Projection-Free Variance Reduction Methods for Stochastic Constrained Multi-Level Compositional Optimization

Authors: Wei Jiang, Sifan Yang, Wenhao Yang, Yibo Wang, Yuanyu Wan, Lijun Zhang

ICML 2024 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Finally, numerical experiments on different tasks demonstrate the effectiveness of our methods. and In this section, we evaluate the effectiveness of our proposed methods through numerical experiments on three different problems.
Researcher Affiliation Academia 1National Key Laboratory for Novel Software Technology, Nanjing University, Nanjing, China 2School of Artificial Intelligence, Nanjing University, Nanjing, China 3School of Software Technology, Zhejiang University, Ningbo, China.
Pseudocode Yes Algorithm 1 PMVR Algorithm and Algorithm 2 PMVR-v2 and Algorithm 3 Stage-wise PMVR and Algorithm 4 Stage-wise PMVR-v2
Open Source Code No The paper does not contain any statement about making its source code publicly available or providing a link to a repository.
Open Datasets Yes For experimental validation, we utilize real-world datasets Industry-10 and Industry-12 from the Kenneth R. French Data Library^2. ^2https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/
Dataset Splits No The paper mentions using 'real-world datasets Industry-10 and Industry-12' but does not specify any training, validation, or test dataset splits or cross-validation setup.
Hardware Specification Yes All experiments are conducted on a personal laptop.
Software Dependencies No The paper does not list specific software dependencies with version numbers.
Experiment Setup Yes For our algorithm, we select the momentum parameter α from the set {0.01, 0.03, 0.05, 0.1, 0.3} and search the parameter N for PMVR-v2 from the range {10, 50, 100}. For the other methods, we adopt the hyper-parameters recommended in their original papers or perform a grid search to select the best ones. The learning rate is fine-tuned within the range of {0.001, 0.005, 0.01, 0.05, 0.1}.