Local Minimax Complexity of Stochastic Convex Optimization

Authors: sabyasachi chatterjee, John C. Duchi, John Lafferty, Yuancheng Zhu

NeurIPS 2016 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental The nature and practical implications of the results are demonstrated in simulations. ... 3.1 Simulations showing adaptation to the benchmark ... The simulation results are shown in the top 3 panels of Figure 2.
Researcher Affiliation Academia Yuancheng Zhu Wharton Statistics Department University of Pennsylvania; Sabyasachi Chatterjee Department of Statistics University of Chicago; John Duchi Department of Statistics Department of Electrical Engineering Stanford University; John Lafferty Department of Statistics Department of Computer Science University of Chicago
Pseudocode Yes Algorithm 1 Sign testing binary search
Open Source Code No The paper does not include any explicit statements or links indicating that the source code for the described methodology is publicly available.
Open Datasets No The paper describes generating synthetic data for simulations: 'The function to optimize is fk(x) = 1/k|x − x |k for k = 3/2, 2 or 3. The minimum point x ∼ Unif(−1, 1) is selected uniformaly at random over the interval.' It does not provide access information for a public dataset.
Dataset Splits No The paper does not specify exact training/validation/test split percentages, sample counts, or reference predefined splits. The simulations involve generating data on the fly based on specified functions and noise models.
Hardware Specification No The paper does not provide any specific hardware details such as GPU or CPU models, processor types, or memory amounts used for running its experiments.
Software Dependencies No The paper does not provide specific software dependencies, library names, or version numbers used to replicate the experiments.
Experiment Setup Yes For the stochastic gradient descent algorithm, we perform T steps of update xt+1 = xt - eta(t)bg(xt) where eta(t) is a stepsize function, chosen as either eta(t) = 1/t or eta(t) = 1/sqrt(t). The function to optimize is fk(x) = 1/k|x - x |k for k = 3/2, 2 or 3. The minimum point x ~ Unif(-1, 1) is selected uniformaly at random over the interval. The oracle returns the derivative at the query point with additive N(0, sigma^2) noise, sigma = 0.1.