A Geometric Structure of Acceleration and Its Role in Making Gradients Small Fast
Optimization and Control
2021-11-05 v3
Abstract
Since Nesterov's seminal 1983 work, many accelerated first-order optimization methods have been proposed, but their analyses lacks a common unifying structure. In this work, we identify a geometric structure satisfied by a wide range of first-order accelerated methods. Using this geometric insight, we present several novel generalizations of accelerated methods. Most interesting among them is a method that reduces the squared gradient norm with rate in the prox-grad setup, faster than the rates of Nesterov's FGM or Kim and Fessler's FPGM-m.
Keywords
Cite
@article{arxiv.2106.10439,
title = {A Geometric Structure of Acceleration and Its Role in Making Gradients Small Fast},
author = {Jongmin Lee and Chanwoo Park and Ernest K. Ryu},
journal= {arXiv preprint arXiv:2106.10439},
year = {2021}
}