Convergence conjectures for deep linear neural network gradient flows

Assume that XXTX X^T has full rank. Let NN be the depth, let W(t)=WN(t)W1(t)W(t)=W_N(t)\cdots W_1(t) denote the product along the gradient flow, and let Mk\mathcal{M}_k denote the rank-constrained manifold used in Theorem 1.1. In the autoencoder case, assume X=YX=Y, d=d0=dNd=d_0=d_N, let r=mini=1,,Ndir=\min_{i=1,\ldots,N}d_i, and let λ1λd\lambda_1\geq\cdots\geq\lambda_d be the eigenvalues of XXTX X^T with corresponding orthonormal eigenvectors u1,,udu_1,\ldots,u_d. Write UrU_r for the matrix whose columns are u1,,uru_1,\ldots,u_r. Convergence conjecture. (a) The statement in Theorem 1.2(b) also holds for N>2N>2. (b) If λr>λr+1\lambda_r>\lambda_{r+1}, W(0)UrW(0)U_r has rank rr, and uiTW(0)ui>0u_i^T W(0)u_i>0 for every i{1,,r}i\in\{1,\ldots,r\}, then W(t)W(t) converges to i=1ruiuiT\sum_{i=1}^r u_i u_i^T. (c) In Theorem 1.3, if krank(Q)k\leq\operatorname{rank}(Q), convergence to a critical point on some M\mathcal{M}_{\ell} with <k\ell<k occurs only for a measure-zero set of initial values. These claims would sharpen the generic convergence theory for deep linear networks, extending the established depth-two result and describing the limiting autoencoder and lower-rank behavior. Their resolution is not supplied in the source.

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Primary source

Bubacarr Bah, Holger Rauhut, Ulrich Terstiege and Michael Westdickenberg, “Learning deep linear neural networks: Riemannian gradient flows and convergence to global minimizers”, arXiv:1910.05505 (2020).

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