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First-order Stochastic Algorithms for Escaping From Saddle Points in Almost Linear Time

NeurIPS 2018 · Optimization › Nonconvex and smooth optimization · approach: Saddle-point escape algorithms · 15 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add NEON negative-curvature extraction to SGDSGD · (ε, ε^{1/2})-SSP, high probabilityIFO time complexity: Noisy SGD: \widetilde O\left(T_gd^p\epsilon^{-4}\right) -> NEON-SGD: \widetilde O\left(T_g\epsilon^{-4}\right)Helped
Add NEON negative-curvature extraction to stochastic momentumStochastic momentum · (ε, ε^{1/2})-SSP, high probabilityIFO time complexity: \widetilde O\left(T_g\epsilon^{-4}\right)Helped
Add NEON negative-curvature extraction to SCSGSCSG · (ε, ε^{1/2})-SSP, high probabilityIFO time complexity: \widetilde O\left(T_g\epsilon^{-3.5}\right)Helped
Replace second-order negative-curvature search with NEONNatasha2 · (ε, ε^{1/2})-SSP, expectationtime complexity: Natasha2: \widetilde O\left( T_g\epsilon^{-3.5}+T_h\epsilon^{-2.5} \right) -> NEON-Natasha: \widetilde O\left(T_g\epsiloHelped
Replace second-order negative-curvature search with NEONSVRG-Hessian · (ε, ε^{1/2})-SSP, high probabilityoracle requirementHelped
Use accelerated gradient rather than gradient descent in noise-originated curvature extraction (ablation)NEON · Negative-curvature extraction, Hessian minimum eigenvalue ≤ -γiteration complexity: O(1/\gamma) -> \widetilde O(1/\sqrt{\gamma})Helped
Use a stochastic mini-batch version of NEONNEON · Negative-curvature extraction on gisette simulationIFO calls to find a good negative-curvature directionHelped

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