aiqbench analysis
This research establishes fundamental complexity lower bounds for stochastic first-order algorithms in nonconvex-concave minimax optimization, specifically addressing the efficacy of variance reduction techniques. The findings quantify how accuracy requirements, domain geometry, and oracle noise constrain algorithmic performance even under advanced variance-reduction schemes. These theoretical limits are critical for understanding the inherent difficulty of training generative models and other adversarial learning frameworks that rely on minimax formulations.
Lower Bounds for Stochastic First-Order Algorithms with Variance Reduction in Nonconvex--Concave Minimax Optimization
arXiv:2610.01662v1 Announce Type: cross Abstract: We establish complexity lower bounds for stochastic first-order algorithms in nonconvex--concave minimax optimization, allowing algorithms to use variance reduction. Our main contribution is a lower bound for a zero-respecting algorithm class that permits variance reduction, extending beyond the algorithmic restrictions imposed by some existing lower bounds. We consider objectives with an $L$-Lipschitz continuous joint gradient, a compact convex dual domain of Euclidean radius at most $D_Y$, and a primal value function, defined by maximizing the objective over the dual variable, with initial suboptimality at most $\Delta$. The target accuracy $\varepsilon$ is measured by the gradient norm of the Moreau envelope of the constrained primal value function with parameter $1/(2L)$. Under an unbiased stochastic first-order oracle with variance at most $\sigma^2$ and mean-square smoothness, we prove the lower bound $\Omega\!\left(L^2D_Y\Delta\varepsilon^{-3}+L^3D_Y^2\Delta\sigma^2\varepsilon^{-6}\right)$. This result quantifies the dependence on accuracy, dual-domain radius, and oracle noise even when variance reduction is allowed. We also establish complementary lower bounds for nonconvex--strongly-concave minimax optimization. With dual strong-concavity parameter $\mu>0$ and condition number $\kappa:=L/\mu$, we obtain $\Omega\!\left(L\Delta\sqrt{\kappa}\,\varepsilon^{-2}+L\Delta\kappa\sigma^2\varepsilon^{-4}\right)$ under the bounded-variance oracle model. Under the additional mean-square smoothness condition with constant $\bar L$, we obtain $\Omega\!\left(L\Delta\sqrt{\kappa}\,\varepsilon^{-2}+\Delta\bar L\sigma\kappa^{3/2}\varepsilon^{-3}\right)$. Together, these results identify complexity barriers across the concave and strongly concave regimes, with the main nonconvex--concave bound remaining valid for algorithms that use variance reduction.
Abstract:We establish complexity lower bounds for stochastic first-order algorithms in nonconvex--concave minimax optimization, allowing algorithms to use variance reduction. Our main contribution is a lower bound for a zero-respecting algorithm class that permits variance reduction, extending beyond the algorithmic restrictions imposed by some existing lower bounds. We consider objectives with an $L$-Lipschitz continuous joint gradient, a compact convex dual domain of Euclidean radius at most $D_Y$, and a primal value function, defined by maximizing the objective over the dual variable, with initial suboptimality at most $\Delta$. The target accuracy $\varepsilon$ is measured by the gradient norm of the Moreau envelope of the constrained primal value function with parameter $1/(2L)$. Under an unbiased stochastic first-order oracle with variance at most $\sigma^2$ and mean-square smoothness, we prove the lower bound $\Omega\!\left(L^2D_Y\Delta\varepsilon^{-3}+L^3D_Y^2\Delta\sigma^2\varepsilon^{-6}\right)$. This result quantifies the dependence on accuracy, dual-domain radius, and oracle noise even when variance reduction is allowed. We also establish complementary lower bounds for nonconvex--strongly-concave minimax optimization. With dual strong-concavity parameter $\mu>0$ and condition number $\kappa:=L/\mu$, we obtain $\Omega\!\left(L\Delta\sqrt{\kappa}\,\varepsilon^{-2}+L\Delta\kappa\sigma^2\varepsilon^{-4}\right)$ under the bounded-variance oracle model. Under the additional mean-square smoothness condition with constant $\bar L$, we obtain $\Omega\!\left(L\Delta\sqrt{\kappa}\,\varepsilon^{-2}+\Delta\bar L\sigma\kappa^{3/2}\varepsilon^{-3}\right)$. Together, these results identify complexity barriers across the concave and strongly concave regimes, with the main nonconvex--concave bound remaining valid for algorithms that use variance reduction.
Optimization and Control (math.OC); Machine Learning (cs.LG); Machine Learning (stat.ML)
arXiv:2610.01662 [math.OC]
(or arXiv:2610.01662v1 [math.OC] for this version)
https://doi.org/10.48550/arXiv.2610.01662 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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