Switched diffusion processes for non-convex optimization and saddle points search
| Autor: | Journel, Lucas, Monmarché, Pierre |
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| Rok vydání: | 2023 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | We introduce and investigate stochastic processes designed to find local minimizers and saddle points of non-convex functions, exploring the landscape more efficiently than the standard noisy gradient descent. The processes switch between two behaviours, a noisy gradient descent and a noisy saddle point search. It is proven to be well-defined and to converge to a stationary distribution in the long time. Numerical experiments are provided on low-dimensional toy models and for Lennard-Jones clusters. Comment: 23 pages, 26 figues |
| Databáze: | arXiv |
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