English

Path Length Bounds for Gradient Descent and Flow

Machine Learning 2021-07-20 v4 Artificial Intelligence Optimization and Control Machine Learning

Abstract

We derive bounds on the path length ζ\zeta of gradient descent (GD) and gradient flow (GF) curves for various classes of smooth convex and nonconvex functions. Among other results, we prove that: (a) if the iterates are linearly convergent with factor (1c)(1-c), then ζ\zeta is at most O(1/c)\mathcal{O}(1/c); (b) under the Polyak-Kurdyka-Lojasiewicz (PKL) condition, ζ\zeta is at most O(κ)\mathcal{O}(\sqrt{\kappa}), where κ\kappa is the condition number, and at least Ω~(dκ1/4)\widetilde\Omega(\sqrt{d} \wedge \kappa^{1/4}); (c) for quadratics, ζ\zeta is Θ(min{d,logκ})\Theta(\min\{\sqrt{d},\sqrt{\log \kappa}\}) and in some cases can be independent of κ\kappa; (d) assuming just convexity, ζ\zeta can be at most 24dlogd2^{4d\log d}; (e) for separable quasiconvex functions, ζ\zeta is Θ(d){\Theta}(\sqrt{d}). Thus, we advance current understanding of the properties of GD and GF curves beyond rates of convergence. We expect our techniques to facilitate future studies for other algorithms.

Cite

@article{arxiv.1908.01089,
  title  = {Path Length Bounds for Gradient Descent and Flow},
  author = {Chirag Gupta and Sivaraman Balakrishnan and Aaditya Ramdas},
  journal= {arXiv preprint arXiv:1908.01089},
  year   = {2021}
}

Comments

55 pages. Accepted for publication at the Journal of Machine Learning Research (JMLR, 2021)

R2 v1 2026-06-23T10:38:43.439Z