Revisiting Convergence: Shuffling Complexity Beyond Lipschitz Smoothness

Fuente: arXiv
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Main Authors: He, Qi, Yu, Peiran, Chen, Ziyi, Huang, Heng
Format: Preprint
Published: 2025
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author He, Qi
Yu, Peiran
Chen, Ziyi
Huang, Heng
author_facet He, Qi
Yu, Peiran
Chen, Ziyi
Huang, Heng
contents Shuffling-type gradient methods are favored in practice for their simplicity and rapid empirical performance. Despite extensive development of convergence guarantees under various assumptions in recent years, most require the Lipschitz smoothness condition, which is often not met in common machine learning models. We highlight this issue with specific counterexamples. To address this gap, we revisit the convergence rates of shuffling-type gradient methods without assuming Lipschitz smoothness. Using our stepsize strategy, the shuffling-type gradient algorithm not only converges under weaker assumptions but also match the current best-known convergence rates, thereby broadening its applicability. We prove the convergence rates for nonconvex, strongly convex, and non-strongly convex cases, each under both random reshuffling and arbitrary shuffling schemes, under a general bounded variance condition. Numerical experiments further validate the performance of our shuffling-type gradient algorithm, underscoring its practical efficacy.
format Preprint
id arxiv_https___arxiv_org_abs_2507_08913
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Revisiting Convergence: Shuffling Complexity Beyond Lipschitz Smoothness
He, Qi
Yu, Peiran
Chen, Ziyi
Huang, Heng
Machine Learning
Optimization and Control
Shuffling-type gradient methods are favored in practice for their simplicity and rapid empirical performance. Despite extensive development of convergence guarantees under various assumptions in recent years, most require the Lipschitz smoothness condition, which is often not met in common machine learning models. We highlight this issue with specific counterexamples. To address this gap, we revisit the convergence rates of shuffling-type gradient methods without assuming Lipschitz smoothness. Using our stepsize strategy, the shuffling-type gradient algorithm not only converges under weaker assumptions but also match the current best-known convergence rates, thereby broadening its applicability. We prove the convergence rates for nonconvex, strongly convex, and non-strongly convex cases, each under both random reshuffling and arbitrary shuffling schemes, under a general bounded variance condition. Numerical experiments further validate the performance of our shuffling-type gradient algorithm, underscoring its practical efficacy.
title Revisiting Convergence: Shuffling Complexity Beyond Lipschitz Smoothness
topic Machine Learning
Optimization and Control
url https://arxiv.org/abs/2507.08913