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• W2913743069 abstract "We give nearly matching upper and lower bounds on the oracle complexity of finding $epsilon$-stationary points ($| nabla F(x) | leqepsilon$) in stochastic convex optimization. We jointly analyze the oracle complexity in both the local stochastic oracle model and the global oracle (or, statistical learning) model. This allows us to decompose the complexity of finding near-stationary points into optimization complexity and sample complexity, and reveals some surprising differences between the complexity of stochastic optimization versus learning. Notably, we show that in the global oracle/statistical learning model, only logarithmic dependence on smoothness is required to find a near-stationary point, whereas polynomial dependence on smoothness is necessary in the local stochastic oracle model. In other words, the separation in complexity between the two models can be exponential, and that the folklore understanding that smoothness is required to find stationary points is only weakly true for statistical learning. Our upper bounds are based on extensions of a recent recursive regularization technique proposed by Allen-Zhu (2018). We show how to extend the technique to achieve near-optimal rates, and in particular show how to leverage the extra information available in the global oracle model. Our algorithm for the global model can be implemented efficiently through finite sum methods, and suggests an interesting new computational-statistical tradeoff." @default.
• W2913743069 created "2019-02-21" @default.
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• W2913743069 date "2019-02-13" @default.
• W2913743069 modified "2023-09-27" @default.
• W2913743069 title "The Complexity of Making the Gradient Small in Stochastic Convex Optimization" @default.
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