论非平滑非凸优化中有意义局部保证的难易程度

Guy Kornowski, Swati Padmanabhan, Ohad Shamir
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引用次数: 0

摘要

我们研究了非光滑非凸优化的oracle复杂度,假设算法只能获取局部函数信息。Davis、Drusvyatskiy 和 Jiang(2023 年)已经证明,对于满足特定正则性和严格性条件的非光滑 Lipschitz 函数,扰动梯度下降会渐近地收敛到局部最小值。受这一结果以及非凸非光滑优化中有关 Goldstein 静止性的其他最新算法进展的激励,我们考虑了在这一类问题中获得局部最小值的非渐近收敛率的问题。我们对这个问题给出了如下否定的答案:在最坏的情况下,即使所有近静止点都是全局极小值,作用于正则 Lipschitz 函数的局部算法也无法在亚指数时间内为函数值提供有意义的局部保证。这与光滑设置形成了鲜明对比,众所周知,标准梯度方法可以在与维度无关的时间内做到这一点。我们的结果补充了理论计算机科学文献中的大量工作,这些工作提供了以$\mathsf{P}\neq\mathsf{NP}$等猜想或密码学假设为条件的硬度结果,而我们的结果是在不考虑任何此类假设的情况下成立的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the Hardness of Meaningful Local Guarantees in Nonsmooth Nonconvex Optimization
We study the oracle complexity of nonsmooth nonconvex optimization, with the algorithm assumed to have access only to local function information. It has been shown by Davis, Drusvyatskiy, and Jiang (2023) that for nonsmooth Lipschitz functions satisfying certain regularity and strictness conditions, perturbed gradient descent converges to local minimizers asymptotically. Motivated by this result and by other recent algorithmic advances in nonconvex nonsmooth optimization concerning Goldstein stationarity, we consider the question of obtaining a non-asymptotic rate of convergence to local minima for this problem class. We provide the following negative answer to this question: Local algorithms acting on regular Lipschitz functions cannot, in the worst case, provide meaningful local guarantees in terms of function value in sub-exponential time, even when all near-stationary points are global minima. This sharply contrasts with the smooth setting, for which it is well-known that standard gradient methods can do so in a dimension-independent rate. Our result complements the rich body of work in the theoretical computer science literature that provide hardness results conditional on conjectures such as $\mathsf{P}\neq\mathsf{NP}$ or cryptographic assumptions, in that ours holds unconditional of any such assumptions.
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