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Continuous Optimization Seminar - Matthew SlavinExport this event to calendar

Wednesday, December 12, 2018 — 4:00 PM EST

Title: How to Escape Saddle Points Efficiently

Speaker: Matthew Slavin
Affiliation: University of Waterloo
Room: MC 5479

Abstract: We will discuss the 2017 paper named in the title of the talk, by Jin et al. This paper outlines a perturbed form of gradient descent that converges to second-order stationary points in a nearly “dimension-free” manor, with rates comparable to standard gradient descent. Specifically, if all saddle points for a given problem are non-degenerate, we will show that perturbed gradient descent can escape these saddle points almost for free. We will discuss applications where these saddle point assumptions are reasonable, and will conclude with a discussion on a novel characterization of saddle point geometry which made this result possible.

Location 
MC - Mathematics & Computer Building
5479
200 University Avenue West

Waterloo, ON N2L 3G1
Canada

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