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"Convex Until Proven Guilty": Dimension-Free Acceleration of Gradient Descent on Non-Convex Functions
[article]
2017
arXiv
pre-print
We develop and analyze a variant of Nesterov's accelerated gradient descent (AGD) for minimization of smooth non-convex functions. We prove that one of two cases occurs: either our AGD variant converges quickly, as if the function was convex, or we produce a certificate that the function is "guilty" of being non-convex. This non-convexity certificate allows us to exploit negative curvature and obtain deterministic, dimension-free acceleration of convergence for non-convex functions. For a
arXiv:1705.02766v1
fatcat:rengq7gfwvd4nobq5ewjpan5u4