Acceleration via Symplectic Discretization of High-Resolution Differential Equations

Authors: Bin Shi, Simon S. Du, Weijie Su, Michael I. Jordan

NeurIPS 2019 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Theoretical We study first-order optimization algorithms obtained by discretizing ordinary differential equations (ODEs) corresponding to Nesterov s accelerated gradient methods (NAGs) and Polyak s heavy-ball method. We consider three discretization schemes: symplectic Euler (S), explicit Euler (E) and implicit Euler (I) schemes. We show that the optimization algorithm generated by applying the symplectic scheme to a high-resolution ODE proposed by Shi et al. [2018] achieves the accelerated rate for minimizing both strongly convex functions and convex functions. On the other hand, the resulting algorithm either fails to achieve acceleration or is impractical when the scheme is implicit, the ODE is low-resolution, or the scheme is explicit.
Researcher Affiliation Academia Bin Shi University of California, Berkeley binshi@berkeley.edu Simon S. Du Institute for Advanced Study ssdu@ias.edu Weijie J. Su University of Pennsylvania suw@wharton.upenn.edu Michael I. Jordan University of California, Berkeley jordan@cs.berkeley.edu
Pseudocode No The paper provides mathematical update equations for algorithms but does not include structured pseudocode blocks or sections explicitly labeled "Algorithm".
Open Source Code No The paper does not contain any statements about releasing code or links to a code repository.
Open Datasets No This paper is theoretical and does not involve experiments using datasets, thus no dataset availability information is provided.
Dataset Splits No This paper is theoretical and does not involve experiments with data, so no training, validation, or test splits are mentioned.
Hardware Specification No This is a theoretical paper and does not describe any experiments that would require hardware specifications.
Software Dependencies No This is a theoretical paper and does not describe any software dependencies with version numbers.
Experiment Setup No This is a theoretical paper and does not include details on experimental setup, hyperparameters, or training configurations.