On Feature Decorrelation in Self-Supervised Learning
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Abstract (arXiv)
In self-supervised representation learning, a common idea behind most of the state-of-the-art approaches is to enforce the robustness of the representations to predefined augmentations. A potential issue of this idea is the existence of completely collapsed solutions (i.e., constant features), which are typically avoided implicitly by carefully chosen implementation details. In this work, we study a relatively concise framework containing the most common components from recent approaches. We verify the existence of complete collapse and discover another reachable collapse pattern that is usually overlooked, namely dimensional collapse. We connect dimensional collapse with strong correlations between axes and consider such connection as a strong motivation for feature decorrelation (i.e., standardizing the covariance matrix). The gains from feature decorrelation are verified empirically to highlight the importance and the potential of this insight.
Key facts. Cited by 160 papers in the map (data through 7 Oct 2026). Builds on 43 of its 51 references that are in the map. First posted on arXiv 2 May 2021.
Builds on
43 of 51 references.
References · 43
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- 2020Training Deep Neural Networks Without Batch Normalizationcited by 3
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Citing papers per year: 2021: 9; 2022: 40; 2023: 39; 2024: 39; 2025: 23; 2026: 10.
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