ICML2022

Continuous-Time Analysis of Accelerated Gradient Methods via Conservation Laws in Dilated Coordinate Systems

Jaewook J. Suh, Gyumin Roh, Ernest K. Ryu

被引用 16 次

摘要

We analyze continuous-time models of accelerated gradient methods through deriving conservation laws in dilated coordinate systems. Namely, instead of analyzing the dynamics of X(t)X(t), we analyze the dynamics of W(t)=tα(X(t)Xc)W(t)=t^\alpha(X(t)-X_c) for some α\alpha and XcX_c and derive a conserved quantity, analogous to physical energy, in this dilated coordinate system. Through this methodology, we recover many known continuous-time analyses in a streamlined manner and obtain novel continuous-time analyses for OGM-G, an acceleration mechanism for efficiently reducing gradient magnitude that is distinct from that of Nesterov. Finally, we show that a semi-second-order symplectic Euler discretization in the dilated coordinate system leads to an O(1/k2)\mathcal{O}(1/k^2) rate on the standard setup of smooth convex minimization, without any further assumptions such as infinite differentiability.