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Beyond convexity-Contraction and global convergence of gradient descent.

ABSTRACT: This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on gradient descent based on convexity can be replaced by much more general results based on contraction. In particular, gradient descent converges to a unique equilibrium if its dynamics are contracting in any metric, with convexity of the cost corresponding to the special case of contraction in the identity metric. More broadly, contraction analysis provides new insights for the case of geodesically-convex optimization, wherein non-convex problems in Euclidean space can be transformed to convex ones posed over a Riemannian manifold. In this case, natural gradient descent converges to a unique equilibrium if it is contracting in any metric, with geodesic convexity of the cost corresponding to contraction in the natural metric. New results using semi-contraction provide additional insights into the topology of the set of optimizers in the case when multiple optima exist. Furthermore, they show how semi-contraction may be combined with specific additional information to reach broad conclusions about a dynamical system. The contraction perspective also easily extends to time-varying optimization settings and allows one to recursively build large optimization structures out of simpler elements. Extensions to natural primal-dual optimization and game-theoretic contexts further illustrate the potential reach of these new perspectives.

SUBMITTER: Wensing PM

PROVIDER: S-EPMC7402485 | biostudies-literature | 2020

REPOSITORIES: biostudies-literature

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Beyond convexity-Contraction and global convergence of gradient descent.

Wensing Patrick M PM Slotine Jean-Jacques JJ

PloS one 20200804 8

This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on gradient descent based on convexity can be replaced by much more general results based on contraction. In particular, gradient descent converges to a unique equilibrium if its dynamics are contracting in any metric, with convexity of the cost corresponding to the spe ...[more]

PMID: 32750097

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Project description:BackgroundGene Regulatory Networks (GRNs) have become a major focus of interest in recent years. Elucidating the architecture and dynamics of large scale gene regulatory networks is an important goal in systems biology. The knowledge of the gene regulatory networks further gives insights about gene regulatory pathways. This information leads to many potential applications in medicine and molecular biology, examples of which are identification of metabolic pathways, complex genetic diseases, drug discovery and toxicology analysis. High-throughput technologies allow studying various aspects of gene regulatory networks on a genome-wide scale and we will discuss recent advances as well as limitations and future challenges for gene network modeling. Novel approaches are needed to both infer the causal genes and generate hypothesis on the underlying regulatory mechanisms.MethodologyIn the present article, we introduce a new method for identifying a set of optimal gene regulatory pathways by using structural equations as a tool for modeling gene regulatory networks. The method, first of all, generates data on reaction flows in a pathway. A set of constraints is formulated incorporating weighting coefficients. Finally the gene regulatory pathways are obtained through optimization of an objective function with respect to these weighting coefficients. The effectiveness of the present method is successfully tested on ten gene regulatory networks existing in the literature. A comparative study with the existing extreme pathway analysis also forms a part of this investigation. The results compare favorably with earlier experimental results. The validated pathways point to a combination of previously documented and novel findings.ConclusionsWe show that our method can correctly identify the causal genes and effectively output experimentally verified pathways. The present method has been successful in deriving the optimal regulatory pathways for all the regulatory networks considered. The biological significance and applicability of the optimal pathways has also been discussed. Finally the usefulness of the present method on genetic engineering is depicted with an example.

Dataset Information

Beyond convexity-Contraction and global convergence of gradient descent.

Publications

Beyond convexity-Contraction and global convergence of gradient descent.

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