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.
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An effective optimization algorithm for locally nonconvex Lipschitz functions based on mollifier subgradients
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2022
ISSN: ['0364-765X', '1526-5471']
DOI: https://doi.org/10.1287/moor.2021.1126