Robust Differentiable SVD
This addresses a bottleneck in integrating eigendecomposition into deep learning for computer vision, offering a more stable solution for applications like image processing.
The paper tackles the problem of numerically unstable gradients in eigendecomposition for symmetric matrices in deep networks, which causes poor convergence, by showing that a Taylor expansion of SVD gradients is theoretically equivalent to Power Iteration gradients but yields more accurate results, as demonstrated in image classification and style transfer tasks.
Eigendecomposition of symmetric matrices is at the heart of many computer vision algorithms. However, the derivatives of the eigenvectors tend to be numerically unstable, whether using the SVD to compute them analytically or using the Power Iteration (PI) method to approximate them. This instability arises in the presence of eigenvalues that are close to each other. This makes integrating eigendecomposition into deep networks difficult and often results in poor convergence, particularly when dealing with large matrices. While this can be mitigated by partitioning the data into small arbitrary groups, doing so has no theoretical basis and makes it impossible to exploit the full power of eigendecomposition. In previous work, we mitigated this using SVD during the forward pass and PI to compute the gradients during the backward pass. However, the iterative deflation procedure required to compute multiple eigenvectors using PI tends to accumulate errors and yield inaccurate gradients. Here, we show that the Taylor expansion of the SVD gradient is theoretically equivalent to the gradient obtained using PI without relying in practice on an iterative process and thus yields more accurate gradients. We demonstrate the benefits of this increased accuracy for image classification and style transfer.