Acceleration by Stepsize Hedging II: Silver Stepsize Schedule for Smooth Convex Optimization

Fuente: arXiv
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Main Authors: Altschuler, Jason M., Parrilo, Pablo A.
Format: Preprint
Published: 2023
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author Altschuler, Jason M.
Parrilo, Pablo A.
author_facet Altschuler, Jason M.
Parrilo, Pablo A.
contents We provide a concise, self-contained proof that the Silver Stepsize Schedule proposed in Part I directly applies to smooth (non-strongly) convex optimization. Specifically, we show that with these stepsizes, gradient descent computes an $ε$-minimizer in $O(ε^{-\log_ρ 2}) = O(ε^{-0.7864})$ iterations, where $ρ= 1+\sqrt{2}$ is the silver ratio. This is intermediate between the textbook unaccelerated rate $O(ε^{-1})$ and the accelerated rate $O(ε^{-1/2})$ due to Nesterov in 1983. The Silver Stepsize Schedule is a simple explicit fractal: the $i$-th stepsize is $1+ρ^{v(i)-1}$ where $v(i)$ is the $2$-adic valuation of $i$. The design and analysis are conceptually identical to the strongly convex setting in Part I, but simplify remarkably in this specific setting.
format Preprint
id arxiv_https___arxiv_org_abs_2309_16530
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Acceleration by Stepsize Hedging II: Silver Stepsize Schedule for Smooth Convex Optimization
Altschuler, Jason M.
Parrilo, Pablo A.
Optimization and Control
We provide a concise, self-contained proof that the Silver Stepsize Schedule proposed in Part I directly applies to smooth (non-strongly) convex optimization. Specifically, we show that with these stepsizes, gradient descent computes an $ε$-minimizer in $O(ε^{-\log_ρ 2}) = O(ε^{-0.7864})$ iterations, where $ρ= 1+\sqrt{2}$ is the silver ratio. This is intermediate between the textbook unaccelerated rate $O(ε^{-1})$ and the accelerated rate $O(ε^{-1/2})$ due to Nesterov in 1983. The Silver Stepsize Schedule is a simple explicit fractal: the $i$-th stepsize is $1+ρ^{v(i)-1}$ where $v(i)$ is the $2$-adic valuation of $i$. The design and analysis are conceptually identical to the strongly convex setting in Part I, but simplify remarkably in this specific setting.
title Acceleration by Stepsize Hedging II: Silver Stepsize Schedule for Smooth Convex Optimization
topic Optimization and Control
url https://arxiv.org/abs/2309.16530