New Perspective on the Convergence to a Global Solution of Finite-sum Optimization

Deep neural networks have shown great success in many machine learning tasks. Their training is challenging since the loss surface of the network architecture is generally non-convex, or even non-smooth. We propose a reformulation of the minimization problem allowing for a new recursive algorithmic framework. By using bounded style assumptions, we prove convergence to an \epsilon-(global) minimum using O $(1/\epsilon^3)$ gradient computations. Our theoretical foundation motivates further study, implementation, and optimization of the new algorithmic framework and further investigation of its non-standard bounded style assumptions.