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Homotopy Smoothing for Non-Smooth Problems with Lower Complexity than $O(1/\epsilon)$

NeurIPS 2016 · Optimization › Nonconvex and smooth optimization · approach: Complexity of nonconvex first-order methods · 12 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use homotopy smoothing (HOPS-F) instead of fixed-parameter APG-FNesterov smoothing with FISTA-style APG · Linear classification w1a eps=1e-5running time (s): 7.69 -> 1.69Helped
Use HOPS-F instead of APG-FAPG-F · Image denoising eps=1e-4running time (s): 272.45 -> 16.52Helped
Use HOPS-D instead of APG-DAPG-D · Image denoising eps=1e-4iterations: 1726043 -> 4501Helped
Use HOPS-F instead of APG-FAPG-F · Matrix decomposition eps=1e-4running time (s): 9.16 -> 1.23Helped
Use HOPS-F instead of PDPD primal-dual · Image denoising eps=1e-4running time (s): 94.26 -> 16.52Helped
Use HOPS-D instead of APG-D at loose accuracyAPG-D · Linear classification w1a eps=1e-4running time (s): 2.44 -> 0.44Helped
Use PD-HOPS (automatic per-epoch iterations via duality gap) instead of HOPS-F with manual tuningHOPS-F · Matrix decomposition eps=1e-3running time (s): 0.91 -> 0.45Helped
Use PD-HOPS instead of HOPS-FHOPS-F · Image denoising eps=1e-3running time (s): 6.99 -> 7.97Mixed
Use PD-HOPS instead of PDPD · Linear classification w1a eps=1e-5running time (s): 4.33 -> 1.27Helped
Use HOPS-F instead of PD at loose accuracyPD · Linear classification w1a eps=1e-4running time (s): 1.58 -> 0.46No clear effect
Use HOPS-D instead of HOPS-FHOPS · Image denoising eps=1e-3running time (s): 6.99 -> 13.77Hurt
Tighten accuracy from eps=1e-3 to 1e-4 (APG-D)APG-D · Image denoisingiterations: 179204 -> 1726043Hurt

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