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PAGE: A Simple and Optimal Probabilistic Gradient Estimator for Nonconvex Optimization

ICML 2021 · Optimization › Nonconvex and smooth optimization · approach: Stochastic convex optimization complexity · 32 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use probabilistic switching between minibatch SGD and the recursive gradient updatePAGE · Nonconvex finite-sumgradient complexity: O(n+\frac{\sqrt{n}}{\epsilon^2})Helped
Use probabilistic switching between minibatch SGD and the recursive gradient updatePAGE · Nonconvex onlinegradient complexity: O(b+\frac{\sqrt{b}}{\epsilon^2})Helped
Set p_t=1, removing probabilistic reuse (ablation)PAGE · Nonconvex finite-sumgradient complexity: O(n+\frac{\sqrt{n}}{\epsilon^2}) -> O\left(\frac{n}{\epsilon^2}\right)Hurt
Set p_t=1, removing probabilistic reuse (ablation)PAGE · Nonconvex onlinegradient complexity: O(b+\frac{\sqrt{b}}{\epsilon^2}) -> O\left(\frac{\sigma^2}{\epsilon^4}\right)Hurt
Use PAGE instead of SGDLeNet, VGG, and ResNet · MNIST and CIFAR-10training loss versus gradient computationsHelped
Use PAGE instead of SGDLeNet, VGG, and ResNet · MNIST and CIFAR-10test accuracyHelped
Use PAGE instead of SGDResNet · MNIST and CIFAR-10test loss versus gradient computationsHelped
Use PAGE instead of SGDResNet · MNIST and CIFAR-10training accuracy versus gradient computationsHelped

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