Poster

Zeroth-Order Negative Curvature Finding: Escaping Saddle Points without Gradients

Hualin Zhang · Huan Xiong · Bin Gu

Hall J #618

Keywords: [ Zeroth-order ] [ Non-Convex ] [ Optimization ] [ Saddle Point ]

[ Abstract ]
[ Paper [ Poster [ OpenReview
Thu 1 Dec 9 a.m. PST — 11 a.m. PST

Abstract: We consider escaping saddle points of nonconvex problems where only the function evaluations can be accessed. Although a variety of works have been proposed, the majority of them require either second or first-order information, and only a few of them have exploited zeroth-order methods, particularly the technique of negative curvature finding with zeroth-order methods which has been proven to be the most efficient method for escaping saddle points. To fill this gap, in this paper, we propose two zeroth-order negative curvature finding frameworks that can replace Hessian-vector product computations without increasing the iteration complexity. We apply the proposed frameworks to ZO-GD, ZO-SGD, ZO-SCSG, ZO-SPIDER and prove that these ZO algorithms can converge to $(\epsilon,\delta)$-approximate second-order stationary points with less query complexity compared with prior zeroth-order works for finding local minima.

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