论文标题
对自然梯度下降的概括
Generalization to the Natural Gradient Descent
论文作者
论文摘要
优化问题旨在找到特定成本功能的全球最小价值,是科学和工程学中的核心问题之一。已经提出了各种数值方法来解决此问题,其中梯度下降(GD)方法是最流行的,由于其简单性和效率。但是,GD方法遇到了两个主要问题:局部最小值和缓慢的收敛性,尤其是在最小点附近。自然梯度下降(NGD)已被证明是机器学习,张量网络,变异量子算法等各种优化问题的最强大方法之一,它提供了一种有效的方法来加速收敛。在这里,我们提供了一种统一的方法,将NGD方法扩展到更一般的情况,通过引入“适当”参考Riemannian歧管,通过寻找更合适的度量来保持快速收敛。我们的方法概括了NDG,并可能对优化方法有更多的了解。
Optimization problem, which is aimed at finding the global minimal value of a given cost function, is one of the central problem in science and engineering. Various numerical methods have been proposed to solve this problem, among which the Gradient Descent (GD) method is the most popular one due to its simplicity and efficiency. However, the GD method suffers from two main issues: the local minima and the slow convergence especially near the minima point. The Natural Gradient Descent(NGD), which has been proved as one of the most powerful method for various optimization problems in machine learning, tensor network, variational quantum algorithms and so on, supplies an efficient way to accelerate the convergence. Here, we give a unified method to extend the NGD method to a more general situation which keeps the fast convergence by looking for a more suitable metric through introducing a 'proper' reference Riemannian manifold. Our method generalizes the NDG, and may give more insight of the optimization methods.