Classical and Quantum Speedups for Non-Convex Optimization via Energy Conserving Descent
Organizations: Department of Management Science and Engineering, Stanford University. · Leinweber Institute for Theoretical Physics, Stanford University. · Leinweber Institute for Theoretical Physics, Stanford University and Google DeepMind.
Abstract
We present the first analytical study of ECD, focusing on the one-dimensional setting for this first installment. We formalize a stochastic ECD dynamics (sECD) with energy-preserving noise, as well as a quantum analog of the ECD Hamiltonian (qECD), providing the foundation for a quantum algorithm through Hamiltonian simulation in a tractable model where the barrier-crossing mechanism can be computed explicitly. For one-dimensional double-well objectives in the under-guessing regime, we compute the expected dynamical hitting times from a local minimum to the global minimum. We prove that both sECD and qECD exhibit exponential improvements in continuous hitting time relative to their respective gradient-based baselines, stochastic gradient descent (SGD) and quantum tunneling walk (QTW). For objectives with tall barriers, qECD admits a further hitting time improvement over sECD. Mechanistically, ECD sidesteps the exponential cost associated with rare-escape events of SGD from local minima by moving from dissipative to energy-conserving dynamics.
Figures & tables
| Classical | Quantum | ||
|---|---|---|---|
| Gradient Descent Methods | |||
| Energy Conserving Descent | |||
| \asymp\mathopen{}\mathclose{{\left(\lambda_{c}a^{2}+\frac{\sqrt{E}}{\omega}}}\right)\log\mathopen{}\mathclose{{\left(\frac{\beta}{V_{0}}}}\right) | \lesssim\frac{\lambda_{q}}{\omega^{2}}\log^{2}\mathopen{}\mathclose{{\left(\frac{\beta}{V_{0}}}}\right) |
Appendix figures & tables3 assets
Supplementary material from the paper’s appendix.
Appendix
| Symbol | Meaning |
|---|---|
| objective function | |
| scalar guess for | |
| ECD potential | |
| potential value at the global minimum | |
| potential value at the local minimum | |
| barrier height in the quartic double well |
Nonconvex Optimization
Nonconvex optimization develops methods for problems whose objectives or constraints can have multiple local optima, saddle points, or nonsmooth structure.
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