On fraudulent stochastic algorithms
8th December 2023, 3:30 pm – 4:30 pm
Fry Building, 2.04
We introduce and analyse the almost sure convergence of a stochastic algorithm for the global minimization of Morse functions on compact Riemannian manifolds.
This diffusion process is called fraudulent because it requires the knowledge of minimal value of the function. Its investigation is nevertheless important, since in particular it appears as the limit behavior of non-fraudulent and time-inhomogeneous swarm mean-field algorithms for global optimization or in stochastic gradient descent algorithms in overparametrized learning applications. The talk is based on collaborations with Benaïm, Bolte and Villeneuve.