arXiv Machine Learning

Stochastic Gradient Descent Ascent is Suboptimal for Nonconvex-PL Min-Max Games

arXiv Machine Learning
Sep 3

Improved Gradient Descent Lower Bounds Beyond Nesterov

The paper investigates the limits of accelerating gradient descent (GD) using predetermined step sizes in smooth convex optimization. It establishes new lower bounds: an ≥·n−1.6342 non‑anytime bound and an ≥·n−1.2408 anytime bound, surpassing previous results. These findings also demonstrate a strict separation between convergence exponents achievable in non‑anytime versus anytime settings.

By Yuhan Ye, Kaizhao Liu
arXiv Machine Learning
Sep 21

Single-Loop Stochastic Projected Damped Extragradient Methods for Stochastic Nonconvex--(Strongly) Concave Minimax Optimization

The paper introduces single-loop stochastic projected damped extragradient (SPDE) and its variance-reduced variant (VR-SPDE) for stochastic nonconvex–(strongly) concave minimax problems. It provides SFO complexity bounds for achieving game stationarity and optimization stationarity, improving upon previous multi-loop methods while maintaining a single-loop structure. The results claim the best-known SFO complexities for these stationarity criteria among single-loop stochastic first‑order methods.

By Huiling Zhang, Minhao Zhang, Zi Xu
arXiv Machine Learning
Sep 2

Dense Weak Hiding: Closing Complexity Gaps in Nonconvex and PL Finite-Sum Optimization under Individual Smoothness

The paper establishes the optimal incremental first‑order oracle (IFO) complexity for nonconvex finite‑sum optimization under individual smoothness, proving a matching lower bound that closes a previously missing √{n} factor. It also refines the analysis of the PAGE algorithm under the global Polyak‑Lojasiewicz condition, providing tighter guarantees for different ranges of the condition number. The authors introduce a novel dense weak hiding construction that yields these lower bounds and demonstrates the limits of existing methods.

By Yuxing Peng, Zhiqing Tang, Weijia Jia
arXiv Machine Learning
Aug 12

A lower bound for stepsize-based acceleration of gradient descent

arXiv:2608. 10418v1 Announce Type: cross Abstract: Recent work has shown that, for smooth convex optimization, plain gradient descent can be accelerated from its textbook convergence rate of $O(T^{-1})$ (where $T$ denotes the number of iterations) to $O\big(T^{-\log_2(1+\sqrt{2})}\big)$ using carefully designed stepsize schedules alone, without resorting to momentum or other algorithmic modifications.

By Jianhao Ma, Yuxin Chen