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All good points. Personally I wouldn't have known divergence of Newton's method with line search off the top of my head. What I think everyone in this field wo
by civilized 5y ago
All good points.
Personally I wouldn't have known divergence of Newton's method with line search off the top of my head. What I think everyone in this field would know is that Newton's method with constant step size diverges. I'm actually curious now if Newton's method with backtracking line search from a constant step size diverges. Exact line search can go a little nuts, that doesn't surprise me, but divergence with backtracking from a constant step size seems less likely. (I guess it depends on what "constant" means here...)
Seems like it could be awfully nice to have a smart theoretically backed initial guess of the dynamic lambda. The author actually uses a feedback strategy to set H in conjunction with his gradient scaling (see Algorithm 2 / AdaN), and it's possible that the scaling allows H to be basically correct more often and not have to be adjusted so much? Which is potentially really helpful since Newton steps aren't cheap and you don't want to waste them on guess-and-check.
But it's not obvious it's better than other strategies and we do need benchmarks to prove it out, yes.
The author is from INRIA, which does a lot of advanced optimization research, so I'd say it's a serious paper prima facie.