论文标题

无启示录和启用启示录的一阶低级优化算法的比较

Comparison of an Apocalypse-Free and an Apocalypse-Prone First-Order Low-Rank Optimization Algorithm

论文作者

Olikier, Guillaume, Gallivan, Kyle A., Absil, P. -A.

论文摘要

我们比较了两种一阶低排名优化算法,即$ \ text {p}^2 \ text {gd} $(Schneider和Uschmajew,2015年),已证明已被证明是apocalypse-prone(Levin et al。,2021),及其apocalypse-fext $ fext $ fext $ \ gert text^2^2^2^2^2 {p {p {p}为$ \ text {p}^2 \ text {gd} $配备合适的等级降低机制(Olikier等,2022)。在这里,启示录指的是平稳度度沿收敛序列为零的情况,而在极限下为nonger。比较是在两个启示录的简单示例上进行的,即原始的示例(Levin等,2021)和一个新的。我们还提出了$ \ text {p}^2 \ text {gdr} $的等级降低机制的潜在副作用,并讨论了等级降低参数的选择。

We compare two first-order low-rank optimization algorithms, namely $\text{P}^2\text{GD}$ (Schneider and Uschmajew, 2015), which has been proven to be apocalypse-prone (Levin et al., 2021), and its apocalypse-free version $\text{P}^2\text{GDR}$ obtained by equipping $\text{P}^2\text{GD}$ with a suitable rank reduction mechanism (Olikier et al., 2022). Here an apocalypse refers to the situation where the stationarity measure goes to zero along a convergent sequence whereas it is nonzero at the limit. The comparison is conducted on two simple examples of apocalypses, the original one (Levin et al., 2021) and a new one. We also present a potential side effect of the rank reduction mechanism of $\text{P}^2\text{GDR}$ and discuss the choice of the rank reduction parameter.

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