Poster
Mirrorless Mirror Descent: A Natural Derivation of Mirror Descent
Suriya Gunasekar · Blake Woodworth · Nathan Srebro
Keywords: [ Learning Theory and Statistics ] [ Gradient-Based Optimization ]
Abstract:
We present a direct (primal only) derivation of Mirror Descent as a partial'' discretization of gradient flow on a Riemannian manifold where the metric tensor is the Hessian of the Mirror Descent potential function. We contrast this discretization to Natural Gradient Descent, which is obtained by a full'' forward Euler discretization. This view helps shed light on the relationship between the methods and allows generalizing Mirror Descent to any Riemannian geometry in Rd, even when the metric tensor is {\em not} a Hessian, and thus there is no dual.''
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