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Tighter Lower Bounds for Shuffling SGD: Random Permutations and Beyond

ICML 2023 · Optimization › Nonconvex and smooth optimization · approach: Stochastic gradient last-iterate analysis · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Tighten the Random Reshuffling final-iterate lower bound's condition-number dependenceRandom Reshuffling · Strongly-convex smooth finite-sum, final iterate, K ≥ c₂κexpected objective gap lower bound: \Omega \left( \frac{\nu^2}{\mu n K^2} \right) -> \Omega \left( \frac{L \nu^2}{\mu^2 n K^2} \right)Helped
Use arbitrary weighted averaging of end-of-epoch iteratesRandom Reshuffling · Strongly-convex smooth finite-sum, K ≥ c₂κexpected objective gap lower bound: \Omega \left( \frac{L \nu^2}{\mu^2 n K^2} \right)Helped
Average iterates on a convex objectiveRandom Reshuffling · Convex smooth finite-sumexpected objective gap: \Omega \left( \frac{L^{1/3} \nu^{2/3} D^{4/3}}{n^{1/3} K^{2/3}} \right); matching upper bound \gO \left( \frac{L^{1/3} \Mixed
Apply a lower bound uniformly to any manually chosen permutationPermutation-based SGD · Strongly-convex smooth finite-sum with component convexityobjective gap lower bound: \Omega \bigopen{\frac{\nu^2}{L n^3 K^2}} -> \Omega \left( \frac{L \nu^2}{\mu^2 n^2 K^2} \right)Helped
Allow nonconvex component functions in the lower-bound constructionPermutation-based SGD · PŁ finite-sum, τ = κ ≥ 8n, sufficiently large Kobjective gap lower bound: \Omega \left( \frac{L \nu^2}{\mu^2 n^2 K^2} \right) -> \Omega \left( \frac{L^2 \nu^2}{\mu^3 n^2 K^2} \right)Helped
Remove component convexity from the lower-bound assumptionsPermutation-based SGD · Ill-conditioned PŁ finite-sumobjective gap lower bound: \Omega \left( \frac{L^2 \nu^2}{\mu^3 n^2 K^2} \right)Helped
Use Offline GraB as the matching permutation-selection upper-bound methodPermutation-based SGD · PŁ finite-sum, fixed dimensionobjective gap: \Omega \left( \frac{L^2 \nu^2}{\mu^3 n^2 K^2} \right) versus \tilde{\gO} \bigopen{\frac{H^2 L^2 \nu^2}{\mu^3 n^2 K^2}}No clear effect

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