Gradient is All You Need? How Consensus-Based Optimization can be Interpreted as a Stochastic Relaxation of Gradient Descent
arXiv:2306.09778v2 Announce Type: replace-cross Abstract: In this paper, we provide a novel analytical perspective on the theoretical understanding of gradient-based learning algorithms by interpreting consensus-based optimization (CBO), a recently proposed multi-particle derivative-free optimization method, as a stochastic relaxation of gradient descent. Remarkably, we observe that through communication of the particles, CBO exhibits a stochastic gradient descent (SGD)-like behavior despite solely relying on evaluations of the objective function. The fundamental value of such link between CBO and SGD lies […]