The theory of greedy low-rank learning (GLRL) aims to explain the impressive generalization capabilities of deep learning. It proves that stochastic gradient-based training implicitly regularizes neural networks towards low-rank solutions through a gradual increase of the rank during training. However, there is a gap between theory and practice since GLRL requires an infinitesimal initialization of the weights, which is not practical due to the fact that it is a saddle point. In this work, we remove the assumption of infinitesimal initialization by focusing on cumulative weight updates. We prove the cumulative weight updates follow an incremental low-rank trajectory for arbitrary orthogonal initialization of weights in a three-layer linear network. Empirically, we demonstrate that our theory holds on a broad range of neural networks (e.g., transformers) and standard training algorithms (e.g., SGD, Adam). However, existing training algorithms do not exploit the low-rank property to improve computational efficiency as the networks are not parameterized in low-rank. To remedy this, we design a new training algorithm Incremental Low-Rank Learning (InRank), which explicitly expresses cumulative weight updates as low-rank matrices while incrementally augmenting their ranks during training. We evaluate InRank on GPT-2, and our results indicate that InRank achieves comparable prediction performance as the full-rank counterpart while requiring at most 33% of the total ranks throughout training. We also propose an efficient version of InRank that achieves a reduction of 37% in total training time and 36% in model size when training GPT-medium on WikiText-103 from scratch.

We study the computational scalability of a Gaussian process (GP) framework for solving general nonlinear partial differential equations (PDEs). This framework transforms solving PDEs to solving quadratic optimization problem with nonlinear constraints. Its complexity bottleneck lies in computing with dense kernel matrices obtained from pointwise evaluations of the covariance kernel of the GP and its partial derivatives at collocation points. We present a sparse Cholesky factorization algorithm for such kernel matrices based on the near-sparsity of the Cholesky factor under a new ordering of Diracs and derivative measurements. We rigorously identify the sparsity pattern and quantify the exponentially convergent accuracy of the corresponding Vecchia approximation of the GP, which is optimal in the Kullback-Leibler divergence. This enables us to compute $\epsilon$-approximate inverse Cholesky factors of the kernel matrices with complexity $O(N\log^d(N/\epsilon))$ in space and $O(N\log^{2d}(N/\epsilon))$ in time. With the sparse factors, gradient-based optimization methods become scalable. Furthermore, we can use the oftentimes more efficient Gauss-Newton method, for which we apply the conjugate gradient algorithm with the sparse factor of a reduced kernel matrix as a preconditioner to solve the linear system. We numerically illustrate our algorithm's near-linear space/time complexity for a broad class of nonlinear PDEs such as the nonlinear elliptic, Burgers, and Monge-Amp\`ere equations. In summary, we provide a fast, scalable, and accurate method for solving general PDEs with GPs.

Generative adversarial networks (GANs) are capable of producing high quality samples, but they suffer from numerous issues such as instability and mode collapse during training. To combat this, we propose to model the generator and discriminator as agents acting under local information, uncertainty, and awareness of their opponent. By doing so we achieve stable convergence, even when the underlying game has no Nash equilibria. We call this mechanism implicit competitive regularization (ICR) and show that it is present in the recently proposed competitive gradient descent (CGD). When comparing CGD to Adam using a variety of loss functions and regularizers on CIFAR10, CGD shows a much more consistent performance, which we attribute to ICR. In our experiments, we achieve the highest inception score when using the WGAN loss (without gradient penalty or weight clipping) together with CGD. This can be interpreted as minimizing a form of integral probability metric based on ICR. Generative adversarial networks (GANs): (Goodfellow et al., 2014) are a class of generative models based on a competitive game between a generator that tries to generate realistic new data, and a discriminator, that tries to distinguish generated from real data.