Research map / Optimization / Nonconvex and smooth optimization
First-order Stochastic Algorithms for Escaping From Saddle Points in Almost Linear Time
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add NEON negative-curvature extraction to SGD | SGD · (ε, ε^{1/2})-SSP, high probability | IFO 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 momentum | Stochastic momentum · (ε, ε^{1/2})-SSP, high probability | IFO time complexity: \widetilde O\left(T_g\epsilon^{-4}\right) | Helped |
| Add NEON negative-curvature extraction to SCSG | SCSG · (ε, ε^{1/2})-SSP, high probability | IFO time complexity: \widetilde O\left(T_g\epsilon^{-3.5}\right) | Helped |
| Replace second-order negative-curvature search with NEON | Natasha2 · (ε, ε^{1/2})-SSP, expectation | time complexity: Natasha2: \widetilde O\left( T_g\epsilon^{-3.5}+T_h\epsilon^{-2.5} \right) -> NEON-Natasha: \widetilde O\left(T_g\epsilo | Helped |
| Replace second-order negative-curvature search with NEON | SVRG-Hessian · (ε, ε^{1/2})-SSP, high probability | oracle requirement | Helped |
| Use accelerated gradient rather than gradient descent in noise-originated curvature extraction (ablation) | NEON · Negative-curvature extraction, Hessian minimum eigenvalue ≤ -γ | iteration complexity: O(1/\gamma) -> \widetilde O(1/\sqrt{\gamma}) | Helped |
| Use a stochastic mini-batch version of NEON | NEON · Negative-curvature extraction on gisette simulation | IFO calls to find a good negative-curvature direction | Helped |
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