Paper ID: 2206.11872

Provable Acceleration of Heavy Ball beyond Quadratics for a Class of Polyak-\L{}ojasiewicz Functions when the Non-Convexity is Averaged-Out

Jun-Kun Wang, Chi-Heng Lin, Andre Wibisono, Bin Hu

Heavy Ball (HB) nowadays is one of the most popular momentum methods in non-convex optimization. It has been widely observed that incorporating the Heavy Ball dynamic in gradient-based methods accelerates the training process of modern machine learning models. However, the progress on establishing its theoretical foundation of acceleration is apparently far behind its empirical success. Existing provable acceleration results are of the quadratic or close-to-quadratic functions, as the current techniques of showing HB's acceleration are limited to the case when the Hessian is fixed. In this work, we develop some new techniques that help show acceleration beyond quadratics, which is achieved by analyzing how the change of the Hessian at two consecutive time points affects the convergence speed. Based on our technical results, a class of Polyak-\L{}ojasiewicz (PL) optimization problems for which provable acceleration can be achieved via HB is identified. Moreover, our analysis demonstrates a benefit of adaptively setting the momentum parameter. (Update: 08/29/2023) Erratum is added in Appendix J. This is an updated version that fixes an issue in the previous version. An additional condition needs to be satisfied for the acceleration result of HB beyond quadratics in this work, which naturally holds when the dimension is one or, more broadly, when the Hessian is diagonal. We elaborate on the issue in Appendix J.

Submitted: Jun 22, 2022