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1. Optimal Stochastic Non-smooth Non-convex Optimization through Online-to-Non-convex Conversion

   Cutkosky, Ashok ; Mehta, Harsh ; Orabona, Francesco ( July 2023 , International Conference on Machine Learning)

   We present new algorithms for optimizing non-smooth, non-convex stochastic objectives based on a novel analysis technique. This improves the current best-known complexity for finding a (δ,ϵ)-stationary point from O(ϵ^(-4),δ^(-1)) stochastic gradient queries to O(ϵ^(-3),δ^(-1)), which we also show to be optimal. Our primary technique is a reduction from non-smooth non-convex optimization to online learning, after which our results follow from standard regret bounds in online learning. For deterministic and second-order smooth objectives, applying more advanced optimistic online learning techniques enables a new complexity of O(ϵ^(-1.5),δ^(-0.5)). Our techniques also recover all optimal or best-known results for finding ϵ stationary points of smooth or second-order smooth objectives in both stochastic and deterministic settings. 

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2. On The Complexity of First-Order Methods in Stochastic Bilevel Optimization

   Kwon, Jeongyeol ; Kwon, Dohyun ; Lyu, Hanbaek ( July 2024 , Proceedings of Machine Learning Research)

   We consider the problem of finding stationary points in Bilevel optimization when the lower-level problem is unconstrained and strongly convex. The problem has been extensively studied in recent years; the main technical challenge is to keep track of lower-level solutions $y^*(x)$ in response to the changes in the upper-level variables $x$. Subsequently, all existing approaches tie their analyses to a genie algorithm that knows lower-level solutions and, therefore, need not query any points far from them. We consider a dual question to such approaches: suppose we have an oracle, which we call $y^*$-aware, that returns an $O(\epsilon)$-estimate of the lower-level solution, in addition to first-order gradient estimators {\it locally unbiased} within the $\Theta(\epsilon)$-ball around $y^*(x)$. We study the complexity of finding stationary points with such an $y^*$-aware oracle: we propose a simple first-order method that converges to an $\epsilon$ stationary point using $O(\epsilon^{-6}), O(\epsilon^{-4})$ access to first-order $y^*$-aware oracles. Our upper bounds also apply to standard unbiased first-order oracles, improving the best-known complexity of first-order methods by $O(\epsilon)$ with minimal assumptions. We then provide the matching $\Omega(\epsilon^{-6})$, $\Omega(\epsilon^{-4})$ lower bounds without and with an additional smoothness assumption on $y^*$-aware oracles, respectively. Our results imply that any approach that simulates an algorithm with an $y^*$-aware oracle must suffer the same lower bounds. 

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3. On The Complexity of First-Order Methods in Stochastic Bilevel Optimization

   Kwon, Jeongyeol ; Kwon, Dohyun ; Lyu, Hanbaek ( July 2024 , Proceedings of Machine Learning Research)

   We consider the problem of finding stationary points in Bilevel optimization when the lower-level problem is unconstrained and strongly convex. The problem has been extensively studied in recent years; the main technical challenge is to keep track of lower-level solutions $y^*(x)$ in response to the changes in the upper-level variables $x$. Subsequently, all existing approaches tie their analyses to a genie algorithm that knows lower-level solutions and, therefore, need not query any points far from them. We consider a dual question to such approaches: suppose we have an oracle, which we call $y^*$-aware, that returns an $O(\epsilon)$-estimate of the lower-level solution, in addition to first-order gradient estimators locally unbiased within the $\Theta(\epsilon)$-ball around $y^*(x)$. We study the complexity of finding stationary points with such an $y^*$-aware oracle: we propose a simple first-order method that converges to an $\epsilon$ stationary point using $O(\epsilon^{-6}), O(\epsilon^{-4})$ access to first-order $y^*$-aware oracles. Our upper bounds also apply to standard unbiased first-order oracles, improving the best-known complexity of first-order methods by $O(\epsilon)$ with minimal assumptions. We then provide the matching $\Omega(\epsilon^{-6})$, $\Omega(\epsilon^{-4})$ lower bounds without and with an additional smoothness assumption, respectively. Our results imply that any approach that simulates an algorithm with an $y^*$-aware oracle must suffer the same lower bounds. 

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4. Efficient Methods for Structured Nonconvex-Nonconcave Min-Max Optimization

   Diakonikolas, J ; Daskalakis, C ; Jordan, M ( January 2021 , Proceedings of The 24th International Conference on Artificial Intelligence and Statistics)

   null (Ed.)

   The use of min-max optimization in the adversarial training of deep neural network classifiers, and the training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in these applications. Unfortunately, recent results have established that even approximate first-order stationary points of such objectives are intractable, even under smoothness conditions, motivating the study of min-max objectives with additional structure. We introduce a new class of structured nonconvex-nonconcave min-max optimization problems, proposing a generalization of the extragradient algorithm which provably converges to a stationary point. The algorithm applies not only to Euclidean spaces, but also to general ℓ𝑝-normed finite-dimensional real vector spaces. We also discuss its stability under stochastic oracles and provide bounds on its sample complexity. Our iteration complexity and sample complexity bounds either match or improve the best known bounds for the same or less general nonconvex-nonconcave settings, such as those that satisfy variational coherence or in which a weak solution to the associated variational inequality problem is assumed to exist. 

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5. Quantum algorithms for escaping from saddle points

   https://doi.org/10.22331/q-2021-08-20-529  

   Zhang, Chenyi ; Leng, Jiaqi ; Li, Tongyang ( August 2021 , Quantum)

   null (Ed.)

   We initiate the study of quantum algorithms for escaping from saddle points with provable guarantee. Given a function f : R n → R , our quantum algorithm outputs an ϵ -approximate second-order stationary point using O ~ ( log 2 ⁡ ( n ) / ϵ 1.75 ) queries to the quantum evaluation oracle (i.e., the zeroth-order oracle). Compared to the classical state-of-the-art algorithm by Jin et al. with O ~ ( log 6 ⁡ ( n ) / ϵ 1.75 ) queries to the gradient oracle (i.e., the first-order oracle), our quantum algorithm is polynomially better in terms of log ⁡ n and matches its complexity in terms of 1 / ϵ . Technically, our main contribution is the idea of replacing the classical perturbations in gradient descent methods by simulating quantum wave equations, which constitutes the improvement in the quantum query complexity with log ⁡ n factors for escaping from saddle points. We also show how to use a quantum gradient computation algorithm due to Jordan to replace the classical gradient queries by quantum evaluation queries with the same complexity. Finally, we also perform numerical experiments that support our theoretical findings. 

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