2023
JMLR
JMLR 2023
A Line-Search Descent Algorithm for Strict Saddle Functions with Complexity Guarantees
Abstract
We describe a line-search algorithm which achieves the best-known worst-case complexity results for problems with a certain “strict saddle” property that has been observed to hold in low-rank matrix optimization problems. Our algorithm is adaptive, in the sense that it makes use of backtracking line searches and does not require prior knowledge of the parameters that define the strict saddle property. [abs] [ pdf ][ bib ] © JMLR 2023. (edit, beta)
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Interdisciplinary Bridge
— Machine Learning and Mathematics & Optimization
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Keyword Pioneer
— line search algorithm
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— Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Robotics, Security & Privacy, Speech & Audio