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Saddle-to-Saddle Dynamics in Deep Linear Networks: Small Initialization Training, Symmetry, and Sparsity

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arxiv 2106.15933 v2 pith:FHXPVUW7 submitted 2021-06-30 stat.ML cs.LG

Saddle-to-Saddle Dynamics in Deep Linear Networks: Small Initialization Training, Symmetry, and Sparsity

classification stat.ML cs.LG
keywords gammadynamicsvariancecasegloballinearminimumtheta
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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The dynamics of Deep Linear Networks (DLNs) is dramatically affected by the variance $\sigma^2$ of the parameters at initialization $\theta_0$. For DLNs of width $w$, we show a phase transition w.r.t. the scaling $\gamma$ of the variance $\sigma^2=w^{-\gamma}$ as $w\to\infty$: for large variance ($\gamma<1$), $\theta_0$ is very close to a global minimum but far from any saddle point, and for small variance ($\gamma>1$), $\theta_0$ is close to a saddle point and far from any global minimum. While the first case corresponds to the well-studied NTK regime, the second case is less understood. This motivates the study of the case $\gamma \to +\infty$, where we conjecture a Saddle-to-Saddle dynamics: throughout training, gradient descent visits the neighborhoods of a sequence of saddles, each corresponding to linear maps of increasing rank, until reaching a sparse global minimum. We support this conjecture with a theorem for the dynamics between the first two saddles, as well as some numerical experiments.

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