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Non-convex Finite-Sum Optimization Via SCSG Methods

NeurIPS 2017 · Optimization › Nonconvex and smooth optimization · approach: Proximal finite-sum methods · 129 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
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 losstraining/validation log-loss vs IFO callsHelped
Use time-varying batch sizes B_j = j^1.5 (capped at n) in SCSGSCSG · MNIST training and validation losstraining/validation log-lossHelped
Compare SGD with same time-varying batch sizes as SCSG (ablation)SGD with increasing batch sizes · MNIST training losstraining log-lossHelped
Increase the mini-batch ratio B_j/b_j in SCSG (ablation)SCSG with time-varying batch sizes · MNIST training losstraining log-lossHelped
SCSG vs SGD measured by wall clock timeSCSG with time-varying batch sizes · MNIST CNN, wall clocktraining and validation log-loss vs secondsHelped
Theoretical: SCSG with constant batch B=min(12H*/eps, n) vs SGD and SVRG on smooth nonconvex finite-sumSCSG complexity · smooth nonconvex finite-sumIFO 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 SCSGSCSG inner loop · smooth nonconvexepoch gradient boundNo clear effect

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