اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدUniversal Average-Case Optimality of Polyak Momentum
52
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Polyak momentum (PM), also known as the heavy-ball method, is a widely used optimization method that enjoys an asymptotic optimal worst-case complexity on quadratic objectives. However, its remarkable empirical success is not fully explained by this optimality, as the worst-case analysis -- contrary to the average-case -- is not representative of the expected complexity of an algorithm. In this work we establish a novel link between PM and the average-case analysis. Our main contribution is to prove that any optimal average-case method converges in the number of iterations to PM, under mild assumptions. This brings a new perspective on this classical method, showing that PM is asymptotically both worst-case and average-case optimal.
قيم البحث
اقرأ أيضاً
We develop a framework for the average-case analysis of random quadratic problems and derive algorithms that are optimal under this analysis. This yields a new class of methods that achieve acceleration given a model of the Hessians eigenvalue distri
bution. We develop explicit algorithms for the uniform, Marchenko-Pastur, and exponential distributions. These methods are momentum-based algorithms, whose hyper-parameters can be estimated without knowledge of the Hessians smallest singular value, in contrast with classical accelerated methods like Nesterov acceleration and Polyak momentum. Through empirical benchmarks on quadratic and logistic regression problems, we identify regimes in which the the proposed methods improve over classical (worst-case) accelerated methods.
Advances in generative modeling and adversarial learning have given rise to renewed interest in smooth games. However, the absence of symmetry in the matrix of second derivatives poses challenges that are not present in the classical minimization fra
mework. While a rich theory of average-case analysis has been developed for minimization problems, little is known in the context of smooth games. In this work we take a first step towards closing this gap by developing average-case optimal first-order methods for a subset of smooth games. We make the following three main contributions. First, we show that for zero-sum bilinear games the average-case optimal method is the optimal method for the minimization of the Hamiltonian. Second, we provide an explicit expression for the optimal method corresponding to normal matrices, potentially non-symmetric. Finally, we specialize it to matrices with eigenvalues located in a disk and show a provable speed-up compared to worst-case optimal algorithms. We illustrate our findings through benchmarks with a varying degree of mismatch with our assumptions.
Minimax optimization problems arises from both modern machine learning including generative adversarial networks, adversarial training and multi-agent reinforcement learning, as well as from tradition research areas such as saddle point problems, num
erical partial differential equations and optimality conditions of equality constrained optimization. For the unconstrained continuous nonconvex-nonconcave situation, Jin, Netrapalli and Jordan (2019) carefully considered the very basic question: what is a proper definition of local optima of a minimax optimization problem, and proposed a proper definition of local optimality called local minimax. We shall extend the definition of local minimax point to constrained nonconvex-nonconcave minimax optimization problems. By analyzing Jacobian uniqueness conditions for the lower-level maximization problem and the strong regularity of Karush-Kuhn-Tucker conditions of the maximization problem, we provide both necessary optimality conditions and sufficient optimality conditions for the local minimax points of constrained minimax optimization problems.
How many bits of information are revealed by a learning algorithm for a concept class of VC-dimension $d$? Previous works have shown that even for $d=1$ the amount of information may be unbounded (tend to $infty$ with the universe size). Can it be th
at all concepts in the class require leaking a large amount of information? We show that typically concepts do not require leakage. There exists a proper learning algorithm that reveals $O(d)$ bits of information for most concepts in the class. This result is a special case of a more general phenomenon we explore. If there is a low information learner when the algorithm {em knows} the underlying distribution on inputs, then there is a learner that reveals little information on an average concept {em without knowing} the distribution on inputs.
We prove the following uniqueness result for the buckling plate. Assume there exists a smooth domain which minimizes the first buckling eigenvalue for a plate among all smooth domains of given volume. Then the domain must be a ball. The proof uses th
e second variation for the buckling eigenvalue and an inequality by L. E. Payne to establish this result.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
