On Nonconvex Optimization for Machine Learning

Chi Jin, Praneeth Netrapalli, Rong Ge, Sham M. Kakade, Michael I. Jordan

Research output: Contribution to journalArticlepeer-review

Abstract

Gradient descent (GD) and stochastic gradient descent (SGD) are the workhorses of large-scale machine learning. While classical theory focused on analyzing the performance of these methods in convex optimization problems, the most notable successes in machine learning have involved nonconvex optimization, and a gap has arisen between theory and practice. Indeed, traditional analyses of GD and SGD show that both algorithms converge to stationary points efficiently. But these analyses do not take into account the possibility of converging to saddle points. More recent theory has shown that GD and SGD can avoid saddle points, but the dependence on dimension in these analyses is polynomial. For modern machine learning, where the dimension can be in the millions, such dependence would be catastrophic. We analyze perturbed versions of GD and SGD and show that they are truly efficient-their dimension dependence is only polylogarithmic. Indeed, these algorithms converge to second-order stationary points in essentially the same time as they take to converge to classical first-order stationary points.

Original languageEnglish (US)
Article number3418526
JournalJournal of the ACM
Volume68
Issue number2
DOIs
StatePublished - Mar 2021
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Software
  • Control and Systems Engineering
  • Information Systems
  • Hardware and Architecture
  • Artificial Intelligence

Keywords

  • (stochastic) gradient descent
  • Saddle points
  • efficiency
  • perturbations

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