RESEARCH
Lookahead converges to stationary points of smooth non-convex functions
February 25, 2020
Abstract
The Lookahead optimizer (Zhang et al., 2019) was recently proposed and demonstrated to improve performance of stochastic first-order methods for training deep neural networks. Lookahead can be viewed as a two time-scale algorithm, where the fast dynamics (inner optimizer) determine a search direction and the slow dynamics (outer optimizer) perform updates by moving along this direction. We prove that, with appropriate choice of step-sizes, Lookahead converges to a stationary point of smooth non-convex functions. Although Lookahead is described and implemented as a serial algorithm, our analysis is based on viewing Lookahead as a multi-agent optimization method with two agents communicating periodically.
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