Spurious Stationarity and Hardness Results for Bregman Proximal-Type Algorithms

Jiajin Li, UBC Sauder School of Business
October 28, 2024 3:00 pm LSK 306

Despite the considerable success in machine learning of Bregman proximal-type algorithms, such as mirror descent,  a critical question remains: Can existing stationarity measures, often based on Bregman divergence, reliably distinguish between stationary and non-stationary points?  In this paper, we present a groundbreaking finding:  All existing stationarity measures necessarily imply the existence of spurious stationary points. We further establish an algorithmic independent hardness result: Bregman proximal-type algorithms are unable to escape from a spurious stationary point in finite steps when the initial point is unfavorable, even for convex problems.

Our hardness result points out the inherent distinction between Euclidean and Bregman geometries, and introduces both fundamental theoretical and numerical challenges to both machine learning and optimization communities.

Refreshments will be served preceding the talk, beginning at 2:45.