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Online ICA: Understanding Global Dynamics of Nonconvex Optimization via Diffusion Processes

NeurIPS 2016 · Optimization › Implicit bias and generalization · approach: SGD noise and flat minima

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use online (single-sample) SGD with stochastic noise from data instead of artificial noise injection for escaping unstable equilibria in ICA tensor decompositionSGD for tensor-method ICA · theoretical analysis (ICA tensor decomposition)escape from unstable equilibriaNo clear effect
Analyze SGD in three phases (unstable OU escape, ODE traverse, stable OU convergence) rather than classical upper-bound analysisSGD for ICA tensor decomposition · theoretical analysisiteration count per phaseNo clear effect

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