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#1 SGD vs GD: Rank Deficiency in Linear Networks [PDF] [Copy] [Kimi] [REL]

Authors: Aditya Varre, Margarita Sagitova, Nicolas Flammarion

In this article, we study the behaviour of continuous-time gradient methods on a two-layer linear network with square loss. A dichotomy between SGD and GD is revealed: GD preserves the rank at initialization while (label noise) SGD diminishes the rank regardless of the initialization. We demonstrate this rank deficiency by studying the time evolution of the *determinant* of a matrix of parameters. To further understand this phenomenon, we derive the stochastic differential equation (SDE) governing the eigenvalues of the parameter matrix. This SDE unveils a *replusive force* between the eigenvalues: a key regularization mechanism which induces rank deficiency. Our results are well supported by experiments illustrating the phenomenon beyond linear networks and regression tasks.

Subject: NeurIPS.2024 - Poster