最简约束最小二乘优化中损失函数驻点计数
概率论
2023-07-19 v2 数学物理
math.MP
摘要
我们使用 Kac-Rice 方法分析随机版斜交 Procrustes 问题（球面上最小二乘类型的最简单优化问题之一）中损失函数“优化景观”的统计特征。
引用
@article{arxiv.1911.12452,
title = {Counting stationary points of the loss function in the simplest constrained least-square optimization},
author = {Yan V. Fyodorov and Rashel Tublin},
journal= {arXiv preprint arXiv:1911.12452},
year = {2023}
}
备注
The text is based on the presentation at the workshop "Random Matrix Theory: Applications in the Information Era", 29 Apr 2019 -- 3 May 2019 2019, Krakow, Poland