# How to iron out rough landscapes and get optimal performances: Averaged Gradient Descent and its application to tensor PCA

## TL;DR

This paper introduces Averaged Gradient Descent, a novel optimization method that reduces landscape roughness in high-dimensional tensor PCA problems by averaging gradients over random parameter positions, outperforming traditional algorithms.

## Contribution

The paper proposes Averaged Gradient Descent, a new algorithm that improves optimization in non-convex landscapes, specifically applied to tensor PCA, matching state-of-the-art thresholds.

## Key findings

- Averaged Gradient Descent outperforms standard gradient descent and approximate message passing.
- The method matches the best known algorithmic thresholds for tensor PCA.
- It effectively reduces landscape roughness by averaging gradients over random positions.

## Abstract

In many high-dimensional estimation problems the main task consists in minimizing a cost function, which is often strongly non-convex when scanned in the space of parameters to be estimated. A standard solution to flatten the corresponding rough landscape consists in summing the losses associated to different data points and obtain a smoother empirical risk. Here we propose a complementary method that works for a single data point. The main idea is that a large amount of the roughness is uncorrelated in different parts of the landscape. One can then substantially reduce the noise by evaluating an empirical average of the gradient obtained as a sum over many random independent positions in the space of parameters to be optimized. We present an algorithm, called Averaged Gradient Descent, based on this idea and we apply it to tensor PCA, which is a very hard estimation problem. We show that Averaged Gradient Descent over-performs physical algorithms such as gradient descent and approximate message passing and matches the best algorithmic thresholds known so far, obtained by tensor unfolding and methods based on sum-of-squares.