A practical randomized trust-region method to escape saddle points in high dimension

Radu-Alexandru Dragomir, Xiaowen Jiang, Bonan Sun +1

Without randomization, escaping the saddle points of $f:{\mathbb{R}}^d\to \mathbb{R}$ requires at least $\Omega (d)$ pieces of information about $f$ (values, gradients, Hessian-vec…