相关论文: Escaping Local Minima Provably in Non-convex Matri…
This paper studies the role of over-parametrization in solving non-convex optimization problems. The focus is on the important class of low-rank matrix sensing, where we propose an infinite hierarchy of non-convex problems via the lifting…
In this paper we develop a new framework that captures the common landscape underlying the common non-convex low-rank matrix problems including matrix sensing, matrix completion and robust PCA. In particular, we show for all above problems…
Matrix sensing problems exhibit pervasive non-convexity, plaguing optimization with a proliferation of suboptimal spurious solutions. Avoiding convergence to these critical points poses a major challenge. This work provides new theoretical…
Non-convex optimization with local search heuristics has been widely used in machine learning, achieving many state-of-art results. It becomes increasingly important to understand why they can work for these NP-hard problems on typical…
A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…
Advancements in information technology have enabled the creation of massive spatial datasets, driving the need for scalable and efficient computational methodologies. While offering viable solutions, centralized frameworks are limited by…
A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…
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…
Machine learning problems such as neural network training, tensor decomposition, and matrix factorization, require local minimization of a nonconvex function. This local minimization is challenged by the presence of saddle points, of which…
We propose a general theory for studying the \xl{landscape} of nonconvex \xl{optimization} with underlying symmetric structures \tz{for a class of machine learning problems (e.g., low-rank matrix factorization, phase retrieval, and deep…
In this paper, we study the problem of escaping from saddle points in smooth nonconvex optimization problems subject to a convex set $\mathcal{C}$. We propose a generic framework that yields convergence to a second-order stationary point of…
Recent work established that rank overparameterization eliminates spurious local minima in nonconvex low-rank matrix recovery under the restricted isometry property (RIP). But this does not fully explain the practical success of…
Despite their practical success, a theoretical understanding of the loss landscape of neural networks has proven challenging due to the high-dimensional, non-convex, and highly nonlinear structure of such models. In this paper, we…
The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local…
We study nonconvex optimization landscapes for learning overcomplete representations, including learning (i) sparsely used overcomplete dictionaries and (ii) convolutional dictionaries, where these unsupervised learning problems find many…
We study the effects of mild over-parameterization on the optimization landscape of a simple ReLU neural network of the form $\mathbf{x}\mapsto\sum_{i=1}^k\max\{0,\mathbf{w}_i^{\top}\mathbf{x}\}$, in a well-studied teacher-student setting…
Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…
Learning to optimize - the idea that we can learn from data algorithms that optimize a numerical criterion - has recently been at the heart of a growing number of research efforts. One of the most challenging issues within this approach is…
In this paper, we show that under over-parametrization several standard stochastic optimization algorithms escape saddle-points and converge to local-minimizers much faster. One of the fundamental aspects of over-parametrized models is that…
A commonly used heuristic in non-convex optimization is Normalized Gradient Descent (NGD) - a variant of gradient descent in which only the direction of the gradient is taken into account and its magnitude ignored. We analyze this heuristic…