On the complexity of finding stationary points of smooth functions in one dimension
Optimization and Control
2023-03-21 v2
Abstract
We characterize the query complexity of finding stationary points of one-dimensional non-convex but smooth functions. We consider four settings, based on whether the algorithms under consideration are deterministic or randomized, and whether the oracle outputs -order or both - and -order information. Our results show that algorithms for this task provably benefit by incorporating either randomness or -order information. Our results also show that, for every dimension , gradient descent is optimal among deterministic algorithms using -order queries only.
Keywords
Cite
@article{arxiv.2209.07513,
title = {On the complexity of finding stationary points of smooth functions in one dimension},
author = {Sinho Chewi and Sébastien Bubeck and Adil Salim},
journal= {arXiv preprint arXiv:2209.07513},
year = {2023}
}
Comments
17 pages, 3 figures