Counting Stationary Points of the Loss Function in the Simplest Constrained Least-square Optimization
We use Kac-Rice method to analyze statistical features of an "optimization landscape" of the loss function in a random version of the Oblique Procrustes Problem, one of the simplest optimization problems of the least-square type on a sphere.
Acta Physica Polonica B
- Pub Date:
- Mathematics - Probability;
- Mathematical Physics
- The text is based on the presentation at the workshop "Random Matrix Theory: Applications in the Information Era", 29 Apr 2019 -- 3 May 2019 2019, Krakow, Poland