Research map / Optimization / Nonconvex and smooth optimization
Non-convex Finite-Sum Optimization Via SCSG Methods
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| SCSG with fixed batch and inner variance-reduced updates instead of a second fresh batch (SCSG vs mini-batch SGD at same IFO cost) | SCSG vs SGD on MNIST FCN and CNN · MNIST training and validation loss | training/validation log-loss vs IFO calls | Helped |
| Use time-varying batch sizes B_j = j^1.5 (capped at n) in SCSG | SCSG · MNIST training and validation loss | training/validation log-loss | Helped |
| Compare SGD with same time-varying batch sizes as SCSG (ablation) | SGD with increasing batch sizes · MNIST training loss | training log-loss | Helped |
| Increase the mini-batch ratio B_j/b_j in SCSG (ablation) | SCSG with time-varying batch sizes · MNIST training loss | training log-loss | Helped |
| SCSG vs SGD measured by wall clock time | SCSG with time-varying batch sizes · MNIST CNN, wall clock | training and validation log-loss vs seconds | Helped |
| Theoretical: SCSG with constant batch B=min(12H*/eps, n) vs SGD and SVRG on smooth nonconvex finite-sum | SCSG complexity · smooth nonconvex finite-sum | IFO complexity to eps-stationarity: O(eps^-5/3 ∧ n^2/3 eps^-1) vs SGD O(eps^-2) | Helped |
| Theoretical: stepsize scaling eta_j ∝ (B_j/b_j)^(-2/3) in SCSG | SCSG inner loop · smooth nonconvex | epoch gradient bound | No clear effect |
Closest papers by meaning
- Stochastic Variance Reduction for Nonconvex Optimization (ICML 2016 · similarity 0.91)
- Proximal Stochastic Methods for Nonsmooth Nonconvex Finite-Sum Optimization (NeurIPS 2016 · similarity 0.90)
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- Stochastic Momentum Methods for Non-smooth Non-Convex Finite-Sum Coupled Compositional Optimization (NeurIPS 2025 · similarity 0.87)
- Stochastic Optimization with Random Search (NeurIPS 2026 · similarity 0.87)
- High-probability complexity bounds for stochastic non-convex minimax optimization (NeurIPS 2024 · similarity 0.87)
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