Thresholds of descending algorithms in inference problems
- URL: http://arxiv.org/abs/2001.00479v2
- Date: Sat, 4 Jan 2020 08:53:20 GMT
- Title: Thresholds of descending algorithms in inference problems
- Authors: Stefano Sarao Mannelli and Lenka Zdeborova
- Abstract summary: We review recent works on analyzing the dynamics of gradient-based algorithms in a statistical inference problem.
Using methods and insights from the physics of glassy systems, these works showed how to understand quantitatively and qualitatively the performance of gradient-based algorithms.
- Score: 4.594159253008448
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We review recent works on analyzing the dynamics of gradient-based algorithms
in a prototypical statistical inference problem. Using methods and insights
from the physics of glassy systems, these works showed how to understand
quantitatively and qualitatively the performance of gradient-based algorithms.
Here we review the key results and their interpretation in non-technical terms
accessible to a wide audience of physicists in the context of related works.
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