Zusammenfassung für den Vortrag am 20.10.2022 (17:00 Uhr)

Math Machine Learning seminar MPI MIS + UCLA

Joe Kileel (University of Texas at Austin)
The Effect of Parametrization on Nonconvex Optimization Landscapes
Siehe auch das Video dieses Vortrages.

Given one optimization problem, consider pairing it with another by smoothly parametrizing the domain. This is done either for practical purposes (e.g., to use smooth optimization algorithms with good guarantees) or for theoretical purposes (e.g., to reveal that the landscape satisfies a strict saddle property). In both cases, the central question is: how do the landscapes of the two problems relate? Surprisingly, the relation is often determined by the parametrization itself; it is almost entirely independent of the cost function. In this talk, I will present a new geometric framework for studying parametrizations according to their effect on landscapes. Applications include: optimization over low-rank matrices and tensors by optimizing over a factorization; the Burer-Monteiro approach to semidefinite programs; training neural networks by optimizing over their weights and biases; and quotienting out symmetries. Joint with Eitan Levin (Caltech) and Nicolas Boumal (EPFL).


02.12.2022, 10:38