Riemannian Stochastic Approximation for Minimizing Tame Nonsmooth Objective Functions

Autor: Aspman, Johannes, Kungurtsev, Vyacheslav, Seraji, Reza Roohi
Rok vydání: 2023
Předmět:
Druh dokumentu: Working Paper
Popis: In many learning applications, the parameters in a model are structurally constrained in a way that can be modeled as them lying on a Riemannian manifold. Riemannian optimization, wherein procedures to enforce an iterative minimizing sequence to be constrained to the manifold, is used to train such models. At the same time, tame geometry has become a significant topological description of nonsmooth functions that appear in the landscapes of training neural networks and other important models with structural compositions of continuous nonlinear functions with nonsmooth maps. In this paper, we study the properties of such stratifiable functions on a manifold and the behavior of retracted stochastic gradient descent, with diminishing stepsizes, for minimizing such functions.
Databáze: arXiv