Graphical Convergence of Subgradients in Nonconvex Optimization and Learning

نویسندگان

چکیده

We investigate the stochastic optimization problem of minimizing population risk, where loss defining risk is assumed to be weakly convex. Compositions Lipschitz convex functions with smooth maps are primary examples such losses. analyze estimation quality nonsmooth and nonconvex problems by their sample average approximations. Our main results establish dimension-dependent rates on subgradient in full generality dimension-independent when a generalized linear model. As an application developed techniques, we landscape robust nonlinear regression problem.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Global Convergence of ADMM in Nonconvex Nonsmooth Optimization

In this paper, we analyze the convergence of the alternating direction method of multipliers (ADMM) for minimizing a nonconvex and possibly nonsmooth objective function, φ(x0, . . . , xp, y), subject to coupled linear equality constraints. Our ADMM updates each of the primal variables x0, . . . , xp, y, followed by updating the dual variable. We separate the variable y from xi’s as it has a spe...

متن کامل

An Effective Optimization Algorithm for Locally Nonconvex Lipschitz Functions Based on Mollifier Subgradients

We present an effective algorithm for minimization of locally nonconvex Lipschitz functions based on mollifier functions approximating the Clarke generalized gradient. To this aim, first we approximate the Clarke generalized gradient by mollifier subgradients. To construct this approximation, we use a set of averaged functions gradients. Then, we show that the convex hull of this set serves as ...

متن کامل

Global Convergence of Splitting Methods for Nonconvex Composite Optimization

We consider the problem of minimizing the sum of a smooth function h with a bounded Hessian, and a nonsmooth function. We assume that the latter function is a composition of a proper closed function P and a surjective linear map M, with the proximal mappings of τP , τ > 0, simple to compute. This problem is nonconvex in general and encompasses many important applications in engineering and mach...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Mathematics of Operations Research

سال: 2022

ISSN: ['0364-765X', '1526-5471']

DOI: https://doi.org/10.1287/moor.2021.1126