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Some worst-case datasets of deterministic first-order methods for solving binary logistic regression
School of Mathematical and Statistical Sciences, Clemson University, Clemson, SC 29634, USA |
We present in this paper some worst-case datasets of deterministic first-order methods for solving large-scale binary logistic regression problems. Under the assumption that the number of algorithm iterations is much smaller than the problem dimension, with our worst-case datasets it requires at least $ {{{\mathcal O}}}(1/\sqrt{\varepsilon}) $ first-order oracle inquiries to compute an $ \varepsilon $-approximate solution. From traditional iteration complexity analysis point of view, the binary logistic regression loss functions with our worst-case datasets are new worst-case function instances among the class of smooth convex optimization problems.
References:
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F. Bach,
Self-concordant analysis for logistic regression, Electronic Journal of Statistics, 4 (2010), 384-414.
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Y. Carmon, J. C Duchi, O. Hinder and A. Sidford, Lower bounds for finding stationary points Ⅰ, Mathematical Programming, 2019, 1-50.
doi: 10.1007/s10107-019-01406-y. |
[3] |
Y. Carmon, J. C Duchi, O. Hinder and A. Sidford, Lower bounds for finding stationary points Ⅱ: First-order methods, Mathematical Programming, 2019, 1-41.
doi: 10.1007/s10107-019-01431-x. |
[4] |
J. Diakonikolas and C. Guzmán, Lower bounds for parallel and randomized convex optimization, In Conference on Learning Theory, 2019, 1132-1157. |
[5] |
Y. Drori,
The exact information-based complexity of smooth convex minimization, Journal of Complexity, 39 (2017), 1-16.
doi: 10.1016/j.jco.2016.11.001. |
[6] |
C. Guzmán and A. Nemirovski,
On lower complexity bounds for large-scale smooth convex optimization, Journal of Complexity, 31 (2015), 1-14.
doi: 10.1016/j.jco.2014.08.003. |
[7] |
A. Juditsky and Y. Nesterov,
Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization, Stochastic Systems, 4 (2014), 44-80.
doi: 10.1214/10-SSY010. |
[8] |
A. Nemirovski and D. Yudin, Problem Complexity and Method Efficiency in Optimization, Wiley-Interscience Series in Discrete Mathematics. John Wiley, XV, 1983. |
[9] |
A. S. Nemirovski,
Information-based complexity of linear operator equations, Journal of Complexity, 8 (1992), 153-175.
doi: 10.1016/0885-064X(92)90013-2. |
[10] |
Y. E. Nesterov, Introductory Lectures on Convex Optimization: A Basic Course, Kluwer Academic Publishers, Massachusetts, 2004.
doi: 10.1007/978-1-4419-8853-9. |
[11] |
Y. Ouyang and Y. Xu, Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems, Mathematical Programming, 2019, 1-35.
doi: 10.1007/s10107-019-01420-0. |
[12] |
B. E Woodworth and N. Srebro, Tight complexity bounds for optimizing composite objectives, In Advances in Neural Information Processing Systems, 2016, 3639-3647. |
show all references
References:
[1] |
F. Bach,
Self-concordant analysis for logistic regression, Electronic Journal of Statistics, 4 (2010), 384-414.
doi: 10.1214/09-EJS521. |
[2] |
Y. Carmon, J. C Duchi, O. Hinder and A. Sidford, Lower bounds for finding stationary points Ⅰ, Mathematical Programming, 2019, 1-50.
doi: 10.1007/s10107-019-01406-y. |
[3] |
Y. Carmon, J. C Duchi, O. Hinder and A. Sidford, Lower bounds for finding stationary points Ⅱ: First-order methods, Mathematical Programming, 2019, 1-41.
doi: 10.1007/s10107-019-01431-x. |
[4] |
J. Diakonikolas and C. Guzmán, Lower bounds for parallel and randomized convex optimization, In Conference on Learning Theory, 2019, 1132-1157. |
[5] |
Y. Drori,
The exact information-based complexity of smooth convex minimization, Journal of Complexity, 39 (2017), 1-16.
doi: 10.1016/j.jco.2016.11.001. |
[6] |
C. Guzmán and A. Nemirovski,
On lower complexity bounds for large-scale smooth convex optimization, Journal of Complexity, 31 (2015), 1-14.
doi: 10.1016/j.jco.2014.08.003. |
[7] |
A. Juditsky and Y. Nesterov,
Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization, Stochastic Systems, 4 (2014), 44-80.
doi: 10.1214/10-SSY010. |
[8] |
A. Nemirovski and D. Yudin, Problem Complexity and Method Efficiency in Optimization, Wiley-Interscience Series in Discrete Mathematics. John Wiley, XV, 1983. |
[9] |
A. S. Nemirovski,
Information-based complexity of linear operator equations, Journal of Complexity, 8 (1992), 153-175.
doi: 10.1016/0885-064X(92)90013-2. |
[10] |
Y. E. Nesterov, Introductory Lectures on Convex Optimization: A Basic Course, Kluwer Academic Publishers, Massachusetts, 2004.
doi: 10.1007/978-1-4419-8853-9. |
[11] |
Y. Ouyang and Y. Xu, Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems, Mathematical Programming, 2019, 1-35.
doi: 10.1007/s10107-019-01420-0. |
[12] |
B. E Woodworth and N. Srebro, Tight complexity bounds for optimizing composite objectives, In Advances in Neural Information Processing Systems, 2016, 3639-3647. |
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