saddle point
In plain wordsA spot on a surface that is a low point in one direction but a high point in another, like the middle of a horse's saddle or a mountain pass.
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Optimization
A stationary point of a function — one where the gradientgradient, n.: A list of slopes showing which way, and how steeply, a quantity rises as each of its inputs changes. Training nudges an AI's settings in the opposite direction, downhill. is zero — that is neither a local minimum nor a local maximum, because the function curves upward along some directions and downward along others; for smooth functions the HessianHessian, n.: A table of 'slopes of slopes' that describes how a surface curves: whether a point is the bottom of a bowl, the top of a hill or a mountain pass. there has eigenvalues of both signs. In high-dimensional non-convex problems such as neural-network training, saddle points vastly outnumber local minimalocal minimum, n.: A spot lower than everything immediately around it, like the bottom of a small valley, even though a deeper valley may exist somewhere else., and an influential 2014 analysis argued that they and the plateaus around them, rather than bad minima, are the main cause of slow training. Plain gradient descentgradient descent, n.: A method for training models by repeatedly nudging every setting a small step in whichever direction most reduces the error, like a hiker who cannot see the valley but keeps stepping wherever the ground tilts down. can linger near saddles because gradients there are tiny, but noise from stochastic gradient descentstochastic gradient descent, n.: A faster version of gradient descent that estimates which way is downhill from a small random sample of the training data at each step, instead of checking the whole dataset. and momentummomentum, n.: A training trick that lets each update keep part of the previous update's direction, like a ball rolling downhill that builds up speed and coasts over small bumps. tends to push iterates off along descending directions.
The loss plateau was a saddle point; a little gradient noise was enough to escape it.
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Game theory
A solution of a min–max problem: a point that is a minimum with respect to one player's variables and a maximum with respect to the other's, so neither can improve alone. Training a generative adversarial networkgenerative adversarial network, n.: Two neural networks trained as rivals: one forges fake images, the other tries to spot the fakes. As both improve, the forger's output becomes realistic enough to fool people. seeks such a point, and John von Neumann's 1928 minimax theorem guarantees one for finite two-player zero-sum gamesgame theory, n.: The mathematics of strategic decisions, where each player's best move depends on what the others do. It is used to study competition and cooperation among people, firms, nations and AI agents. in mixed strategies.
Origin
Named for the shape of a riding saddle; the English term is recorded in G. N. Watson's 1922 treatise on Bessel functions, in connection with the saddle-point method of asymptotic analysis. Yann Dauphin and colleagues' 2014 paper on the 'saddle point problem' made it central to deep-learning optimization.
Related
- local minimumlocal minimum, n.: A spot lower than everything immediately around it, like the bottom of a small valley, even though a deeper valley may exist somewhere else.
- HessianHessian, n.: A table of 'slopes of slopes' that describes how a surface curves: whether a point is the bottom of a bowl, the top of a hill or a mountain pass.
- loss landscapeloss landscape, n.: A way of picturing training as a journey across hilly terrain, where position stands for the model's settings and height for its error. Training searches for low valleys.
- game theorygame theory, n.: The mathematics of strategic decisions, where each player's best move depends on what the others do. It is used to study competition and cooperation among people, firms, nations and AI agents.
- generative adversarial networkgenerative adversarial network, n.: Two neural networks trained as rivals: one forges fake images, the other tries to spot the fakes. As both improve, the forger's output becomes realistic enough to fool people.
- stochastic gradient descentstochastic gradient descent, n.: A faster version of gradient descent that estimates which way is downhill from a small random sample of the training data at each step, instead of checking the whole dataset.
Sources
- Dauphin, Y. et al. (2014). Identifying and attacking the saddle point problem in high-dimensional non-convex optimization. NeurIPS 2014.
Mentioned in
gradient descentgradient descent, n.: A method for training models by repeatedly nudging every setting a small step in whichever direction most reduces the error, like a hiker who cannot see the valley but keeps stepping wherever the ground tilts down., derivativederivative, n.: How fast something changes as one of its inputs changes — the steepness of a curve at a point. Training an AI means repeatedly following such slopes downhill., eigenvectoreigenvector, n.: A special direction for a transformation: anything pointing that way stays on its line, only longer, shorter or reversed; the amount of stretch is the eigenvalue. Together they reveal the main axes along which data or a system varies., game theorygame theory, n.: The mathematics of strategic decisions, where each player's best move depends on what the others do. It is used to study competition and cooperation among people, firms, nations and AI agents., local minimumlocal minimum, n.: A spot lower than everything immediately around it, like the bottom of a small valley, even though a deeper valley may exist somewhere else., loss landscapeloss landscape, n.: A way of picturing training as a journey across hilly terrain, where position stands for the model's settings and height for its error. Training searches for low valleys., stochastic gradient descentstochastic gradient descent, n.: A faster version of gradient descent that estimates which way is downhill from a small random sample of the training data at each step, instead of checking the whole dataset., HessianHessian, n.: A table of 'slopes of slopes' that describes how a surface curves: whether a point is the bottom of a bowl, the top of a hill or a mountain pass., second-order optimizationsecond-order optimization, n.: Training methods that use not only the slope of the error but also how that slope is changing — its curvature — to choose better-sized steps. They can need far fewer steps, but each costs more.