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Implicit Regularization and Convergence for Weight Normalization

18 November 2019
Xiaoxia Wu
Edgar Dobriban
Tongzheng Ren
Shanshan Wu
Zhiyuan Li
Suriya Gunasekar
Rachel A. Ward
Qiang Liu
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Abstract

Normalization methods such as batch [Ioffe and Szegedy, 2015], weight [Salimansand Kingma, 2016], instance [Ulyanov et al., 2016], and layer normalization [Baet al., 2016] have been widely used in modern machine learning. Here, we study the weight normalization (WN) method [Salimans and Kingma, 2016] and a variant called reparametrized projected gradient descent (rPGD) for overparametrized least-squares regression. WN and rPGD reparametrize the weights with a scale g and a unit vector w and thus the objective function becomes non-convex. We show that this non-convex formulation has beneficial regularization effects compared to gradient descent on the original objective. These methods adaptively regularize the weights and converge close to the minimum l2 norm solution, even for initializations far from zero. For certain stepsizes of g and w , we show that they can converge close to the minimum norm solution. This is different from the behavior of gradient descent, which converges to the minimum norm solution only when started at a point in the range space of the feature matrix, and is thus more sensitive to initialization.

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