提出统一的连续时间模型,解析加速梯度法的收敛机制。
Generalized Continuous-Time Models for Nesterov's Accelerated Gradient Methods
- 构建覆盖多种加速梯度法的通用连续时间框架。
- 证明该框架能统一已有六种模型并给出统一收敛速率。
- 设计新重启策略,确保目标函数值单调下降,适用范围更广。
近期研究显示,通过连续时间模型理解Nesterov加速梯度法的兴趣显著上升。然而,现有工作多聚焦于特定类别的Nesterov方法,限制了深入理解和统一视角的形成。为此,本文提出了涵盖广泛Nesterov方法的通用连续时间模型。主要贡献包括:首先,确定了该通用模型的收敛速率,无需为每个具体模型单独推导;其次,证明了六个已有连续时间模型均为本框架的特例,使其成为分析和理解这些模型的统一工具;第三,基于该框架设计了一种重启方案,确保目标函数值单调递减,且相比原始重启方案可应用于更广范围的Nesterov方法;第四,揭示了该通用模型与连续时间梯度流之间的联系,表明其加速收敛源于梯度流中的时间重参数化。数值实验结果支持了理论分析。
原文摘要 · Abstract (English)
Recent research has indicated a substantial rise in interest in understanding Nesterov's accelerated gradient methods via their continuous-time models. However, most existing studies focus on specific classes of Nesterov's methods, which hinders the attainment of an in-depth understanding and a unified perspective. To address this deficit, we present generalized continuous-time models that cover a broad range of Nesterov's methods, including those previously studied under existing continuous-time frameworks. Our key contributions are as follows. First, we identify the convergence rates of the generalized models, eliminating the need to determine the convergence rate for any specific continuous-time model derived from them. Second, we show that six existing continuous-time models are special cases of our generalized models, thereby positioning our framework as a unifying tool for analyzing and understanding these models. Third, we design a restart scheme for Nesterov's methods based on our generalized models and show that it ensures a monotonic decrease in objective function values. Owing to the broad applicability of our models, this scheme can be used to a broader class of Nesterov's methods compared to the original restart scheme. Fourth, we uncover a connection between our generalized models and gradient flow in continuous time, showing that the accelerated convergence rates of our generalized models can be attributed to a time reparametrization in gradient flow. Numerical experiment results are provided to support our theoretical analyses and results.
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