论文标题
从对称到几何:可处理的非凸问题
From Symmetry to Geometry: Tractable Nonconvex Problems
论文作者
论文摘要
随着科学和工程的越来越多的数据驱动,优化的作用已经扩展到几乎触及数据分析管道的每个阶段,从信号和数据获取到建模和预测。实践中遇到的优化问题通常是非凸。尽管挑战因问题而异,但非概念性的一种常见来源是数据或测量模型中的非线性。非线性模型通常表现出对称性,创建具有多种等效解决方案的复杂,非凸客观的景观。然而,简单的方法(例如,梯度下降)在实践中通常表现出色。 这项调查的目的是突出一类可拖动的非凸问题,可以通过对称镜头来理解。这些问题表现出特征性的几何结构:局部最小化是单个“地面真实”解决方案的对称副本,而其他关键点出现在地面真理的对称副本的平衡叠加上,并在破坏对称性的方向上表现出负曲率。该结构使有效的方法获得了全局最小化。我们讨论了由于成像,信号处理和数据分析中广泛的问题而引起的这种现象的示例。我们强调了对称性在塑造客观景观中的关键作用,并讨论旋转和离散对称性的不同作用。该区域充满了观察到的现象和开放问题。我们通过强调未来研究的指示结束。
As science and engineering have become increasingly data-driven, the role of optimization has expanded to touch almost every stage of the data analysis pipeline, from signal and data acquisition to modeling and prediction. The optimization problems encountered in practice are often nonconvex. While challenges vary from problem to problem, one common source of nonconvexity is nonlinearity in the data or measurement model. Nonlinear models often exhibit symmetries, creating complicated, nonconvex objective landscapes, with multiple equivalent solutions. Nevertheless, simple methods (e.g., gradient descent) often perform surprisingly well in practice. The goal of this survey is to highlight a class of tractable nonconvex problems, which can be understood through the lens of symmetries. These problems exhibit a characteristic geometric structure: local minimizers are symmetric copies of a single "ground truth" solution, while other critical points occur at balanced superpositions of symmetric copies of the ground truth, and exhibit negative curvature in directions that break the symmetry. This structure enables efficient methods to obtain global minimizers. We discuss examples of this phenomenon arising from a wide range of problems in imaging, signal processing, and data analysis. We highlight the key role of symmetry in shaping the objective landscape and discuss the different roles of rotational and discrete symmetries. This area is rich with observed phenomena and open problems; we close by highlighting directions for future research.