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math.OC2022★ 8 cited
Understanding the unstable convergence of gradient descent
Kwangjun Ahn, Jingzhao Zhang, Suvrit Sra
Most existing analyses of (stochastic) gradient descent rely on the condition that for -smooth costs, the step size is less than . However, many works have observed that in…
math.OC2022★ 1 cited
Sion's Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm
Peiyuan Zhang, Jingzhao Zhang, Suvrit Sra
Deciding whether saddle points exist or are approximable for nonconvex-nonconcave problems is usually intractable. This paper takes a step towards understanding a broad class of no…