非对称高阶荷尔德平滑性和均匀凸性下的严格下界

Site Bai, Brian Bullins
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摘要

本文为最小化高阶光滑均匀凸函数的神谕复杂度提供了严格的下界。具体来说,对于一个函数,其 $p^{th}$ 阶导数是阶数为 $\nu$ 和参数为 $H$ 的连续高阶导数,并且是阶数为 $q$ 和参数为 $\sigma$ 的均匀凸函数,我们关注两种非对称情况:(1)$q > p + \nu$;(2)$q < p+ \nu$。给定最多 $p^{th}$ 的神谕访问、我们建立了 $Omega\left( \left(\frac{H}{\sigma}\right)^\frac{2}{3(p+\nu)-2}\left(\frac{sigma}{\epsilon}\right)^\frac{2(q-p-\nu)}{q(3(p+\nu)-2)}\right)$ 的最坏情况下的神谕复杂性,并对其进行了截断。在第一种情况下是高斯平滑硬函数,在第二种情况下是$Omega(left(\left(\frac{H}{sigma}\right)^\frac{2}{3(p+\nu)-2}+\log^2\left(\frac{sigma^{p+\nu}{H^q}\right)^\frac{1}{p+\nu-q}\right)$、的最优性差距达到近似解。我们的分析概括了以往一阶和二阶平滑函数以及均匀凸函数的下界,而且我们的结果与一般情况下的相应上界相吻合。
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Tight Lower Bounds under Asymmetric High-Order Hölder Smoothness and Uniform Convexity
In this paper, we provide tight lower bounds for the oracle complexity of minimizing high-order H\"older smooth and uniformly convex functions. Specifically, for a function whose $p^{th}$-order derivatives are H\"older continuous with degree $\nu$ and parameter $H$, and that is uniformly convex with degree $q$ and parameter $\sigma$, we focus on two asymmetric cases: (1) $q > p + \nu$, and (2) $q < p+\nu$. Given up to $p^{th}$-order oracle access, we establish worst-case oracle complexities of $\Omega\left( \left( \frac{H}{\sigma}\right)^\frac{2}{3(p+\nu)-2}\left( \frac{\sigma}{\epsilon}\right)^\frac{2(q-p-\nu)}{q(3(p+\nu)-2)}\right)$ with a truncated-Gaussian smoothed hard function in the first case and $\Omega\left(\left(\frac{H}{\sigma}\right)^\frac{2}{3(p+\nu)-2}+ \log^2\left(\frac{\sigma^{p+\nu}}{H^q}\right)^\frac{1}{p+\nu-q}\right)$ in the second case, for reaching an $\epsilon$-approximate solution in terms of the optimality gap. Our analysis generalizes previous lower bounds for functions under first- and second-order smoothness as well as those for uniformly convex functions, and furthermore our results match the corresponding upper bounds in the general setting.
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