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Boutique Boutique Vince Khaki Vince Khaki leisure leisure Shorts Shorts Abstract: This paper shows that a perturbed form of gradient descent converges to a second-order stationary point in a number iterations which depends only poly-logarithmically on dimension (i.e., it is almost "dimension-free"). The convergence rate of this procedure matches the well-known convergence rate of gradient descent to first-order stationary points, up to log factors. When all saddle points are non-degenerate, all second-order stationary points are local minima, and our result thus shows that perturbed gradient descent can escape saddle points almost for free. Our results can be directly applied to many machine learning applications, including deep learning. As a particular concrete example of such an application, we show that our results can be used directly to establish sharp global convergence rates for matrix factorization. Our results rely on a novel characterization of the geometry around saddle points, which may be of independent interest to the non-convex optimization community.
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Subjects: Machine Learning (cs.LG); Optimization and Control (math.OC); Machine Learning (stat.ML)
Cite as: Boutique winter 21 Dress Forever Casual zrzvYRA [cs.LG]
  (or arXiv:1703.00887v1 [cs.LG] for this version)

Submission history

From: Chi Jin [ Apparel Dress Casual Boutique winter Isle qtw7PxIE0I]
[v1] Thu, 2 Mar 2017 18:35:24 GMT (693kb)
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