Path Length Bounds for Gradient Descent and Flow
Abstract
We derive bounds on the path length 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 , then is at most ; (b) under the Polyak-Kurdyka-Lojasiewicz (PKL) condition, is at most , where is the condition number, and at least ; (c) for quadratics, is and in some cases can be independent of ; (d) assuming just convexity, can be at most ; (e) for separable quasiconvex functions, is . 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)