Authors
Jason D Lee, Ioannis Panageas, Georgios Piliouras, Max Simchowitz, Michael I Jordan, Benjamin Recht
Publication date
2019/7/1
Journal
Mathematical programming
Volume
176
Issue
1-2
Pages
311-337
Publisher
Springer Berlin Heidelberg
Description
We establish that first-order methods avoid strict saddle points for almost all initializations. Our results apply to a wide variety of first-order methods, including (manifold) gradient descent, block coordinate descent, mirror descent and variants thereof. The connecting thread is that such algorithms can be studied from a dynamical systems perspective in which appropriate instantiations of the Stable Manifold Theorem allow for a global stability analysis. Thus, neither access to second-order derivative information nor randomness beyond initialization is necessary to provably avoid strict saddle points.
Total citations
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Scholar articles
JD Lee, I Panageas, G Piliouras, M Simchowitz… - Mathematical programming, 2019