Optimal Guarantees for Algorithmic Reproducibility and Gradient Complexity in Convex Optimization

Liang Zhang, Junchi YANG, Amin Karbasi, Niao He

Keywords: Reproducibility, Convex Optimization, Minimax Optimization, Saddle-Point Problem

Abstract: Algorithmic reproducibility measures the deviation in outputs of machine learning algorithms upon minor changes in the training process. Previous work suggests that first-order methods would need to trade-off convergence rate (gradient complexity) for better reproducibility. In this work, we challenge this perception and demonstrate that both optimal reproducibility and near-optimal convergence guarantees can be achieved for smooth convex minimization and smooth convex-concave minimax problems under various error-prone oracle settings. Particularly, given the inexact initialization oracle, our regularization-based algorithms achieve the best of both worlds -- optimal reproducibility and near-optimal gradient complexity -- for minimization and minimax optimization. With the inexact gradient oracle, the near-optimal guarantees also hold for minimax optimization. Additionally, with the stochastic gradient oracle, we show that stochastic gradient descent ascent is optimal in terms of both reproducibility and gradient complexity. We believe our results contribute to an enhanced understanding of the reproducibility-convergence trade-off in the context of convex optimization.

Submission Number: 7592