Exit Time Analysis for Approximations of Gradient Descent Trajectories Around Saddle Points
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This paper considers the problem of understanding the exit time for trajectories of gradient-related first-order methods from saddle neighborhoods under some initial boundary conditions. Given the `flat' geometry around saddle points, first-order methods can struggle in escaping these regions in a fast manner due to the small magnitudes of gradients encountered. In particular, while it is known that gradient-related first-order methods escape strict-saddle neighborhoods, existing literature does not explicitly leverage the local geometry around saddle points in order to control behavior of gradient trajectories. It is in this context that this paper puts forth a rigorous geometric analysis of the gradient-descent method around strict-saddle neighborhoods using matrix perturbation theory. In doing so, it provides a key result that can be used to generate an approximate gradient trajectory for any given initial conditions. In addition, the analysis leads to a linear exit-time solution for gradient-descent method under certain necessary initial conditions for a class of strict-saddle functions.
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