Anderson acceleration(AA)is an extrapolation technique designed to speed up fixed-point iterations.For optimization problems,we propose a novel algorithm by combining the AA with the energy adaptive gradient method(AE...Anderson acceleration(AA)is an extrapolation technique designed to speed up fixed-point iterations.For optimization problems,we propose a novel algorithm by combining the AA with the energy adaptive gradient method(AEGD)[arXiv:2010.05109].The feasibility of our algorithm is ensured in light of the convergence theory for AEGD,though it is not a fixed-point iteration.We provide rigorous convergence rates of AA for gradient descent(GD)by an acceleration factor of the gain at each implementation of AA-GD.Our experimental results show that the proposed AA-AEGD algorithm requires little tuning of hyperparameters and exhibits superior fast convergence.展开更多
基金partially supported by the National Science Foundation under(Grant DMS No.1812666)。
文摘Anderson acceleration(AA)is an extrapolation technique designed to speed up fixed-point iterations.For optimization problems,we propose a novel algorithm by combining the AA with the energy adaptive gradient method(AEGD)[arXiv:2010.05109].The feasibility of our algorithm is ensured in light of the convergence theory for AEGD,though it is not a fixed-point iteration.We provide rigorous convergence rates of AA for gradient descent(GD)by an acceleration factor of the gain at each implementation of AA-GD.Our experimental results show that the proposed AA-AEGD algorithm requires little tuning of hyperparameters and exhibits superior fast convergence.
