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Sep, 2017
逃离鞍点的通用方法
A Generic Approach for Escaping Saddle points
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Sashank J Reddi, Manzil Zaheer, Suvrit Sra, Barnabas Poczos, Francis Bach...
TL;DR
本文介绍了一种通用框架,该框架在最小化Hessian基础计算的同时,能够收敛到二阶临界点,侧重于解决非凸优化中的关键问题:鞍点。经实证,该策略具有较好的实际性能。
Abstract
A central challenge to using
first-order methods
for optimizing nonconvex problems is the presence of
saddle points
.
first-order methods
o
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