Gradient-Free Methods for Nonconvex Nonsmooth Stochastic Compositional Optimization
Authors: Zhuanghua Liu, Luo Luo, Bryan Kian Hsiang Low
NeurIPS 2024 | Conference PDF | Archive PDF | Plain Text | LLM Run Details
| Reproducibility Variable | Result | LLM Response |
|---|---|---|
| Research Type | Experimental | Furthermore, we conduct numerical experiments to demonstrate the effectiveness of the proposed methods. |
| Researcher Affiliation | Academia | Zhuanghua Liu Department of Computer Science, National University of Singapore CNRS@CREATE LTD, 1 Create Way, #08-01 CREATE Tower, Singapore 138602 liuzhuanghua9@gmail.com Luo Luo School of Data Science, Fudan University Shanghai Key Laboratory for Contemporary Applied Mathematics luoluo@fudan.edu.cn Bryan Kian Hsiang Low Department of Computer Science, National University of Singapore lowkh@comp.nus.edu.sg |
| Pseudocode | Yes | Algorithm 1: GFCOM(x0, η, T, bf, bg) ... Algorithm 2: GFCOM+(x0, η, T, bf, b f, bg, b g, m) ... Algorithm 3: WS-GFCOM(x0, η0, T0, bg,0, η, T, bf, bg, b f, b g, m) |
| Open Source Code | No | We are clearing the code with internal compliance and will release it upon approval. |
| Open Datasets | Yes | We compare all the methods on 6 different portfolio datasets formed on Size and Operating Profitability2. 2http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html |
| Dataset Splits | No | The paper does not explicitly provide details about training, validation, or test dataset splits, percentages, or methodologies for splitting. |
| Hardware Specification | No | The paper does not mention any specific hardware (e.g., GPU/CPU models, memory, or cloud instance types) used for running the experiments. |
| Software Dependencies | No | The paper does not list any specific software dependencies with version numbers. |
| Experiment Setup | Yes | We set δ = 0.1 for the GFCOM and GFCOM+ methods. ... For all algorithms, we tune the stepsize among {1 10 5, 3 10 5, . . . , 1 10 3, 3 10 3}. ... We choose the mini-batch size bf = bg = 1000. In addition, we set b f = 100, b g = 1000 and m = bf/b f = 10 for the GFCOM+ algorithm. |