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Whiplash Gradient Descent Dynamics - MaRDI portal

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Whiplash Gradient Descent Dynamics

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Publication:6392761

arXiv2203.02140MaRDI QIDQ6392761

Author name not available (Why is that?)

Publication date: 4 March 2022

Abstract: In this paper, we propose the Whiplash Inertial Gradient dynamics, a closed-loop optimization method that utilises gradient information, to find the minima of a cost function in finite-dimensional settings. We introduce the symplectic asymptotic convergence analysis for the Whiplash system for convex functions. We also introduce relaxation sequences to explain the non-classical nature of the algorithm and an exploring heuristic variant of the Whiplash algorithm to escape saddle points, deterministically. We study the algorithm's performance for various costs and provide a practical methodology for analyzing convergence rates using integral constraint bounds and a novel Lyapunov rate method. Our results demonstrate polynomial and exponential rates of convergence for quadratic cost functions.




Has companion code repository: https://github.com/SubhransuSekharBhattacharjee-01/Whiplash








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