Mathématiques et Informatique Appliquées
du Génome à l'Environnement

 

 

Lundi 12 décembre 2022

Séminaire
Intervening organization
Télécom SudParis
Name of intervener
Sholom Schechtman
Title
Stochastic subgradient descent on weakly convex functions escapes active strict saddles
Abstract

In the first part of this presentation we will introduce the notion of an active strict saddle and will show that this notion is generic in the class of semi-algebraic functions.
In the second part, we will show that the stochastic subgradient descent  (SGD) on a weakly convex function avoids active strict saddles with probability one. As a consequence, ''generically'' on a weakly convex, semialgebraic function, the SGD converges to a local minimum.

Place
Salle de réunion 142, bâtiment 210
Date of the day