Spurious Stationarity and Hardness Results for Bregman Proximal-Type Algorithms
arXiv:2404.08073v3 Announce Type: replace-cross Abstract: Bregman proximal-type algorithms (BPs), such as mirror descent, have become popular tools in machine learning and data science for exploiting problem structures through non-Euclidean geometries. In this paper, we show that BPs can get trapped near a class of non-stationary points, which we term \emph{spurious stationary points}. Such stagnation can persist for any finite number of iterations if the gradient of the Bregman kernel is not Lipschitz continuous, even in convex problems. The root cause lies in a fundamental contrast in descent behavior between Euclidean and Bregman geometries: While Euclidean gradient descent ensures sufficient decrease near any non-stationary point, BPs may exhibit arbitrarily slow decrease around spurious stationary points. As a result, commonly used Bregman-based stationarity measure, such as relative change in terms of Bregman divergence, can vanish near spurious stationary points. This may mislea