Implicit Regularization for Group SparsityDownload PDF

Published: 01 Feb 2023, Last Modified: 12 Mar 2024ICLR 2023 posterReaders: Everyone
Keywords: gradient descent, implicit regularization, structured/group sparsity, linear neural network
TL;DR: We study the implicit regularization of gradient descent towards structured sparsity via a novel neural reparameterization.
Abstract: We study the implicit regularization of gradient descent towards structured sparsity via a novel neural reparameterization, which we call a diagonally grouped linear neural network. We show the following intriguing property of our reparameterization: gradient descent over the squared regression loss, without any explicit regularization, biases towards solutions with a group sparsity structure. In contrast to many existing works in understanding implicit regularization, we prove that our training trajectory cannot be simulated by mirror descent. We analyze the gradient dynamics of the corresponding regression problem in the general noise setting and obtain minimax-optimal error rates. Compared to existing bounds for implicit sparse regularization using diagonal linear networks, our analysis with the new reparameterization shows improved sample complexity. In the degenerate case of size-one groups, our approach gives rise to a new algorithm for sparse linear regression. Finally, we demonstrate the efficacy of our approach with several numerical experiments.
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