Homotopy Analysis for Tensor PCA

@inproceedings{Anandkumar2017HomotopyAF,
  title={Homotopy Analysis for Tensor PCA},
  author={Anima Anandkumar and Yuan Deng and Rong Ge and Hossein Mobahi},
  booktitle={COLT},
  year={2017}
}
Developing efficient and guaranteed nonconvex algorithms has been an important challenge in modern machine learning. Algorithms with good empirical performance such as stochastic gradient descent often lack theoretical guarantees. In this paper, we analyze the class of homotopy or continuation methods for global optimization of nonconvex functions. These methods start from an objective function that is efficient to optimize (e.g. convex), and progressively modify it to obtain the required… CONTINUE READING

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