提出新梯度方法,解决过参数化高斯混合模型收敛慢问题
Local linear convergence of gradient methods for overparameterized Gaussian mixtures

- 结合短步长梯度下降与长步长Polyak步长,分阶段优化
- 在任意混合权重下达到局部线性收敛,误差逼近最优解
- 揭示过参数化非收敛瓶颈,关键在利用损失函数结构
研究过参数化条件下高斯混合模型的学习问题。已有研究表明,过参数化虽能避免虚假局部极小点并实现全局恢复,但会显著降低局部收敛速度。在混合权重满足特定假设下,我们证明统计学习目标函数的典型发散度量存在一个缓慢增长流形,标准Polyak步长可在此流形上实现损失几何级下降,并设计了一种梯度方法,在局部实现线性收敛。此外,该方法对任意权重混合模型均能收敛至近似最优解——误差不超过自然偏差阈值。整体方法在多个‘短’梯度下降步骤(逼近流形)与若干‘长’Polyak步骤(压缩到最小值距离)间交替进行。结果表明,收敛慢并非过参数化的本质缺陷,而是可通过挖掘损失景观的有利结构加以克服。
原文摘要 · Abstract (English)
We study the problem of learning Gaussian mixture models under overparameterization. Prior work has shown that while overparameterization is essential for avoiding spurious local optima and enables global recovery of the ground-truth model using the gradient-EM (expectation-maximization) algorithm, it can dramatically slow down the local rate of convergence. Under certain assumptions on the mixture weights, we show that a standard divergence measure minimized by statistical learning procedures possesses a manifold of slow growth on which the well-known Polyak stepsize reduces the loss geometrically, and design a gradient-based method that converges to minimizers at a locally linear rate. Additionally, we show that our method converges to nearly optimal solutions -- up to a natural misspecification threshold -- for mixtures with arbitrary weights. At a high level, the method alternates between several "short" gradient descent steps that approach the manifold and "long" Polyak steps that contract the distance to minimizers. Our results suggest that slow convergence is not an intrinsic challenge of overparameterization, but can be overcome by exploiting the favorable structure of the loss landscape.
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