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Analytical Convergence Regions of Accelerated First-Order Methods in Nonconvex Optimization under Regularity Condition. (arXiv:1810.03229v1 [math.OC])
来源于:arXiv
Gradient descent (GD) converges linearly to the global optimum for even
nonconvex problems when the loss function satisfies certain benign geometric
properties that are strictly weaker than strong convexity. One important
property studied in the literature is the so-called Regularity Condition (RC).
The RC property has been proven valid for many problems such as deep linear
neural networks, shallow neural networks with nonlinear activations, phase
retrieval, to name a few. Moreover, accelerated first-order methods (e.g.
Nesterov's accelerated gradient and Heavy-ball) achieve great empirical success
when the parameters are tuned properly but lack theoretical understandings in
the nonconvex setting. In this paper, we use tools from robust control to
analytically characterize the region of hyperparameters that ensure linear
convergence of accelerated first-order methods under RC. Our results apply to
all functions satisfying RC and therefore are more general than results derived
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