The complexity of nonconvex-strongly-concave minimax optimization
Abstract
This paper studies the complexity for finding approximate stationary points of nonconvex-strongly-concave (NC-SC) smooth minimax problems, in both general and averaged smooth finite-sum settings. We establish nontrivial lower complexity bounds of Ω(âκâLÑâ2) and Ω(n+ ânκâLÑâ2) for the two settings, respectively, where κ is the condition number, L is the smoothness constant, and â is the initial gap. Our result reveals substantial gaps between these limits and best-known upper bounds in the literature. To close these gaps, we introduce a generic acceleration scheme that deploys existing gradient-based methods to solve a sequence of crafted strongly-convex-strongly-concave subproblems. In the general setting, the complexity of our proposed algorithm nearly matches the lower bound; in particular, it removes an additional poly-logarithmic dependence on accuracy present in previous works. In the averaged smooth finite-sum setting, our proposed algorithm improves over previous algorithms by providing a nearly-tight dependence on the condition number.
Más información
| Título según SCOPUS: | The Complexity of Nonconvex-Strongly-Concave Minimax Optimization |
| Título de la Revista: | 37th Conference on Uncertainty in Artificial Intelligence, UAI 2021 |
| Editorial: | Association For Uncertainty in Artificial Intelligence (AUAI) |
| Fecha de publicación: | 2021 |
| Página final: | 492 |
| Idioma: | English |
| URL: | https://proceedings.mlr.press/v161/zhang21c.html |
| Notas: | SCOPUS |