atlas

Research map / Optimization / Nonconvex and smooth optimization

Gradient Span Algorithms Make Predictable Progress in High Dimension

NeurIPS 2026 · Optimization › Nonconvex and smooth optimization · approach: Coordinate and Adam convergence analysis · 0 citations (OpenAlex)

Read the paperCheck your idea against 108,967 papers

AI-extracted summary. Written by AI from the paper's full text. Numbers and claims can be wrong or missing context, so check the paper before you cite or build on it.

Proves that gradient span algorithms (e.g. gradient descent, momentum, conjugate gradient) follow asymptotically deterministic trajectories on scaled isotropic Gaussian random functions as dimension grows, explaining predictable progress in ML training.

Problem

Explaining why optimization runs from different random initializations of high-dimensional, non-convex machine learning cost functions show approximately equal cost curves ("predictable progress").

Approach

Extends prior predictable-progress results for random quadratic functions and spin glasses to general non-stationary isotropic Gaussian random functions, showing that the information vector of any gradient span algorithm converges in probability as dimension N grows, using a previsible custom orthonormal coordinate system and functional Gaussian conditioning.

Key results

Surprising findings

Limitations

Experimental setup

Datasets: MNIST

Metrics: convergence in probability of function values and gradient i

Builds on: spin glass state evolution approximate message passing Bayesian optimization conditioning

Closest papers by meaning

Writing a paper in this area? scime draft is a free LaTeX editor with AI included, real-time co-authors and a check of your references and venue rules before you submit. It also imports OpenAI Prism projects.

Open scime draft

Get the next scime Dispatch and a monthly field update

Free. We send a confirmation link first; every email has a one-click unsubscribe. Privacy