Extension of the surrogate-loss framework to nonconvex surrogates
Determine whether the surrogate-loss framework that models Polyak stepsize updates as gradient descent on the surrogate function ψ(x) = 1/2 h^2(x) with convex h:R^d→R≥0 can be extended to cases where the surrogate h is nonconvex.
References
It is unclear if this framework can be extended to the more general case of noncovex surrogate functions.
— New Perspectives on the Polyak Stepsize: Surrogate Functions and Negative Results
(2505.20219 - Orabona et al., 26 May 2025) in Section 7, Discussion and Limitations