Abstract
Given a twice continuously differentiable cost function f, we prove that the set of initial conditions so that gradient descent converges to saddle points where del(2) f has at least one strictly negative eigenvalue, has (Lebesgue) measure zero, even for cost functions f with non-isolated critical points, answering an open question in [12]. Moreover, this result extends to forward-invariant convex subspaces, allowing for weak (non-globally Lipschitz) smoothness assumptions. Finally, we produce an upper bound on the allowable step-size.