Paper: Optimal criterion for feature learning of two-layer linear neural network in high dimensional interpolation regime (ICLR-2024)

Reviewer comment (Theory):
There are many additional assumptions stated inside the theorems: "for all $W$ which satisfies $R(W) - \sigma^2 \leq$..."(Theorem 1), "there exists $k\leq n$ such that .." (Theorem 2), "the rows of $X W_B^\top U_B$ are independent" (Theorem 3), "the condition number of $A_k$.." (Corollary 1). To me, the assumptions looked very artificial, and it was hard to see why it is reasonable to assume those. It would strengthen the paper if the authors could state all necessary assumptions separately before stating the theorems. Without this, it is hard to judge how non-trivial the results are.

Author response:
First, we would like to emphasize that the assumptions we put in this study are rather standard. 
Although they would look complicated,  each assumption can be well interpreted as follows: 

 - The phrase ``for all $W$ which satisfies ...'' in Theorem 1 
 indicates that we discuss $W$ with a small value of our criterion. 
This is quite natural because, when we discuss a model selection criterion, we should choose $W$ that minimizes the criterion $R(W)$ so that we obtain the minimum predictive error. 
This is exactly analogous to other model selection criteria such as AIC and BIC in which we choose a model that minimizes those model selection criteria. 
Therefore, we restricted the argument on the parameter range of $W$ where $W$ achieves almost minimum value of $R(W)$. 
 
 - The assumption ``there exists $k\leq n$ such that ...'' in Theorem 2 is a relaxation of Assumption 3 and implies that the decay of $\Sigma_{\beta}^{1/2}\Sigma_x\Sigma_{\beta}^{1/2}$'s eigenvalues is not too slow. This is met in the following two situations:  
    - (1) The first situation is that the decay of $\Sigma_{\beta}$'s eigenvalues is not too slow. This happens when $m$ signals are correlated as stated in the top of p.5 in this paper, which is a very natural assumption seen when there is correlation between each component in a regression problem of multi-dimensional vectors. 
The assumption about the decay speed of $\Sigma_{\beta}$'s eigenvalues is also widely used in the analysis of high-dimensional regression problems such as Xu and Hsu (2019).  
Otherwise, we don't gain any benefit from the neural network model because the signals are almost independent across the outputs. 
    - (2) The second situation is that the ``alignment matrix''  $\Sigma_{\beta}^{\frac{1}{2}}\Sigma_x\Sigma_{\beta}^{\frac{1}{2}}$ between $\Sigma_x$ and $\Sigma_{\beta}$ has fast decay of eigenvalues as referred in p.6 of this paper, which corresponds to a situation where the principle components of both $\Sigma_x$ and $\Sigma_{\beta}$ are well aligned. 
In this case, larger benefits of feature learning can be obtained by finding informative direction of input at the first layer. Please refer to the description in the paper for explanations of alignment and misalignment. This assumption about the alignment of $\Sigma_x$ and $\Sigma_{\beta}$ is often used in the theoretical analysis of feature learning, and is also used in Wu and Xu (2020), for example. 

- The assumption in Corollary 1 that ``the rows of $XW_BU_B^{\top}$ are independent'' is the one that follows the assumption used in Tsigler and Bartlett (2020) to derive the lower bound of the predictive error in high dimensional regression. 


As we have seen above, these assumptions are natural from a statistical theory perspective, and please note that another reviewer is actually convinced by this point. 

J. Xu and D. J. Hsu. On the number of variables to use in principal component regression. Advances in Neural Information Processing Systems, 32, 2019.

D. Wu and J. Xu. On the optimal weighted l2 regularization in overparameterized linear regression. In H. Larochelle, M. Ranzato, R. Hadsell, M. Balcan, and H. Lin, editors, Advances in Neural Information Processing Systems, pages 10112–10123. Curran Associates, Inc.

A. Tsigler and P. L. Bartlett. Benign overfitting in ridge regression. arXiv preprint arXiv:2009.14286, 2020.

Reviewer comment (Experiments):
Although the authors have provided Example 1--4 to show the advantage of using $R(W)$ over ridge regression, the settings seem very artificial and restrictive. I wouldn't be too surprised even if there exists a pathological setting where standard ridge regression does not generalize well and there is a quick fix for it.

Author response:
Although you mention that our four examples look artificial, we believe that it is quite important to presents synthetic examples in which we can understand the general theory in an intuitive way. 
Our theorems on the property of the proposed criterion $R(W)$ are presented in a considerably general form, which prevents the readers to see its benefit immediately. 
Therefore, we presented concrete ``easy'' but essential examples to demonstrate how our theory can prove the benefit of feature learning. 
Naturally, an analogous consequence can be obtained in a slightly different setting.  Of course, it is also an important future work to find more general but interpretable situations where the ridge regression fails but feature learning works.

__Q__.  I wouldn't be too surprised even if there exists a pathological setting where standard ridge regression does not generalize well and there is a quick fix for it.  
__A__. It is not trivial how to fix the failure of normal ridge regression in a general setting. 
If we know the true signal $\beta_*$, we may construct a quick fix of ridge regression in a case-by-case way. However, this does not work in practical situations and does not scale for variety of situations. On the other hand, our analysis shows that just minimizing the proposed criterion can resolve these problems in a unifying manner because it minimizes the predictive error. 
Moreover, the aim of this study is to purely investigate the benefits of feature learning, and thus a case-by-case improvement of ridge regression is not our research target.

Reviewer comment (Experiments):
This happens again in the experiment; the authors choose a very specific parameters and argue that the proposed method improves over ridge regression. I would be interested to see further justification for considering such setting.

Author response:
As we have mentioned above, we consider that it is important to present a simple synthetic examples to understand our general results even in the numerical evaluations so that the readers have better understandings of our study.

Reviewer comment (Theory):
The theoretical results give sufficient conditions for the superior performance of the network over ridge regression. Do you believe these conditions are also necessary and did you try any numerical experiments in that direction?

Author response:
The four examples in this paper are obtained by considering situations where the upper bound of Proposition 1 does not generalize, and since this upper bound also achieves the lower bound, we believe that these examples essentially cover almost all situations where ridge regression cannot generalize and our proposed method can generalize.

Reviewer comment (Theory):
The methodology and design of regularization in neural networks seem arbitrary. They suggest that the regularization used in previous cases is applied to neural networks, and by chance, it provides an upper bound of the true risk and constitutes a lower bound. The author postulates that this type of regularization appears implicitly in neural networks. The question is why this regularization is exploited by neural networks and not another that would also allow reaching the Bayes risk. For example, in recursive feature machines where authors apply an optimal feature learning step and a ridge regression step, one could expect results that reach the lower bound. One could say that it is possible to look for regularization that already exists in the literature or create new ones that will also show that it is an upper bound of the predictive loss and lead to a lower bound of the Bayes risk. But how can we ensure that the regularization proposed by the authors is unique and actually the one implicitly used by linear two-layer Neural Network? Otherwise, it is possible to write a lot of studies with different regularizations. The only thing we seem to be sure of is that ridge regression is not optimal.

Author response:
__Q__. The methodology and design of regularization in neural networks seem arbitrary. They suggest that the regularization used in previous cases is applied to neural networks, and by chance, it provides an upper bound of the true risk and constitutes a lower bound.  
__A__. As mentioned in the paper, the criterion we propose is introduced as an exact estimator of the predictive risk of the two-layer linear neural network, and it is inevitable that regularization of this form achieves the lower bound as in Theorem 3 (please refer to the proof of Theorem 1 for more details). The correct understanding is that as a result of constructing an exact estimator of the predictive risk, the regularization term that should appear must essentially coincide with the degrees of freedom that appears in WAIC and Mallows' Cp.

__Q__. The author postulates that this type of regularization appears implicitly in neural networks. The question is why this regularization is exploited by neural networks and not another that would also allow reaching the Bayes risk.   
__A__.  As emphasized in the introduction, the goal of this study is to reveal the maximum potential of feature learning for a theoretical understanding of the generalization of neural networks. Therefore, the regularization proposed in this study was not introduced to ``explain'' the usual regularization or implicit regularization that has been used conventionally. Regarding the uniqueness of this regularization, if $W$ is fixed and $d \leq n$, the unbiased estimator of the predictive risk (with an appropriate regularization parameter) takes the same form. Thus, it is unique.

__Q__. For example, in recursive feature machines where authors apply an optimal feature learning step and a ridge regression step, one could expect results that reach the lower bound.  
__A__.  Of course, as you have illustrated, it is possible to add something that becomes zero when taking the expectation or something that is $o(1)$, but we see no point in unnecessarily increasing the variance by introducing such an additional term.

__Q__. One could say that it is possible to look for regularization that already exists in the literature or create new ones that will also show that it is an upper bound of the predictive loss and lead to a lower bound of the Bayes risk. But how can we ensure that the regularization proposed by the authors is unique and actually the one implicitly used by linear two-layer Neural Network? Otherwise, it is possible to write a lot of studies with different regularizations. The only thing we seem to be sure of is that ridge regression is not optimal.  
__A__. Although we haven't been able to demonstrate uniqueness in a completely strict sense, we believe that bringing in another regularization in the above sense would essentially result in almost the same consequence. Furthermore, it is entirely nontrivial that the regularization term stemming from this unbiased estimator indeed achieves both the upper and lower bounds of the predictive risk up to a constant factor even when the input is high-dimensional and $W$ can move freely. This is a remarkable novelty of our research.

Reviewer comment (Theory):
One could ask whether this regularization is not optimal in the restricted setting considered by the authors (hypothesis on the data, generative model considered for the data, zero mean data, etc.). In a neural network study, one would expect to study the learning dynamics that naturally bring out the learning model and the implicit regularization that could also depend on the type of data and not be generic. Probably not the reverse: propose an arbitrary regularization and show by its properties (lower bound of Bayes risk, upper bound of predictive risk) that it is the actual regularization achieved by a linear neural network.

Author response:
__Q__. Along the same lines, one could ask whether this regularization is not optimal in the restricted setting considered by the authors (hypothesis on the data, generative model considered for the data, zero mean data, etc.). In a neural network study, one would expect to study the learning dynamics that naturally bring out the learning model and the implicit regularization that could also depend on the type of data and not be generic. And probably not the reverse: propose an arbitrary regularization and showing by its properties (lower bound of Bayes risk, upper bound of predictive risk) that it is the actual regularization achieved by linear neural network.  
__A__. Reveling the role and mechanism of the implicit regularization and the training dynamics of the usual neural network and its affect on the generalization is actually one of the most important researche topics in the field of deep learning theory. 
However, we strongly disagree the opinion that one should not acknowledge theoretical studies which are not aimed to such a typical research direction.
As we emphasized in the introduction, this research aims to elucidate the full potential of feature learning, which can be performed by neural networks. 
Although this is not directly intended to ``understand'' the real neural network behavior, 
it is important to reveal the potential benefit of neural network from the theoretical view point, 
which is also extremely meaningful in actual feature learning scenarios. If the optimization methods and neural network architectures used so far realize implicit regularization that reduces the criteria proposed in this research or something similar, such methods can be characterized as ones that maximize the potential of feature learning. Moreover, even if existing methods cannot realize implicit regularization that reduces the criteria of this research, studying optimization methods and architectures that realize it can lead to the development of higher-performing methods that are theoretically substantiated.

Reviewer comment (Experiments):
Even though the theoretical contributions are important, it would have been interesting to illustrate the theoretical conclusions more. In particular, it would have been interesting to compare the W learned by a linear NN network (without the regularization proposed, for example by a gradient descent method) and compare it to that obtained by regularization. This could represent an empirical argument that the actual learning process follows that of the proposed regularization. It would also be interesting to test the robustness of the conclusions on real data to see how dependent they are on the model considered and not obsolete for real data.

Author response:
__Q__. Even though the theoretical contributions are important, it would have been interesting to illustrate the theoretical conclusions a bit more. In particular, it would have been interesting to compare the W learned by a linear NN network (without the regularization proposed (by a gradient descent method, for example)) and compare it to that obtained by regularization. This could represent an empirical argument that the actual learning process follows that of the proposed regularization. It would also be interesting to test the robustness of the conclusions on real data to see how dependent they are on the model considered and not obsolete for real data.  
__A__. As you properly pointed out, investigating the relationship between the implicit regularization in practical deep learning and the method proposed in this study is indeed an important issue. We may closely compare the implicit regularization induced by the usual stochastic gradient descent and the optimal regularization proposed in this study. That would bring an interesting insight into the practical applications. 
As an important future work, we would like to explore a situation where the implicit regularization performed by the real neural networks yields the Bayes optimal risk.

Reviewer comment (Writing):
The sentence: "This is because there is a difficulty in feature learning ..." in the introduction seems not to be understandable, at least to me.

Author response:
__Q__.  The sentence: "This is because there is a difficulty in feature learning ..." in the introduction seems not to be understandable, at least to me.  
__A__. The feature mapping requires additional parameters, and naively minimizing the empirical loss in high-dimensional settings, which are already prone to overfitting, could further promote overfitting if we increase the number of parameters. Hence, we advocate for the necessity of regularization, including implicit regularization.

Reviewer comment (Theory):
The main question in the introduction is a bit confusing: "Can we design an optimal regularisation...". This question is interesting, but maybe it's not related to the learning process in real NN. Even if implicit regularisation doesn't explain all the phenomena, it is implicitly given by the learning process and the dynamics of learning. This question also seems a bit challenging and too broad, as one could expect this regularisation term to depend on the data modelling under consideration.

Author response:
__Q__.  I think the main question in the introduction is a bit confusing: "Can we design an optimal regularisation...". I think this question is interesting, but maybe it's not related to the learning process in real NN. At least, even if implicit regularisation doesn't explain all the phenomena, it is implicitly given by the learning process and the dynamics of learning.  
__A__.  As we emphasized in the introduction, the ultimate goal of this paper is to understand the generalization phenomena of neural networks, not to provide theoretical guarantees for conventional methods. However, as mentioned above, this study is also highly meaningful for real neural networks in the sense that it leads to providing theoretical backing for feature learning of traditional methods, and the development of new methods using the results of this study.

Reviewer comment (Theory):
Some explanations would have been welcome for assumption 1. Why do you consider putting the sub-Gaussianity assumption on the rows of $X\Sigma_x^{-1/2}$ and not on the rows of $X$?

Author response:
__Q__. I think some explanations would have been welcome for assumption 1. Why do you consider putting the sub-Gaussianity assumption on the rows of $X\Sigma_x$ and not on the rows of $X$?  
__A__. This is one of the standard assumptions required to utilize the concentration inequality such as Bernstein's inequality. It is a natural assumption in statistical learning theory, and has been used in several existing research such as Chattterji et al. (2022).

N. S. Chatterji, P. M. Long, and P. L. Bartlett. The interplay between implicit bias and benign overfitting in two-layer linear networks. Journal of Machine Learning Research, 23(263):1–48, 2022.

Reviewer comment (Writing):
The explanation at the end of page 4 and the beginning of page 5 is confusing. A lot of information is given, sometimes without any link, and some terms are not explained. In particular, several topics are mentioned in the same paragraph which are not related to each other (decay of eigenvalues for benign overfitting, high dimensional regime considered for $d, n$, ...). Furthermore, the kernel regime is not defined.

Author response:
__Q__.  Furthermore, the kernel regime is not defined.  
__A__. The kernel regime is a framework for performing regression in a fixed reproducing kernel Hilbert space, a framework widely used in statistical learning theory.

__Q__. A lot of information is given, sometimes without any link, and some terms are not explained. In particular, several topics are mentioned in the same paragraph which are not related to each other (decay of eigenvalues for benign overfitting, high dimensional regime considered for , ...). Furthermore, the kernel regime is not defined.  
__A__. This paragraph emphasizes the benefits of converting the model generalization framework from benign overfitting to a kernel method, with the optimal reproducing kernel Hilbert space in terms of predictive risk by feature learning. With the addition of feature learning, generalization ability of the models is enhanced, surpassing what can be achieved with benign overfitting.

Reviewer comment (Experiments):
In numerical experiments, it would have been fairer to tune the regularization parameter for ridge regression and take the best one. What if the poor performance of ridge is only due to a bad choice of the regularization parameter? It would have been interesting to add the important baseline that would train a linear neural network as usual on the synthetic data and also some real data, at least to show the robustness of the approach with respect to the data distribution and the model considered.

Author response:
__Q__.   In numerical experiments, it would have been fairer to tune the regularization parameter for ridge regression and take the best one. What if the poor performance of ridge is only due to a bad choice of the regularization parameter? It would have been interesting to add the important baseline that would train a linear neural network as usual on the synthetic data and also some real data, at least to show the robustness of the approach with respect to the data distribution and the model considered.  
__A__. Regarding the numerical experiments, we agree with you that the comparison was not fair unless we chose the optimal tuning parameters for both our method and the naive ridge regression as you pointed. 
Hence, we carefully re-examined the experimental settings and conducted the experiments again with optimally tuned regularization parameters. The regularization parameter for ridge regression was selected from $1.0, 0.5, 0.1, 0.01, 0.001, 0.0001$ to minimize the predictive
risk calculated using additional data. Even under these settings, we demonstrated the significant superiority of the proposed method in the situation where feature learning is effective.

Reviewer comment (Experiments):
The authors argue that the proposed method can beat ridge regression. However, how does it compare to ridge regression with optimally tuned regularization? For example, in figure 1, "Normal Ridge" corresponds to ridge regression with $\lambda = 1/n$ which is not the optimally tuned. More importantly, the authors consider a case where the $\beta$s are not isotropic. In that case, one might try to look at the optimization problem $\hat\beta_{\Omega} = \min_{\beta}||y - X \beta||_2^2 + ||\Omega \beta||_2^2$ where $\Omega$ is a $d\times d$ matrix. Then, try to tune $\Omega$ optimally (similar to Wu and Xu 2020). One can also use the min-norm interpolation version of this that was studied in (Sun et al., 2022), section 2.2. For example, setting $\Omega \asymp \Sigma_\beta^{-1}$ can exactly give the Bayes optimal in Proposition 1. It is also doing the feature learning because it regularizes the dimensions with small signal power more than the directions with strong signal. What is the benefit of the method proposed by the authors to this? How do they compare? What are the benefits?

Author response:
__Q__. The authors argue that the proposed method can beat ridge regression. However, how does it compare to ridge regression with optimally tuned regularization? For example, in figure 1, "Normal Ridge" corresponds to ridge regression with  which is not the optimally tuned.  
__A__. We would like to emphasize that Proposition 1 holds for any regularization parameter $\lambda$. Therefore, the statement applies to the optimally tuned $\lambda$ as a special case. Consequently, the comparison between the proposed method and ridge regression in our four examples is valid for any choice of $\lambda$. Thus, the analyses there state that, even if we choose the optimal $\lambda$ for the ridge regression as well as our proposed approach, our method can significantly outperform the ridge regression in those situations.  Regarding the numerical experiments, we agree that the comparison is not fair unless we choose the optimal tuning parameters for both methods.  Hence, following your suggestion, we carefully re-examined the experimental conditions and conducted the experiments again with optimally tuned regularization parameters. The regularization parameter for ridge regression was selected from $1.0, 0.5, 0.1, 0.01, 0.001, 0.0001$ to minimize the predictive risk calculated using additional data. Even under these settings, we demonstrated the significant superiority of the proposed method in the situation where feature learning is effective.

__Q__.  More importantly, the authors consider a case where the s are not isotropic. In that case, one might try to look at the optimization problem $\hat{\beta}\_\Omega= \min\_{\beta}  \Vert y-X\beta \Vert^2+ \Vert \Omega \beta  \Vert\_2^2$ where $\Omega$ is a $d \times d$ matrix. Then, try to tune  optimally (similar to Wu and Xu 2020). One can also use the min-norm interpolation version of this that was studied in (Sun et al., 2022), section 2.2.   
__A__. As for the relationship between our research and generalized ridge regression, the first layer's coordinate transformation corresponds to selecting the metric for the norm employed in the $l_2$ regularization. 
In that sense, the two-layer linear neural network in our paper is equivalent to the generalized ridge regression you are referring to. In fact, for a fixed $W$, we can write $\min\_{\beta}\left \Vert y-XW^{\top}\beta \right \Vert^2 + \lambda \left\Vert\beta\right\Vert\_2^2 = \min\_{\beta'}\left \Vert y-X\beta' \right \Vert^2 + \lambda \left\Vert W^{-\top}\beta\right\Vert\_2^2$, and the same discussion can be applied as the chapter on Bayes risk optimality in this paper. Therefore, selecting the optimal first-layer parameters by our proposed method is equivalent to selecting the optimal metric for the regularization of the generalized ridge regression. Therefore, the feature learning based on the selection of $\Omega$ you mentioned is actually the same framework as this research. As you say, theoretically, it is optimal to adopt a metric in $l_2$ norm that is proportional to $\Sigma_{\beta}^{-1}$, but $\Sigma_{\beta}^{-1}$ is a matrix calculated from signal information, which is unknown and impossible to use in training. The contribution of this work lies in that our proposed method can extract the information of such $\Sigma_{\beta}^{-1}$ from the training data through feature learning and can actually obtain nearly optimal $l_2$ norm metrics even in the high dimensional setting. This is quite important to obtain better predictive accuracy as we have presented in the main text. 
In terms of comparing with Wu and Xu (2020), they theoretically analyzed the optimal $l_2$ regularization metric, that is, the first layer parameters in the context of a two-layer linear neural network. While we perform the analysis in general situations, they limit it to fairly restricted conditions where $\Sigma_x$ and $\Sigma_{\beta}$ can be simultaneously diagonalized, giving us an advantage in that respect. Please note that the results of both coincide in the case that $\Sigma_x$ and $\Sigma_{\beta}$ can be simultaneously diagonalized, as stated in the chapter on Bayes risk optimality in this paper. Additionally, regarding the choice of the optimal metric, while they optimize in a further limited parameter space, our method optimizes in a broader, more general parameter space, giving us an advantage.

Reviewer comment (Theory):
Right before section 2, it is mentioned that (Ba et al., 2022) studies the problem in the setting where $n\geq d$. Is this true? They consider the regime where $d$ and $n$ are in the same order but $d$ can be large or smaller than $n$. How do the results in this paper compare to the results of (Ba et al., 2022) with $O(\sqrt{n})$ gradient step size?

Author response:
__Q__. Right before section 2, it is mentioned that (Ba et al., 2022) studies the problem in the setting where $n\geq d$. Is this true? They consider the regime where $d$ and $n$ are in the same order but $d$ can be large or smaller than $n$. How does the results in this paper compare to the results of (Ba et al., 2022) with $O(\sqrt{n})$ gradient step size?  
__A__. Certainly, while the entire paper by Ba et al. (2022) deals with the situation where $d \geq n$ too, Theorem 11 in their paper, which demonstrates the superiority of one gradient step feature learning with a step size $\sqrt{n}$ over the conjugate kernel, requires $d < n$ for the model to generalize because the upper bound of the model after feature learning is given as $O(\frac{d}{n})$. The remarkable point in our study which is different from theirs is that we can show superiority over models without feature learning even in situations where $d\sim n$ or $d \gg n$.

Reviewer comment (Novelty):
How does the proposed method compare to sketched linear regression? See e.g. (Chen et al., 2023).

Author response:
__Q__.  How does the proposed method compare to sketched linear regression? See e.g. (Chen et al., 2023).  
__A__.  Since the sketched linear regression performs random down sampling, it achieves better computational complexity over our proposed method (or more generally, neural network approaches). 
In terms of generalization, since sketching matrices are random projection matrices, they are expected to reduce variance without greatly increasing bias by appropriately reducing the model dimension. 
However, the construction of sketching matrices does not utilize any information of the input-output relation because it is a completely random procedure, which does not yield any improvement on the bias. 
This is especially problematic when the bias is large, for example, when $\Sigma_x$ and $\Sigma_{\beta}$ are misaligned. In that setting, the performance improvement by sketching is limited (i.e., it can reduce only the variance) while our proposed approach achieves significant performance improvement.  
From the viewpoint of whether or not the bias can be efficiently reduced (in other words, whether they utilize the input-output relation or not), the proposed method and the sketched linear regression are entirely different.