This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random models with accuracy guaranteed with a sufficiently large prefixed probability and deterministic inexact function evaluations within a prescribed level of accuracy. Without assuming unbiased estimators, the expected number of iterations is $\mathcal{O}\bigl(\epsilon_1^{-2}\bigr)$ or $\mathcal{O}\bigl(\epsilon_1^{-{3/2}}\bigr)$ when searching for a first-order critical point using a second or third order model, respectively, and of $\mathcal{O}\bigl(\max[\epsilon_1^{-{3/2}},\epsilon_2^{-3}]\bigr)$ when seeking for second-order critical points with a third order model, in which $\epsilon_j$, $j\in\{1,2\}$, is the $j$th-order tolerance. These results match the worst-case optimal complexity for the deterministic counterpart of the method. Preliminary numerical tests for first-order optimality in the context of nonconvex binary classification in imaging, with and without Artifical Neural Networks (ANNs), are presented and discussed.
翻译:本文侧重于使用模型的正规化方法, 模型使用直到第三顺序的模型, 以搜索一个有限和最小度问题的第二阶临界点。 所介绍的变量属于[ 3] 框架 : 它使用精确保证的随机模型, 在规定的精确度范围内, 以足够大的预设概率和确定性不尽功能评价保证足够大的预设概率和确定性不全功能评价。 在不假定不偏差的估测器的情况下, 在寻找与第三顺序模式相比的第二阶临界点时, 估计迭代数为$\mathcal{O ⁇ bigl{O ⁇ bigl}( =epsilon_ 1 ⁇ ⁇ 2 ⁇ 2 ⁇ bigr) 或$\ mathcalalal rigal {O\\\\\\\\ mathcal_\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\