  Conventional wisdom in deep learning states that increasing depth improves
expressiveness but complicates optimization. This paper suggests that,
sometimes, increasing depth can speed up optimization. The effect of depth on
optimization is decoupled from expressiveness by focusing on settings where
additional layers amount to overparameterization - linear neural networks, a
well-studied model. Theoretical analysis, as well as experiments, show that
here depth acts as a preconditioner which may accelerate convergence. Even on
simple convex problems such as linear regression with $\ell_p$ loss, $p>2$,
gradient descent can benefit from transitioning to a non-convex
overparameterized objective, more than it would from some common acceleration
schemes. We also prove that it is mathematically impossible to obtain the
acceleration effect of overparametrization via gradients of any regularizer.

Machine Learning