A Normal Map-Based Proximal Stochastic Gradient Method: Convergence and Identification Properties

Fuente: arXiv
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Hauptverfasser: Qiu, Junwen, Jiang, Li, Milzarek, Andre
Format: Preprint
Veröffentlicht: 2023
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author Qiu, Junwen
Jiang, Li
Milzarek, Andre
author_facet Qiu, Junwen
Jiang, Li
Milzarek, Andre
contents The proximal stochastic gradient method (PSGD) is one of the state-of-the-art approaches for stochastic composite-type problems. In contrast to its deterministic counterpart, PSGD has been found to have difficulties with the correct identification of underlying substructures (such as supports, low rank patterns, or active constraints) and it does not possess a finite-time manifold identification property. Existing solutions rely on convexity assumptions or on the additional usage of variance reduction techniques. In this paper, we address these limitations and present a simple variant of PSGD based on Robinson's normal map. The proposed normal map-based proximal stochastic gradient method (NSGD) is shown to converge globally, i.e., accumulation points of the generated iterates correspond to stationary points almost surely. In addition, we establish complexity bounds for NSGD that match the known results for PSGD and we prove that NSGD can almost surely identify active manifolds in finite-time in a general nonconvex setting. Our derivations are built on almost sure iterate convergence guarantees and utilize analysis techniques based on the Kurdyka-Lojasiewicz inequality.
format Preprint
id arxiv_https___arxiv_org_abs_2305_05828
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle A Normal Map-Based Proximal Stochastic Gradient Method: Convergence and Identification Properties
Qiu, Junwen
Jiang, Li
Milzarek, Andre
Optimization and Control
Machine Learning
90C26, 90C15
The proximal stochastic gradient method (PSGD) is one of the state-of-the-art approaches for stochastic composite-type problems. In contrast to its deterministic counterpart, PSGD has been found to have difficulties with the correct identification of underlying substructures (such as supports, low rank patterns, or active constraints) and it does not possess a finite-time manifold identification property. Existing solutions rely on convexity assumptions or on the additional usage of variance reduction techniques. In this paper, we address these limitations and present a simple variant of PSGD based on Robinson's normal map. The proposed normal map-based proximal stochastic gradient method (NSGD) is shown to converge globally, i.e., accumulation points of the generated iterates correspond to stationary points almost surely. In addition, we establish complexity bounds for NSGD that match the known results for PSGD and we prove that NSGD can almost surely identify active manifolds in finite-time in a general nonconvex setting. Our derivations are built on almost sure iterate convergence guarantees and utilize analysis techniques based on the Kurdyka-Lojasiewicz inequality.
title A Normal Map-Based Proximal Stochastic Gradient Method: Convergence and Identification Properties
topic Optimization and Control
Machine Learning
90C26, 90C15
url https://arxiv.org/abs/2305.05828