116 problems
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The gradient-accumulation generalization conjecture
Gradient accumulation uses large-batch samples for gradient evaluation. Gradient-accumulation generalization conjecture. Although gradient accumulation can help during optimization…
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Conjecture on the necessity of countability assumptions for o-minimal convergence
Countability necessity conjecture. Neither the countability of nor the countability of the languages can be dispensed with without additional hypotheses.
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Single-round KL contraction conjecture for the binary hypercube Gaussian-location channel
Let be the output of the binary hypercube Gaussian-location channel, let denote its binary-hypercube input, and let and be the corresponding distributio…
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Conjecture on the optimality of the alpha-dependent rate for variance-reduced methods under Blum-Gladyshev noise
Rate-optimality conjecture. The -dependent price in the convergence rate, namely for and…
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Conjecture on LA-DiLoCo convergence for non-isotropic data
General-distribution conjecture. Similar results hold for other data distributions.
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The constant-order minibatching conjecture for compute-optimal exponents
Consider mini-batching with a batch size that remains of constant order as the problem scales. Let the batch size case be the reference setting, and let compute-optimal exponen…
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Conjecture on reducing the nonsmooth complexity for the extreme e-KL case
The nonsmooth stochastic minimax setting considered here has objective complexity in the extreme case , under a restricted concavity con…
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The conjecture that SAG's in-expectation and high-probability rates differ only by guarantee type
The SAG rate in … . Rate-comparison conjecture. This difference arises from the fact that the former is an in-expectation guarantee, while the latter is a high-probability bound. T…
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The optimal-runtime conjecture for stochastic exp-concave optimization
Stochastic exp-concave optimization (SXO) concerns minimizing the population objective from stochastic gradient-oracle queries in dimension , to accuracy . Optimal-run…
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BDASG's linear-convergence conjecture under the Polyak–Łojasiewicz condition
Let the global objective function be the sum of the agents' local objective functions, and suppose that it satisfies the Polyak–Łojasiewicz (PL) inequality, without necessarily bei…
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Extension of stochastic OFO analysis to expectation inequality constraints
The stochastic online feedback optimization framework considers agents that may be non-compliant with commands issued by a central controller or multiple local controllers. In the…
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Convergence of SVS-SPRING for linear least-quadratics
Convergence of SVS-SPRING for LLQ. Under these assumptions and the SVS sampling distribution, SPRING should satisfy the displayed convergence bound, where the hidden…
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Adaptation of stochastic hypergradient descent to nonconvex stochastic minimax optimization
In stochastic minimax optimization, let , where is the feasible set of the adversari…
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Logarithm-free last-iterate convergence for convex smooth stochastic optimization
Logarithm-free last-iterate conjecture. It should be possible to eliminate the term from the best possible last-iterate convergence bound for convex smooth problems; in par…
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Conjecture that stochastic optimization reduces EFS computational cost
EFS has a forward optimization step whose time complexity is quadratic in the number of training samples. Stochastic optimization conjecture. Stochastic optimization techniques cou…
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Robust convergence conjecture for random reshuffling with nonconvex components
Consider the nonconvex-component setting for incremental gradient descent, with random reshuffling (RR) as the permutation-based stochastic optimization method. Robust convergence…
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The general first-order stochastic optimization lower-bound conjecture under gradient measurement
Let a general first-order stochastic optimization algorithm optimize an objective under the assumptions associated with the stated SGD lower bound, and measure gradients by the…
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The conjecture on the causes of unsatisfactory performance of prediction-optimization methods
Conjecture. The unsatisfactory performance of the PO methods comes from two aspects: it is generally hard to learn a global prediction model with high accuracy, and the optimizatio…
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The smoothing conjecture for nearly convex functions
Smoothing conjecture. The convolution will reduce the role of , and the stochastic gradient descent step will be mainly induced by .
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Convergence conjecture for the subMIDAS subsampling algorithm
subMIDAS convergence conjecture. The subsampling algorithm subMIDAS satisfies similar convergence properties to those described in Theorem, depending on the choice of ,…
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The conjecture on practical advantages of stochastic gradient momentum
Let SG denote stochastic gradient and SGM denote stochastic gradient method with momentum. For deep neural networks (DNNs), consider objective functions, their ravines, the expecte…
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Conjecture on asymptotic properties of the stochastic conjugate subgradient algorithm
The stochastic conjugate subgradient (SCS) algorithm is an online method for stochastic convex optimization, while stochastic gradient descent (SGD) methods are stochastic first-or…
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Low-complexity bounds for broader classes of almost-supermartingales
An almost-supermartingale is a stochastic process satisfying the relevant approximate supermartingale conditions; the paper also considers the associated quantitative complexity of…
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Worse dependence or non-convergence of AdaGrad under infinite-variance noise
Consider AdaGrad applied to smooth convex optimization problems with stochastic gradient noise whose bounded -th moment satisfies , and let denote the adapt…
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High-probability convergence of Adam under heavy-tailed gradient noise
Stochastic optimization methods such as Adam and Clip-SGD use adaptive stepsizes, and Clip-SGD is known to converge in expectation when the gradient noise has a bounded -th…