Implicit Regularization via Spectral Neural Networks and Non-linear
  Matrix Sensing
Hong T. M. Chu Subhro Ghosh Chi Thanh Lam Soumendu Sundar Mukherjee
The phenomenon of implicit regularization has attracted interest in recent
years as a fundamental aspect of the remarkable generalizing ability of neural
networks. In a nutshell, it entails that gradient descent dynamics in many
neural nets, even without any explicit regularizer in the loss function,
converges to the solution of a regularized learning problem. However, known
results attempting to theoretically explain this phenomenon focus
overwhelmingly on the setting of linear neural nets, and the simplicity of the
linear structure is particularly crucial to existing arguments. In this paper,
we explore this problem in the context of more realistic neural networks with a
general class of non-linear activation functions, and rigorously demonstrate
the implicit regularization phenomenon for such networks in the setting of
matrix sensing problems, together with rigorous rate guarantees that ensure
exponentially fast convergence of gradient descent.In this vein, we contribute
a network architecture called Spectral Neural Networks (abbrv. SNN) that is
particularly suitable for matrix learning problems. Conceptually, this entails
coordinatizing the space of matrices by their singular values and singular
vectors, as opposed to by their entries, a potentially fruitful perspective for
matrix learning. We demonstrate that the SNN architecture is inherently much
more amenable to theoretical analysis than vanilla neural nets and confirm its
effectiveness in the context of matrix sensing, via both mathematical
guarantees and empirical investigations. We believe that the SNN architecture
has the potential to be of wide applicability in a broad class of matrix
learning scenarios.