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  4. Escaping from saddle points on Riemannian manifolds
 
conference paper

Escaping from saddle points on Riemannian manifolds

Sun, Yue
•
Flammarion, Nicolas  
•
Fazel, Maryam
2019
Advances In Neural Information Processing Systems 32 (Nips 2019)
33rd Conference on Neural Information Processing Systems (NeurIPS)

We consider minimizing a nonconvex, smooth function f on a Riemannian manifold M. We show that a perturbed version of Riemannian gradient descent algorithm converges to a second-order stationary point (and hence is able to escape saddle points on the manifold). The rate of convergence depends as 1/epsilon(2) on the accuracy c, which matches a rate known only for unconstrained smooth minimization. The convergence rate depends polylogarithmically on the manifold dimension d, hence is almost dimension -free. The rate also has a polynomial dependence on the parameters describing the curvature of the manifold and the smoothness of the function. While the unconstrained problem (Euclidean setting) is well -studied, our result is the first to prove such a rate for nonconvex, manifold-constrained problems.

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Type
conference paper
Author(s)
Sun, Yue
Flammarion, Nicolas  
Fazel, Maryam
Date Issued

2019

Published in
Advances In Neural Information Processing Systems 32 (Nips 2019)
Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
TML  
Event nameEvent placeEvent date
33rd Conference on Neural Information Processing Systems (NeurIPS)

Vancouver, CANADA

Dec 08-14, 2019

Available on Infoscience
December 4, 2019
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/163547
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