arXiv · 1711.06673
Neon2: Finding Local Minima via First-Order Oracles
Abstract
We propose a reduction for non-convex optimization that can (1) turn an stationary-point finding algorithm into an local-minimum finding one, and (2) replace the Hessian-vector product computations with only gradient computations. It works both in the stochastic and the deterministic settings, without hurting the algorithm's performance. As applications, our reduction turns Natasha2 into a first-order method without hurting its performance. It also converts SGD, GD, SCSG, and SVRG into algorithms finding approximate local minima, outperforming some best known results.
Explore related subjects
Keep this discovery
Zeyuan Allen-Zhu, Yuanzhi Li. 2017-11-17. Neon2: Finding Local Minima via First-Order Oracles. https://arxiv.org/abs/1711.06673
Cite the original work for its findings. Save a collection to share your selection of sources.