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• W3132614086 abstract "A recent line of ground-breaking results for permutation-based SGD has corroborated a widely observed phenomenon: random permutations offer faster convergence than with-replacement sampling. However, is random optimal? We show that this depends heavily on what functions we are optimizing, and the convergence gap between optimal and random permutations can vary from exponential to nonexistent. We first show that for 1-dimensional strongly convex functions, with smooth second derivatives, there exist optimal permutations that offer exponentially faster convergence compared to random. However, for general strongly convex functions, random permutations are optimal. Finally, we show that for quadratic, strongly-convex functions, there are easy-to-construct permutations that lead to accelerated convergence compared to random. Our results suggest that a general convergence characterization of optimal permutations cannot capture the nuances of individual function classes, and can mistakenly indicate that one cannot do much better than random." @default.
• W3132614086 created "2021-03-01" @default.
• W3132614086 creator A5018630988 @default.
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• W3132614086 date "2021-02-19" @default.
• W3132614086 modified "2023-09-27" @default.
• W3132614086 title "Permutation-Based SGD: Is Random Optimal?" @default.
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• W3132614086 hasPublicationYear "2021" @default.
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