论文标题

一阶优化的条件编号的研究

A Study of Condition Numbers for First-Order Optimization

论文作者

Guille-Escuret, Charles, Goujaud, Baptiste, Girotti, Manuela, Mitliagkas, Ioannis

论文摘要

一阶优化算法(FOA)的研究通常始于对目标函数的假设,最常见的平滑度和强凸度。这些指标用于调整FOA的超参数。我们引入了通过新规范量化的一类扰动,称为 * - 纳尔。我们表明,在目标函数中增加一个小的扰动对任何FOA的行为都有同等的影响,这表明它应该对算法的调整产生较小的影响。但是,我们表明,任意小的扰动可能会严重影响平滑度和强大的凸度,从而导致过度保守的调谐和收敛问题。鉴于这些观察结果,我们提出了指标的连续性概念,这对于强大的调整策略至关重要。由于光滑度和强大的凸度不是连续的,因此我们提出了对现有替代指标的全面研究,我们被证明是连续的。我们描述了它们的相互关系,并为梯度下降算法提供了保证的收敛速率。最后,我们讨论我们的工作如何影响FOA的理论理解及其表现。

The study of first-order optimization algorithms (FOA) typically starts with assumptions on the objective functions, most commonly smoothness and strong convexity. These metrics are used to tune the hyperparameters of FOA. We introduce a class of perturbations quantified via a new norm, called *-norm. We show that adding a small perturbation to the objective function has an equivalently small impact on the behavior of any FOA, which suggests that it should have a minor impact on the tuning of the algorithm. However, we show that smoothness and strong convexity can be heavily impacted by arbitrarily small perturbations, leading to excessively conservative tunings and convergence issues. In view of these observations, we propose a notion of continuity of the metrics, which is essential for a robust tuning strategy. Since smoothness and strong convexity are not continuous, we propose a comprehensive study of existing alternative metrics which we prove to be continuous. We describe their mutual relations and provide their guaranteed convergence rates for the Gradient Descent algorithm accordingly tuned. Finally we discuss how our work impacts the theoretical understanding of FOA and their performances.

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