A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such minimizations, and it is often thought that a main source of difficulty for the ability of these local methods to find the global minimum is the proliferation of local minima with much higher error than the global minimum. Here we argue, based on results from statistical physics, random matrix theory, and neural network theory, that a deeper and more profound difficulty originates from the proliferation of saddle points, not local minima, especially in high dimensional problems of practical interest. Such saddle points are surrounded by high error plateaus that can dramatically slow down learning, and give the illusory impression of the existence of a local minimum. Motivated by these arguments, we propose a new algorithm, the saddle-free Newton method, that can rapidly escape high dimensional saddle points, unlike gradient descent and quasi-Newton methods. We apply this algorithm to deep neural network training, and provide preliminary numerical evidence for its superior performance.

该研究论文旨在提出一种新的算法-无鞍牛顿法，通过对梯度下降和拟牛顿方法的比较，研究表明高维空间中的鞍点可能是局部最小值的主要原因，而不是通常认为的局部最小值过多。该算法能够快速避免高维鞍点，特别是在深度神经网络的训练中具有优势。

非凸优化中的鞍点问题