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'Convex Until Proven Guilty': Dimension-Free Acceleration of Gradient Descent on Non-Convex Functions

机译:“凸起直到被证明罪犯”:无凸函数的梯度下降的无维加速度

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We develop and analyze a variant of Nesterov's accelerated gradient descent (AGD) for minimization of smooth non-convex functions. We prove that one of two cases occurs: either our AGD variant converges quickly, as if the function was convex, or we produce a certificate that the function is "guilty" of being non-convex. This non-convexity certificate allows us to exploit negative curvature and obtain deterministic, dimension-free acceleration of convergence for non-convex functions. For a function f with Lipschitz continuous gradient and Hessian, we compute a point x with ‖{nabla}f(x)‖ ≤ ε in O(ε~(-7/4) log(1/ε)) gradient and function evaluations. Assuming additionally that the third derivative is Lipschitz, we require only O(ε~(-5/3) log(1/ε)) evaluations.
机译:我们开发并分析了Nesterov加速梯度下降(AGD)的变种,以最小化平滑的非凸函数。我们证明了两个案例中的一个:我们的AGD变量很快收敛,好像功能凸,或者我们生成函数是“犯罪”是非凸的证书。这种非凸性证书允许我们利用负曲率并获得用于非凸函数的收敛的确定性,无尺寸加速度。对于具有Lipschitz连续梯度和Hessian的功能f,我们将点x计算为o(ε〜(-7/4)log(1 /ε))梯度和函数评估的‖{nabla} f(x)‖≤ε 。假设第三衍生物是LipsChitz,我们只需要O(ε〜(-5/3)日志(1 /ε))评估。

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