State-Dependent Lyapunov Analysis of Rank-1 Matrix Factorization

This paper studies the stability of low-rank implicit regularization in perturbed deep matrix factorization, where the target matrix is corrupted by a noise matrix. We first derive sufficient spectral conditions under which gradient descent exhibits a low-rank phase in the noiseless setting. These conditions show how the target spectrum, initialization, and step size jointly determine the existence of a nonempty low-rank interval. We then analyze the perturbed gradient descent dynamics, proving convergence guarantees and quantifying how the perturbation affects iteration complexity and eigenvalue recovery. Finally, we show that the low-rank phase persists under perturbation, with explicit dependence on the perturbation size. Numerical experiments support the theoretical findings.

Matrix factorization (i.e., problems of the form $\min_{\mathbf{P},\mathbf{Q}} \|\mathbf{M}^\star - \mathbf{P}^\top\mathbf{Q}\|_\mathrm{F}^2$) is a minimal learning problem that exhibits both nonlinear parameter dynamics and representation learning. In this setting, we study how parameter trajectories under the Muon optimizer differ from those of gradient descent. We identify three main dynamical differences: 1) Muon avoids the slow saddle-to-saddle dynamics from small initialization. Muon instead learns all the top modes of $\mathbf{M}^\star$ at the same rate, with the smaller modes converging first. 2) Muon remains stable even when the learning rate exceeds the critical threshold set by the local loss sharpness. This frees the learning rate from the condition number of the problem, enabling rapid convergence via exponential learning rate annealing. 3) Once the weights are aligned with each other and the target, Muon flow conserves the matrix quantity $\sqrt{\mathbf{P}^\top \mathbf{P}}-\sqrt{\mathbf{Q}^\top \mathbf{Q}}$, while gradient flow is known to conserve the matrix $\mathbf{P}^\top\mathbf{P} - \mathbf{Q}^\top\mathbf{Q}$. Despite having distinct conserved quantities, both optimizers find the so-called \textit{balanced} solution from vanishing initialization. When training from small random initialization, the weights spontaneously align early in training. We derive the alignment rates in simple settings and show that they predict the empirical alignment rates in general. Finally, we exploit structural properties of Muon to construct a learning rate schedule that achieves near-perfect alignment in only two optimization steps.

Low-rank matrix optimization is often carried out via the Burer-Monteiro (BM) formulation, but choosing the factorization rank $r$ is delicate and can substantially slow optimization. We propose a unified framework, termed direction-magnitude decomposition (DMD), that decomposes the optimization variable to improve optimization efficiency even when the target rank is unknown. We develop two DMD-based approaches and establish their theoretical advantages on the canonical problem of matrix factorization. The first, overparameterized DMD, uses a rank $r$ larger than necessary and enjoys faster convergence as $r$ increases. The second, recursive DMD, is motivated by the incremental eigenpair learning, or saddle-to-saddle, behavior of overparameterized DMD. It achieves lower memory and computational costs, complementing overparameterized DMD. Both approaches are exponentially faster than gradient descent applied to the BM formulation. Numerical experiments on matrix factorization, sensing, and completion corroborate our theoretical findings and demonstrate the practical effectiveness of DMD.