Convergence Analysis of Noisy Distributed Gradient Descent for Non-convex Optimization -- Saddle Point Escape
This paper studies noisy distributed gradient descent (\textbf{NDGD}) for smooth non-convex finite-sum optimization over networks. Random perturbations enable saddle-point escape while preserving distributed implementation and consensus. Under suitable regularity conditions, \textbf{NDGD} converges with high probability to a neighborhood of a common local minimizer. Its convergence complexity is comparable to centralized first-order saddle-point escape methods, reducing exponential dependence on problem dimension to polynomial dependence. Numerical experiments demonstrate improved saddle-point escape over standard \textbf{DGD}.