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Tight Lower Bounds under Asymmetric High-Order Hölder Smoothness and Uniform Convexity

16 September 2024
Site Bai
Brian Bullins
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Abstract

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 pthp^{th}pth-order derivatives are H\"older continuous with degree ν\nuν and parameter HHH, and that is uniformly convex with degree qqq and parameter σ\sigmaσ, we focus on two asymmetric cases: (1) q>p+νq > p + \nuq>p+ν, and (2) q<p+νq < p+\nuq<p+ν. Given up to pthp^{th}pth-order oracle access, we establish worst-case oracle complexities of Ω((Hσ)23(p+ν)−2(σϵ)2(q−p−ν)q(3(p+ν)−2))\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)Ω((σH​)3(p+ν)−22​(ϵσ​)q(3(p+ν)−2)2(q−p−ν)​) in the first case with an ℓ∞\ell_\inftyℓ∞​-ball-truncated-Gaussian smoothed hard function and Ω((Hσ)23(p+ν)−2+log⁡2(σp+νHq)1p+ν−q)\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)Ω((σH​)3(p+ν)−22​+log2(Hqσp+ν​)p+ν−q1​) in the second case, for reaching an ϵ\epsilonϵ-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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