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Math @ Duke
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Publications [#342810] of Rong Ge
Papers Published
- Jin, C; Ge, R; Liu, LT; Jordan, MI, On the local minima of the empirical risk,
Advances in Neural Information Processing Systems, vol. 2018-December
(January, 2018),
pp. 4896-4905
(last updated on 2026/01/18)
Abstract: Population risk is always of primary interest in machine learning; however, learning algorithms only have access to the empirical risk. Even for applications with nonconvex nonsmooth losses (such as modern deep networks), the population risk is generally significantly more well-behaved from an optimization point of view than the empirical risk. In particular, sampling can create many spurious local minima. We consider a general framework which aims to optimize a smooth nonconvex function F (population risk) given only access to an approximation f (empirical risk) that is pointwise close to F (i.e., kF − fk∞ ≤ ν). Our objective is to find the -approximate local minima of the underlying function F while avoiding the shallow local minima-arising because of the tolerance ν-which exist only in f. We propose a simple algorithm based on stochastic gradient descent (SGD) on a smoothed version of f that is guaranteed to achieve our goal as long as ν ≤ O(1.5/d). We also provide an almost matching lower bound showing that our algorithm achieves optimal error tolerance ν among all algorithms making a polynomial number of queries of f. As a concrete example, we show that our results can be directly used to give sample complexities for learning a ReLU unit.
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