Related papers: Methods to locate Saddle Points in Complex Landsca…
For a real valued function, a point is critical if its derivatives are zero, and a critical point is a saddle point if it is not a local extrema. In this paper, we study algorithms to find saddle points of general Morse index. Our approach…
We introduce and investigate stochastic processes designed to find local minimizers and saddle points of non-convex functions, exploring the landscape more efficiently than the standard noisy gradient descent. The processes switch between…
This paper studies the saddle point problem of polynomials. We give an algorithm for computing saddle points. It is based on solving Lasserre's hierarchy of semidefinite relaxations. Under some genericity assumptions on defining…
Here we present a multiscale method to calculate the saddle point associated with the effective dynamics arising from a stochastic system which couples slow deterministic drift and fast stochastic dynamics. This problem is motivated by the…
The proliferation of saddle points, rather than poor local minima, is increasingly understood to be a primary obstacle in large-scale non-convex optimization for machine learning. Variable elimination algorithms, like Variable Projection…
We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…
Local search heuristics for non-convex optimizations are popular in applied machine learning. However, in general it is hard to guarantee that such algorithms even converge to a local minimum, due to the existence of complicated saddle…
Optimizing non-convex functions is of primary importance in the vast majority of machine learning algorithms. Even though many gradient descent based algorithms have been studied, successive convex approximation based algorithms have been…
The high-index saddle dynamics (HiSD) method is a powerful approach for computing saddle points and solution landscape. However, its practical applicability is constrained by the need for the explicit energy function expression. To overcome…
Computing saddle points with a prescribed Morse index on potential energy surfaces is crucial for characterizing transition states for nosie-induced rare transition events in physics and chemistry. Many numerical algorithms for this type of…
In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…
We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…
We describe a line-search algorithm which achieves the best-known worst-case complexity results for problems with a certain "strict saddle" property that has been observed to hold in low-rank matrix optimization problems. Our algorithm is…
This paper considers a class of distributed resource allocation problems where each agent privately holds a smooth, potentially non-convex local objective, subject to a globally coupled equality constraint. Built upon the existing method,…
The article is devoted to the development of algorithmic methods ensuring efficient complexity bounds for strongly convex-concave saddle point problems in the case when one of the groups of variables is high-dimensional, and the other is…
The broad success of theoretical and experimental quantum optimal control is intimately connected to the topology of the underlying control landscape. For several common quantum control goals, including the maximization of an observable…
In reward-free reinforcement learning (RL), an agent explores the environment first without any reward information, in order to achieve certain learning goals afterwards for any given reward. In this paper we focus on reward-free RL under…
Adversarial neural networks solve many important problems in data science, but are notoriously difficult to train. These difficulties come from the fact that optimal weights for adversarial nets correspond to saddle points, and not…
We study a posterior sampling approach to efficient exploration in constrained reinforcement learning. Alternatively to existing algorithms, we propose two simple algorithms that are more efficient statistically, simpler to implement and…
Computational catalysis is playing an increasingly significant role in the design of catalysts across a wide range of applications. A common task for many computational methods is the need to accurately compute the adsorption energy for an…