Accelerated Methods for Non-Convex Optimization
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Abstract (arXiv)
We present an accelerated gradient method for non-convex optimization problems with Lipschitz continuous first and second derivatives. The method requires time O(ε-7/4 log(1/ ε) ) to find an ε-stationary point, meaning a point x such that |nabla f(x)| ≤ ε. The method improves upon the O(ε-2 ) complexity of gradient descent and provides the additional second-order guarantee that nabla2 f(x) succeq -O(ε1/2)I for the computed x. Furthermore, our method is Hessian free, i.e. it only requires gradient computations, and is therefore suitable for large scale applications.
Key facts. Cited by 20 papers in the map (data through 7 Oct 2026). First posted on arXiv 2 Nov 2016.
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Citing papers per year: 2021: 9; 2022: 6; 2023: 5.
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- 2021Fast Federated Learning in the Presence of Arbitrary Device Unavailabilitycited by 72
- 2021Large-Scale Deep Learning Optimizations: A Comprehensive Surveycited by 10
- 2021Why Do Local Methods Solve Nonconvex Problems?cited by 8
- 2021Escaping Saddle Points Faster with Stochastic Momentumcited by 8
- 2023A Cubic-regularized Policy Newton Algorithm for Reinforcement Learningcited by 7
- 2021A Stochastic Newton Algorithm for Distributed Convex Optimizationcited by 6
- 2021Fast quantum state reconstruction via accelerated non-convex programmingcited by 5
- 2022From graphs to DAGs: a low-complexity model and a scalable algorithmcited by 5
- 2022Accelerating nuclear-norm regularized low-rank matrix optimization through Burer-Monteiro decompositioncited by 5
- 2022Simple and Optimal Stochastic Gradient Methods for Nonsmooth Nonconvex Optimizationcited by 5
- 2023Differentially Private Optimization for Smooth Nonconvex ERMcited by 5
- 2021Escaping Saddle Points for Nonsmooth Weakly Convex Functions via Perturbed Proximal Algorithmscited by 4
8 more
- 2022Tackling benign nonconvexity with smoothing and stochastic gradientscited by 2
- 2022Asynchronous Training Schemes in Distributed Learning with Time Delaycited by 2
- 2021Escaping Saddle Points with Compressed SGDcited by 1
- 2021Faster Perturbed Stochastic Gradient Methods for Finding Local Minimacited by 1
- 2023Beyond first-order methods for non-convex non-concave min-max optimizationcited by 1
- 2023A randomized algorithm for nonconvex minimization with inexact evaluations and complexity guaranteescited by 1
- 2022DRSOM: A Dimension Reduced Second-Order Methodcited by 0
- 2023Accelerated Optimization Landscape of Linear-Quadratic Regulatorcited by 0
- 2023A randomized algorithm for nonconvex minimization with inexact evaluations and complexity guarantees28 Oct 2023
- 2023Accelerated Optimization Landscape of Linear-Quadratic Regulator7 Jul 2023
- 2023A Cubic-regularized Policy Newton Algorithm for Reinforcement Learning21 Apr 2023
- 2023Beyond first-order methods for non-convex non-concave min-max optimization17 Apr 2023
- 2023Differentially Private Optimization for Smooth Nonconvex ERM9 Feb 2023
- 2022Asynchronous Training Schemes in Distributed Learning with Time Delay28 Aug 2022
- 2022Simple and Optimal Stochastic Gradient Methods for Nonsmooth Nonconvex Optimization22 Aug 2022
- 2022DRSOM: A Dimension Reduced Second-Order Method30 Jul 2022
- 2022Accelerating nuclear-norm regularized low-rank matrix optimization through Burer-Monteiro decomposition29 Apr 2022
- 2022From graphs to DAGs: a low-complexity model and a scalable algorithm10 Apr 2022
- 2022Tackling benign nonconvexity with smoothing and stochastic gradients18 Feb 2022
- 2021Large-Scale Deep Learning Optimizations: A Comprehensive Survey1 Nov 2021
8 more
- 2021Faster Perturbed Stochastic Gradient Methods for Finding Local Minima25 Oct 2021
- 2021A Stochastic Newton Algorithm for Distributed Convex Optimization7 Oct 2021
- 2021Fast Federated Learning in the Presence of Arbitrary Device Unavailability8 Jun 2021
- 2021Escaping Saddle Points Faster with Stochastic Momentum5 Jun 2021
- 2021Escaping Saddle Points with Compressed SGD21 May 2021
- 2021Fast quantum state reconstruction via accelerated non-convex programming14 Apr 2021
- 2021Why Do Local Methods Solve Nonconvex Problems?24 Mar 2021
- 2021Escaping Saddle Points for Nonsmooth Weakly Convex Functions via Perturbed Proximal Algorithms4 Feb 2021
- 2021Fast Federated Learning in the Presence of Arbitrary Device Unavailabilitycited by 72
- 2021Large-Scale Deep Learning Optimizations: A Comprehensive Surveycited by 10
- 2021Why Do Local Methods Solve Nonconvex Problems?cited by 8
- 2021Escaping Saddle Points Faster with Stochastic Momentumcited by 8
- 2023A Cubic-regularized Policy Newton Algorithm for Reinforcement Learningcited by 7
- 2021A Stochastic Newton Algorithm for Distributed Convex Optimizationcited by 6
- 2021Fast quantum state reconstruction via accelerated non-convex programmingcited by 5
- 2022From graphs to DAGs: a low-complexity model and a scalable algorithmcited by 5
- 2022Accelerating nuclear-norm regularized low-rank matrix optimization through Burer-Monteiro decompositioncited by 5
- 2022Simple and Optimal Stochastic Gradient Methods for Nonsmooth Nonconvex Optimizationcited by 5
- 2023Differentially Private Optimization for Smooth Nonconvex ERMcited by 5
- 2021Escaping Saddle Points for Nonsmooth Weakly Convex Functions via Perturbed Proximal Algorithmscited by 4
12 most cited of 20 All 20 (JSON)
- 2023A randomized algorithm for nonconvex minimization with inexact evaluations and complexity guarantees28 Oct 2023
- 2023Accelerated Optimization Landscape of Linear-Quadratic Regulator7 Jul 2023
- 2023A Cubic-regularized Policy Newton Algorithm for Reinforcement Learning21 Apr 2023
- 2023Beyond first-order methods for non-convex non-concave min-max optimization17 Apr 2023
- 2023Differentially Private Optimization for Smooth Nonconvex ERM9 Feb 2023
- 2022Asynchronous Training Schemes in Distributed Learning with Time Delay28 Aug 2022
- 2022Simple and Optimal Stochastic Gradient Methods for Nonsmooth Nonconvex Optimization22 Aug 2022
- 2022DRSOM: A Dimension Reduced Second-Order Method30 Jul 2022
- 2022Accelerating nuclear-norm regularized low-rank matrix optimization through Burer-Monteiro decomposition29 Apr 2022
- 2022From graphs to DAGs: a low-complexity model and a scalable algorithm10 Apr 2022
- 2022Tackling benign nonconvexity with smoothing and stochastic gradients18 Feb 2022
- 2021Large-Scale Deep Learning Optimizations: A Comprehensive Survey1 Nov 2021
12 newest of 20 All 20 (JSON)