1. Efficient Saddle Point Evasion and Local Minima Escape in High-Dimensional Non-Convex Optimization
- Author
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Katende, Ronald and Kasumba, Henry
- Subjects
Mathematics - Optimization and Control - Abstract
This paper addresses the challenges of high-dimensional non-convex optimization, particularly the inefficiencies caused by saddle points. The authors propose several techniques for detecting, evading, and optimizing in the presence of these saddle points. We begin by analyzing saddle point detection through the Hessian spectrum, showing that the likelihood of encountering saddle points increases with dimensionality. We introduce stochastic gradient perturbation, which adds noise to escape saddle points and avoid premature convergence, and emphasize the importance of gradient flow dynamics and adaptive learning rates in ensuring convergence to local minima. The paper validates these methods within constrained optimization problems and explores randomized subspace optimization, reducing search space dimensionality while maintaining global convergence efficiency. These findings offer a comprehensive framework for enhancing the reliability and efficiency of high-dimensional non-convex optimization.
- Published
- 2024