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The structure of conservative gradient fields

SIAM Journal on Optimization (SIAM J. Optim.), 2021
3 January 2021
A. Lewis
Tonghua Tian
    AI4CE
ArXiv (abs)PDFHTML
Abstract

The classical Clarke subdifferential alone is inadequate for understanding automatic differentiation in nonsmooth contexts. Instead, we can sometimes rely on enlarged generalized gradients called "conservative fields", defined through the natural path-wise chain rule: one application is the convergence analysis of gradient-based deep learning algorithms. In the semi-algebraic case, we show that all conservative fields are in fact just Clarke subdifferentials plus normals of manifolds in underlying Whitney stratifications.

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