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RECAPP: Crafting a More Efficient Catalyst for Convex Optimization

ICML 2022 · Optimization › Nonconvex and smooth optimization · approach: Proximal finite-sum methods · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use RECAPP with SVRG instead of Catalyst-SVRGFinite-sum convex minimization · Finite-sum convex minimizationgradient query complexity: O\prn*{ (n + \sqrt{nLR^2/\epsilon})\log \frac {LR^2}{\epsilon}} -> O(n\log\log n+\sqrt{nLR^2 /\epsilon})Helped
Use RECAPP-Mirror-Prox instead of the Catalyst-based methodMax-structured minimization · Max-structured minimizationgradient query complexity: O{\prn*{\frac{L R}{\sqrt{\mu \epsilon}} \log \frac{L R}{\sqrt{\mu \epsilon}}}} -> O\prn*{\frac{LR}{\sqrt{\mu\epsilon}}}Helped
Use RECAPP instead of Catalyst C1*Logistic regression · CovertyperuntimeHelped
Use RECAPP instead of Catalyst C1*Logistic regression · A9aruntimeNo clear effect
Use RECAPP instead of Catalyst C1*Logistic regression · Real-simruntimeHurt
Enable MLMC debiasing with p∈{0.1,0.25} instead of p=0 (ablation)RECAPP · Logistic regression datasetsruntimeHelped
Remove MLMC debiasing (p=0) (ablation)RECAPP · Logistic regression datasetsruntimeHurt

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