Near-Optimal Convergence of Accelerated Gradient Methods under Generalized and $(L_0, L_1)$-Smoothness
- URL: http://arxiv.org/abs/2508.06884v1
- Date: Sat, 09 Aug 2025 08:28:06 GMT
- Title: Near-Optimal Convergence of Accelerated Gradient Methods under Generalized and $(L_0, L_1)$-Smoothness
- Authors: Alexander Tyurin,
- Abstract summary: We study first-order methods for convex optimization problems with functions $f$ satisfying the recently proposed $ell$-smoothness condition $||nabla2f(x)|| le ellleft(||nabla f(x)||right),$ which generalizes the $L$-smoothness and $(L_0,L_1)$-smoothness.
- Score: 57.93371273485736
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study first-order methods for convex optimization problems with functions $f$ satisfying the recently proposed $\ell$-smoothness condition $||\nabla^{2}f(x)|| \le \ell\left(||\nabla f(x)||\right),$ which generalizes the $L$-smoothness and $(L_{0},L_{1})$-smoothness. While accelerated gradient descent AGD is known to reach the optimal complexity $O(\sqrt{L} R / \sqrt{\varepsilon})$ under $L$-smoothness, where $\varepsilon$ is an error tolerance and $R$ is the distance between a starting and an optimal point, existing extensions to $\ell$-smoothness either incur extra dependence on the initial gradient, suffer exponential factors in $L_{1} R$, or require costly auxiliary sub-routines, leaving open whether an AGD-type $O(\sqrt{\ell(0)} R / \sqrt{\varepsilon})$ rate is possible for small-$\varepsilon$, even in the $(L_{0},L_{1})$-smoothness case. We resolve this open question. Leveraging a new Lyapunov function and designing new algorithms, we achieve $O(\sqrt{\ell(0)} R / \sqrt{\varepsilon})$ oracle complexity for small-$\varepsilon$ and virtually any $\ell$. For instance, for $(L_{0},L_{1})$-smoothness, our bound $O(\sqrt{L_0} R / \sqrt{\varepsilon})$ is provably optimal in the small-$\varepsilon$ regime and removes all non-constant multiplicative factors present in prior accelerated algorithms.
Related papers
- A Whole New Ball Game: A Primal Accelerated Method for Matrix Games and
Minimizing the Maximum of Smooth Functions [44.655316553524855]
We design algorithms for minimizing $max_iin[n] f_i(x) over a $d$-dimensional Euclidean or simplex domain.
When each $f_i$ is $1$-Lipschitz and $1$-smooth, our method computes an $epsilon-approximate solution.
arXiv Detail & Related papers (2023-11-17T22:07:18Z) - An Optimal Algorithm for Strongly Convex Min-min Optimization [79.11017157526815]
Existing optimal first-order methods require $mathcalO(sqrtmaxkappa_x,kappa_y log 1/epsilon)$ of computations of both $nabla_x f(x,y)$ and $nabla_y f(x,y)$.
We propose a new algorithm that only requires $mathcalO(sqrtkappa_x log 1/epsilon)$ of computations of $nabla_x f(x,
arXiv Detail & Related papers (2022-12-29T19:26:12Z) - On the Complexity of Decentralized Smooth Nonconvex Finite-Sum Optimization [21.334985032433778]
Decentralized optimization problem $min_bf xinmathbb Rd f(bf x)triq frac1msum_i=1m f_i(bf x)triq frac1nsum_j=1n.
arXiv Detail & Related papers (2022-10-25T11:37:11Z) - Low-Rank Approximation with $1/\epsilon^{1/3}$ Matrix-Vector Products [58.05771390012827]
We study iterative methods based on Krylov subspaces for low-rank approximation under any Schatten-$p$ norm.
Our main result is an algorithm that uses only $tildeO(k/sqrtepsilon)$ matrix-vector products.
arXiv Detail & Related papers (2022-02-10T16:10:41Z) - Lifted Primal-Dual Method for Bilinearly Coupled Smooth Minimax
Optimization [47.27237492375659]
We study the bilinearly coupled minimax problem: $min_x max_y f(x) + ytop A x - h(y)$, where $f$ and $h$ are both strongly convex smooth functions.
No known first-order algorithms have hitherto achieved the lower complexity bound of $Omega(sqrtfracL_xmu_x + frac|A|sqrtmu_x,mu_y) log(frac1vareps
arXiv Detail & Related papers (2022-01-19T05:56:19Z) - Active Sampling for Linear Regression Beyond the $\ell_2$ Norm [70.49273459706546]
We study active sampling algorithms for linear regression, which aim to query only a small number of entries of a target vector.
We show that this dependence on $d$ is optimal, up to logarithmic factors.
We also provide the first total sensitivity upper bound $O(dmax1,p/2log2 n)$ for loss functions with at most degree $p$ growth.
arXiv Detail & Related papers (2021-11-09T00:20:01Z) - Thinking Inside the Ball: Near-Optimal Minimization of the Maximal Loss [41.17536985461902]
We prove an oracle complexity lower bound scaling as $Omega(Nepsilon-2/3)$, showing that our dependence on $N$ is optimal up to polylogarithmic factors.
We develop methods with improved complexity bounds of $tildeO(Nepsilon-2/3 + sqrtNepsilon-8/3)$ in the non-smooth case and $tildeO(Nepsilon-2/3 + sqrtNepsilon-1)$ in
arXiv Detail & Related papers (2021-05-04T21:49:15Z) - Private Stochastic Convex Optimization: Optimal Rates in $\ell_1$
Geometry [69.24618367447101]
Up to logarithmic factors the optimal excess population loss of any $(varepsilon,delta)$-differently private is $sqrtlog(d)/n + sqrtd/varepsilon n.$
We show that when the loss functions satisfy additional smoothness assumptions, the excess loss is upper bounded (up to logarithmic factors) by $sqrtlog(d)/n + (log(d)/varepsilon n)2/3.
arXiv Detail & Related papers (2021-03-02T06:53:44Z) - Optimal Regret Algorithm for Pseudo-1d Bandit Convex Optimization [51.23789922123412]
We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions admit a "pseudo-1d" structure.
We show a lower bound of $min(sqrtdT, T3/4)$ for the regret of any algorithm, where $T$ is the number of rounds.
We propose a new algorithm sbcalg that combines randomized online gradient descent with a kernelized exponential weights method to exploit the pseudo-1d structure effectively.
arXiv Detail & Related papers (2021-02-15T08:16:51Z) - Model-Free Reinforcement Learning: from Clipped Pseudo-Regret to Sample
Complexity [59.34067736545355]
Given an MDP with $S$ states, $A$ actions, the discount factor $gamma in (0,1)$, and an approximation threshold $epsilon > 0$, we provide a model-free algorithm to learn an $epsilon$-optimal policy.
For small enough $epsilon$, we show an improved algorithm with sample complexity.
arXiv Detail & Related papers (2020-06-06T13:34:41Z) - On the Complexity of Minimizing Convex Finite Sums Without Using the
Indices of the Individual Functions [62.01594253618911]
We exploit the finite noise structure of finite sums to derive a matching $O(n2)$-upper bound under the global oracle model.
Following a similar approach, we propose a novel adaptation of SVRG which is both emphcompatible with oracles, and achieves complexity bounds of $tildeO(n2+nsqrtL/mu)log (1/epsilon)$ and $O(nsqrtL/epsilon)$, for $mu>0$ and $mu=0$
arXiv Detail & Related papers (2020-02-09T03:39:46Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.