相关论文: How to trap a gradient flow

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

It has been established that when the gradient coding problem is distributed among $n$ servers, the computation load (number of stored data partitions) of each worker is at least $s+1$ in order to resists $s$ stragglers. This scheme incurs…

The analysis of gradient descent-type methods typically relies on the Lipschitz continuity of the objective gradient. This generally requires an expensive hyperparameter tuning process to appropriately calibrate a stepsize for a given…

The gradient descent method aims at finding local minima of a given multivariate function by moving along the direction of its gradient, and hence, the algorithm typically involves computing all partial derivatives of a given function,…

We consider the minimization of non-convex quadratic forms regularized by a cubic term, which exhibit multiple saddle points and poor local minima. Nonetheless, we prove that, under mild assumptions, gradient descent approximates the…

This paper focuses on minimizing a smooth function combined with a nonsmooth regularization term on a compact Riemannian submanifold embedded in the Euclidean space under a decentralized setting. Typically, there are two types of approaches…

The behavior of the gradient descent (GD) algorithm is analyzed for a deep neural network model with skip-connections. It is proved that in the over-parametrized regime, for a suitable initialization, with high probability GD can find a…

We study the use of gradient descent with backtracking line search (GD-BLS) to solve the noisy optimization problem $\theta_\star:=\mathrm{argmin}_{\theta\in\mathbb{R}^d} \mathbb{E}[f(\theta,Z)]$, imposing that the function…

We derive bounds on the path length $\zeta$ 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…

We consider non-differentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable,…

It is well-known that given a smooth, bounded-from-below, and possibly nonconvex function, standard gradient-based methods can find $\epsilon$-stationary points (with gradient norm less than $\epsilon$) in $\mathcal{O}(1/\epsilon^2)$…

We consider the problem of finding an approximate second-order stationary point of a constrained non-convex optimization problem. We first show that, unlike the gradient descent method for unconstrained optimization, the vanilla projected…

We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…

The symmetric low-rank matrix factorization serves as a building block in many learning tasks, including matrix recovery and training of neural networks. However, despite a flurry of recent research, the dynamics of its training via…

We characterize the query complexity of finding stationary points of one-dimensional non-convex but smooth functions. We consider four settings, based on whether the algorithms under consideration are deterministic or randomized, and…

The problem of space-efficient depth-first search (DFS) is reconsidered. A particularly simple and fast algorithm is presented that, on a directed or undirected input graph $G=(V,E)$ with $n$ vertices and $m$ edges, carries out a DFS in…

We study the iteration complexity of the optimistic gradient descent-ascent (OGDA) method and the extra-gradient (EG) method for finding a saddle point of a convex-concave unconstrained min-max problem. To do so, we first show that both…

The defining equation $(\ast):\ \dot \omega\_t=-F'(\omega\_t),$ of a gradient flow is kinetic in essence. This article explores some dynamical (rather than kinetic) features of gradient flows (i) by embedding equation $(\ast)$ into the…

We consider the fundamental problem in non-convex optimization of efficiently reaching a stationary point. In contrast to the convex case, in the long history of this basic problem, the only known theoretical results on first-order…

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…