M^*$. Here $X \in \mathbb{R}^{n \times k}$ with $k > r$ is the factor matrix. We give a novel $\Omega (1/T^2)$ lower bound of randomly initialized GD for the over-parameterized case ($k >r$) where $T$ is the number of iterations. This is in stark contrast to the exact-parameterization scenario ($k=r$) where the convergence rate is $\exp (-\Omega (T))$. Next, we study asymmetric setting where $M^* \in \mathbb{R}^{n_1 \times n_2}$ is the unknown matrix of rank $r \ll \min\{n_1,n_2\}$, and one uses an asymmetric parameterization $FG^\top$ to learn $M^*$ where $F \in \mathbb{R}^{n_1 \times k}$ and $G \in \mathbb{R}^{n_2 \times k}$. Building on prior work, we give a global exact convergence result of randomly initialized GD for the exact-parameterization case ($k=r$) with an $\exp (-\Omega(T))$ rate. Furthermore, we give the first global exact convergence result for the over-parameterization case ($k>r$) with an $\exp(-\Omega(\alpha^2 T))$ rate where $\alpha$ is the initialization scale. This linear convergence result in the over-parameterization case is especially significant because one can apply the asymmetric parameterization to the symmetric setting to speed up from $\Omega (1/T^2)$ to linear convergence. On the other hand, we propose a novel method that only modifies one step of GD and obtains a convergence rate independent of $\alpha$, recovering the rate in the exact-parameterization case.