Limitations on Variance-Reduction and Acceleration Schemes for Finite Sums Optimization

Authors: Yossi Arjevani

NeurIPS 2017 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Theoretical First, we show that, perhaps surprisingly, the finite sum structure by itself, is not sufficient for obtaining a complexity bound of O((n + L/µ) ln(1/ϵ)) for L-smooth and µ-strongly convex individual functions one must also know which individual function is being referred to by the oracle at each iteration. Next, we show that for a broad class of first-order and coordinate-descent finite sum algorithms (including, e.g., SDCA, SVRG, SAG), it is not possible to get an accelerated complexity bound of O((n+ p n L/µ) ln(1/ϵ)), unless the strong convexity parameter is given explicitly. Lastly, we show that when this class of algorithms is used for minimizing L-smooth and convex finite sums, the iteration complexity is bounded from below by Ω(n + L/ϵ), assuming that (on average) the same update rule is used in any iteration, and Ω(n + p n L/ϵ) otherwise.
Researcher Affiliation Academia Yossi Arjevani Department of Computer Science and Applied Mathematics Weizmann Institute of Science Rehovot 7610001, Israel yossi.arjevani@weizmann.ac.il
Pseudocode Yes SCHEME 1 RESTARTING SCHEME GIVEN AN OPTIMIZATION ALGORITHM A
Open Source Code No The paper focuses on theoretical derivations and does not mention any associated open-source code release.
Open Datasets No The paper is theoretical and does not describe the use of any datasets for training or evaluation.
Dataset Splits No The paper is theoretical and does not mention training/test/validation dataset splits.
Hardware Specification No The paper is theoretical and does not specify any hardware used for experiments.
Software Dependencies No The paper is theoretical and does not list specific software dependencies with version numbers.
Experiment Setup No The paper is theoretical and does not describe an experimental setup or specific hyperparameters.