论文标题

无反光镜下降:镜下降的自然推导

Mirrorless Mirror Descent: A Natural Derivation of Mirror Descent

论文作者

Gunasekar, Suriya, Woodworth, Blake, Srebro, Nathan

论文摘要

我们提出了镜下降的原始推导,作为在riemannian歧管上梯度流的“部分”离散化,其中度量张量是镜下降电位的Hessian。我们将这种离散化与自然梯度下降进行了对比,该梯度下降是通过“完整”前进Euler离散化获得的。这种观点有助于阐明方法之间的关系,并允许将镜像概括为一般的riemannian几何形状,即使度量张量为{\ em not}是Hessian,因此没有“ dual”。

We present a primal only derivation of Mirror Descent as a "partial" discretization of gradient flow on a Riemannian manifold where the metric tensor is the Hessian of the Mirror Descent potential. We contrast this discretization to Natural Gradient Descent, which is obtained by a "full" forward Euler discretization. This view helps shed light on the relationship between the methods and allows generalizing Mirror Descent to general Riemannian geometries, even when the metric tensor is {\em not} a Hessian, and thus there is no "dual."

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源