Negative curvature obstructs acceleration for strongly geodesically convex optimization, even with exact first-order oracles
Abstract
Hamilton and Moitra (2021) showed that, in certain regimes, it is not possible to accelerate Riemannian gradient descent in the hyperbolic plane if we restrict ourselves to algorithms which make queries in a (large) bounded domain and which receive gradients and function values corrupted by a (small) amount of noise. We show that acceleration remains unachievable for any deterministic algorithm which receives exact gradient and function-value information (unbounded queries, no noise). Our results hold for the classes of strongly and nonstrongly geodesically convex functions, and for a large class of Hadamard manifolds including hyperbolic spaces and the symmetric space of positive definite matrices of determinant one. This cements a surprising gap between the complexity of convex optimization and geodesically convex optimization: for hyperbolic spaces, Riemannian gradient descent is optimal on the class of smooth and and strongly geodesically convex functions, in the regime where the condition number scales with the radius of the optimization domain. The key idea for proving the lower bound consists of perturbing the hard functions of Hamilton and Moitra (2021) with sums of bump functions chosen by a resisting oracle.
Cite
@article{arxiv.2111.13263,
title = {Negative curvature obstructs acceleration for strongly geodesically convex optimization, even with exact first-order oracles},
author = {Christopher Criscitiello and Nicolas Boumal},
journal= {arXiv preprint arXiv:2111.13263},
year = {2023}
}
Comments
v2 to v3: Updated and shortened to reflect COLT 2022 version. Results on nonstrongly g-convex case (former Sec. 5) and reduction to Euclidean convexity (former Sec. 6) are now in Sec. 3 and App. D of "Curvature and Complexity: Better lower bounds for geodesically convex optimization", COLT 2023 (arxiv.org/abs/2306.02959). v3 to v4: Added word "strongly" to title to match COLT 2022 version; Proceedings of Thirty Fifth Conference on Learning Theory, PMLR 178:496-542, 2022, https://proceedings.mlr.press/v178/criscitiello22a