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Zeroth-Order Stochastic Variance Reduction for Nonconvex Optimization

NeurIPS 2018 · Optimization › Nonconvex and smooth optimization · approach: Stochastic variance reduction · 96 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use SVRG variance reduction with a two-point random gradient estimator instead of ZO-SGDZO-SVRG · Nonconvex stochastic optimizationconvergence rate (expected squared gradient norm): O(1/√T) -> O(1/T), with an additional O(1/b) termHelped
Average multiple random direction samples (ablation)ZO-SVRG · Nonconvex stochastic optimizationconvergence rate (expected squared gradient norm): O(d/T + 1/b) -> O(d/T + 1/(b min{d,q}))Helped
Replace the random-direction estimator with the coordinate-wise gradient estimator (ablation)ZO-SVRG · Nonconvex stochastic optimizationconvergence rate (expected squared gradient norm): O(d/T + 1/b) -> O(d/T)Helped
Use coordinate-wise gradient estimation, which requires more function queries (ablation)ZO-SVRG-Coord · Chemical material classification testtesting error (%): 11.18% -> 20.67%Hurt
Increase the mini-batch size (ablation)ZO-SVRG · Chemical material classification trainingtraining lossHelped
Use a small mini-batch size (b ≤ 10) (ablation)ZO-SVRG · Chemical material classification trainingconvergence to a critical point: O(1/b)Hurt
Increase the number of random direction samples q (ablation)ZO-SVRG-Ave · Black-box MNIST universal adversarial perturbationsconvergence trajectory stability: 30× (q=10), 77× (q=20), and 380× (q=30) more function evaluations than ZO-SGD to reach attack loss 7Helped
Use ZO-SVRG-Ave with q=30 instead of ZO-SGDuniversal adversarial perturbation generation · Black-box MNIST universal adversarial perturbationsrelative ℓ2 distortion improvement: 30%Helped
Use ZO-SVRG-Ave instead of ZO-SGDuniversal adversarial perturbation generation · Black-box MNIST universal adversarial perturbationsfunction evaluations to reach attack loss 7: roughly 30× (q=10), 77× (q=20) and 380× (q=30) more function evaluationsHurt
Use ZO-SVRG-Ave (q=1), equivalent to ZO-SVRG, rather than the averaged estimator (ablation)ZO-SVRG-Ave · Nonconvex stochastic optimizationvariance-related convergence correction: O(1/(b min{d,q}))Hurt
Increase q beyond the dimension d (ablation)ZO-SVRG-Ave · Nonconvex stochastic optimizationconvergence rate: q ≥ dNo clear effect
Use ZO-SVRG instead of ZO-SVRCchemical material classification · Chemical material classification testtesting error (%): 23.70% -> 11.18%Helped

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