Publications · Journal article · Inf. Inference 2023
Exit time analysis for approximations of gradient descent trajectories around saddle points
Information and Inference: A Journal of the IMA, 12(2), pp. 714–786, 2023.
In brief
How long does gradient descent linger near a saddle point before it leaves? The paper approximates the trajectory of gradient descent around a strict saddle, derives the exit time of the approximation together with bounds on how far the true trajectory can stray from it, and turns the analysis into estimates of the time gradient descent spends in the neighborhood of saddle points on non-convex problems.
Topics
Cite
@article{dixit2023exittime,
title = {Exit time analysis for approximations of gradient descent trajectories around saddle points},
author = {Rishabh Dixit and Mert Gürbüzbalaban and Waheed U. Bajwa},
year = {2023},
journal = {Information and Inference: A Journal of the IMA},
volume = {12(2)},
pages = {714--786},
url = {https://academic.oup.com/imaiai/article-abstract/12/2/714/6835006},
note = {arXiv:2006.01106},
}Relatedsame topics