We develop new tools to study landscapes in nonconvex optimization. Given one optimization problem, we pair it with another by smoothly parametrizing the domain. This is either for practical purposes (e.g., to use smooth optimization algorithms with good guarantees) or for theoretical purposes (e.g., to reveal that the landscape satisfies a strict saddle property). In both cases, the central question is: how do the landscapes of the two problems relate? More precisely: how do desirable points such as local minima and critical points in one problem relate to those in the other problem? A key finding in this paper is that these relations are often determined by the parametrization itself, and are almost entirely independent of the cost function. Accordingly, we introduce a general framework to study parametrizations by their effect on landscapes. The framework enables us to obtain new guarantees for an array of problems, some of which were previously treated on a case-by-case basis in the literature. Applications include: optimization over low-rank matrices and tensors by optimizing over a factorization; the Burer--Monteiro approach to semidefinite programs; training neural networks by optimizing over their weights and biases; and quotienting out symmetries.
翻译:我们开发了新的工具来研究非 convex 优化中的景观。 鉴于一个优化问题, 我们将其与另一个匹配, 并顺利地对准域。 这或者是为了实际目的( 使用有良好保障的平稳优化算法 ), 或者是为了理论目的( 比如, 显示景观满足严格的马鞍属性 ) 。 在这两种情况下, 核心问题是: 两个问题的景观如何关联? 更确切地说, 一个问题中的地方微型和临界点如何与另一个问题中的点相关? 本文的一个关键发现是, 这些关系往往是由对称本身决定的, 并且几乎完全独立于成本函数。 因此, 我们引入了一个总体框架, 研究对景观的影响的对称。 该框架使我们能够为一系列问题获得新的保证, 其中一些问题以前在文献中是逐案处理的。 应用包括: 通过优化对因数化的优化, 优化低级矩阵和加固度; 伯罗- 蒙太罗 方法, 以半定调方案为基础; 培训偏向偏差和最优化其偏差网络。