Europe
SPIDER: Near-Optimal Non-Convex Optimization via Stochastic Path-Integrated Differential Estimator
Cong Fang, Chris Junchi Li, Zhouchen Lin, Tong Zhang
We provide a few error-bound results on its convergence rates. Specially, we prove that theSPIDER-SFO algorithm achieves a gradient computation cost of O min(n1/2 2, 3) to find an -approximate first-order stationary point. In addition, we prove thatSPIDER-SFO nearly matches the algorithmic lower bound for finding stationary point under the gradient Lipschitz assumption in the finite-sum setting.