Sharp global convergence guarantees for iterative nonconvex optimization with random data
随机数据下迭代非凸优化的精确全局收敛保证
We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms for this task from a random initialization. In particular, provided each iteration can be written as the solution to a convex optimization problem satisfying some natural conditions, we leverage Gaussian comparison theorems to derive a…