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Nonconvex gradient descent and stationarity — Examples
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Binary Operations, Monoids, Groups and Subgroups
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Computational foundations: factorization, KL, and optimization
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Foundations of the Real Numbers for Analysis
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrix Differentiation and First-order Spectral Perturbation
- Matrix Norms, Condition Numbers and Numerical Stability
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Nonconvex gradient descent and stationarity
- Normal Subgroups and Quotient Groups
- Order, Zorn's Lemma, and the Axiom of Choice
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Properties of the Integral and the Working FTC
- Proximal gradient and accelerated composite optimization
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Suprema and Infima
- The Derivative and the Mean Value Theorems
- The Riemann Integral: Definition and Integrability
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topology of ℝ
- Trigonometric and Oscillatory Examples in One Variable
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Logical flowchart
3 · Definitions, theorems and proofs
None yet.
4 · Examples, counterexamples and false statements
Two initial intervals converge to different minima of a periodic objective
Example
Let on , and use the fixed step . Its gradient is , which is -Lipschitz, and . Gradient descent is the iteration . Every start produces a sequence converging to the global minimizer , while every start produces a sequence converging to the distinct global minimizer .
Facts & Assumptions
Given: The objective , the fixed step , and an initial point in either or .
Gradient descent: with a fixed step , the update is .
Gradient descent has vanishing gradients when the objective is bounded below along its iterates: for a continuously differentiable objective with -Lipschitz gradient, fixed , and an objective lower bounded along the iterates, the gradient norms tend to zero.
Sums, scalar multiples, products and quotients: , , , and when : derivatives of sums and scalar multiples are the corresponding sums and scalar multiples of derivatives, and constant functions have derivative zero.
The derivative of at a point that is a limit point of , and differentiability on a set: is the limit of as through ; a constant function has zero difference quotient.
Sine and cosine are -Lipschitz on : and for all real .
The zero sets of sine and cosine and the least positive common period 2 pi: exactly when for an integer , and both sine and cosine have period .
A monotone sequence converges if and only if it is bounded: every bounded monotone real sequence converges.
Verification
By [F3, F4, F5], . Then [F6] makes the gradient continuous and -Lipschitz; [F9] gives , and [F3, F8] give . Thus the hypotheses of [F2] hold with and , so every trajectory has gradient norm tending to zero.
Suppose . If , [F7] gives , and [F6] with gives ; hence . If , it stays at . Induction shows , so [F10] gives a limit . Given , convergence gives an index after which both and ; hence and, by the update, . Also [F6] gives , so . By [F8], the only such zero in is , so .
Suppose . If , put . By [F7, F8, F9], , and [F6] gives . Therefore ; if , it remains there. Induction gives a nondecreasing sequence bounded above by , so [F10] gives a limit . Convergence implies by the same two-term estimate used in step 1.2, so . Since , [F6] gives , hence . By [F8], the only such zero with is . Thus .
A gradient-descent path can be bounded below when the objective is not
Example
Let on , start gradient descent at , and use the fixed step . The gradient is and is globally -Lipschitz. The iterates are , so and , even though is unbounded below on . The limit is stationary but is neither a local minimum nor a local maximum.
Facts & Assumptions
Given: , , and fixed step .
The total (Fréchet) derivative as the linear first-order approximation with remainder: a derivative is a linear map whose remainder is at most for all sufficiently small increments, for every .
Directional derivatives and partial derivatives of a map : a coordinate partial derivative is the limit of the difference quotient in that coordinate direction.
The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case: for a scalar function, the gradient vector consists of its coordinate partial derivatives.
Gradient descent: in fixed-step mode the update is .
Gradient descent has vanishing gradients when the objective is bounded below along its iterates: a continuously differentiable objective on with globally -Lipschitz gradient for , fixed , and a lower bound along its iterates has gradient norms tending to zero along those iterates.
Verification
For and , expansion gives , whose absolute value is at most . For every , this is at most when , so [F1] gives the total derivative. The coordinate difference quotients are and , so [F2, F3] give . Therefore , so is continuously differentiable and its gradient is globally -Lipschitz.
By [F5] and the gradient formula in step 1.1, . Starting from , induction gives and for every .
Step 2.1 gives and by [F7], while is unbounded below as . The gradient at the limit is zero, but and for every , so the limit is neither a local minimum nor a local maximum. Finally and the iterates have lower bound , so [F6] applies and gives vanishing gradient norms along this path.