Poincare Inequality for Local Log-Polyak-Łojasiewicz Measures: Non-asymptotic Analysis in Low-temperature Regime

Fuente: arXiv
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Autori principali: Gong, Yun, He, Niao, Shen, Zebang
Natura: Preprint
Pubblicazione: 2024
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author Gong, Yun
He, Niao
Shen, Zebang
author_facet Gong, Yun
He, Niao
Shen, Zebang
contents Potential functions in highly pertinent applications, such as deep learning in over-parameterized regime, are empirically observed to admit non-isolated minima. To understand the convergence behavior of stochastic dynamics in such landscapes, we propose to study the class of log-PŁ$^\circ$ measures $μ_ε\propto \exp(-V/ε)$, where the potential $V$ satisfies a local Polyak-Łojasiewicz (PŁ) inequality, and its set of local minima is provably connected. Notably, potentials in this class can exhibit local maxima and we characterize its optimal set $S$ to be a compact ${C}^2$ embedding submanifold of ${R}^d$ without boundary. The non-contractibility of $S$ distinguishes our function class from the classical convex setting topologically. Moreover, the embedding structure induces a naturally defined Laplacian-Beltrami operator on $S$, and we show that its first non-trivial eigenvalue provides an $ε$-independent lower bound for the Poincaré constant in the Poincaré inequality of $μ_ε$. As a direct consequence, Langevin dynamics with such non-convex potential $V$ and diffusion coefficient $ε$ converges to its equilibrium $μ_ε$ at a rate of $\tilde{O}(1/ε)$, provided $ε$ is sufficiently small. Here $\tilde{O}$ hides logarithmic terms.
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id arxiv_https___arxiv_org_abs_2501_00429
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Poincare Inequality for Local Log-Polyak-Łojasiewicz Measures: Non-asymptotic Analysis in Low-temperature Regime
Gong, Yun
He, Niao
Shen, Zebang
Probability
Functional Analysis
Potential functions in highly pertinent applications, such as deep learning in over-parameterized regime, are empirically observed to admit non-isolated minima. To understand the convergence behavior of stochastic dynamics in such landscapes, we propose to study the class of log-PŁ$^\circ$ measures $μ_ε\propto \exp(-V/ε)$, where the potential $V$ satisfies a local Polyak-Łojasiewicz (PŁ) inequality, and its set of local minima is provably connected. Notably, potentials in this class can exhibit local maxima and we characterize its optimal set $S$ to be a compact ${C}^2$ embedding submanifold of ${R}^d$ without boundary. The non-contractibility of $S$ distinguishes our function class from the classical convex setting topologically. Moreover, the embedding structure induces a naturally defined Laplacian-Beltrami operator on $S$, and we show that its first non-trivial eigenvalue provides an $ε$-independent lower bound for the Poincaré constant in the Poincaré inequality of $μ_ε$. As a direct consequence, Langevin dynamics with such non-convex potential $V$ and diffusion coefficient $ε$ converges to its equilibrium $μ_ε$ at a rate of $\tilde{O}(1/ε)$, provided $ε$ is sufficiently small. Here $\tilde{O}$ hides logarithmic terms.
title Poincare Inequality for Local Log-Polyak-Łojasiewicz Measures: Non-asymptotic Analysis in Low-temperature Regime
topic Probability
Functional Analysis
url https://arxiv.org/abs/2501.00429