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Recently, there has been an increasing interest in designing distributed convex optimization algorithms under the setting where the data matrix is partitioned on features. Algorithms under this setting sometimes have many advantages over those under the setting where data is partitioned on samples, especially when the number of features is huge. Therefore, it is important to understand the inherent limitations of these optimization problems. In this paper, with certain restrictions on the communication allowed in the procedures, we develop tight lower bounds on communication rounds for a broad class of non-incremental algorithms under this setting. We also provide a lower bound on communication rounds for a class of (randomized) incremental algorithms.
We lower bound the complexity of finding $epsilon$-stationary points (with gradient norm at most $epsilon$) using stochastic first-order methods. In a well-studied model where algorithms access smooth, potentially non-convex functions through queries
While recent work suggests that quantum computers can speed up the solution of semidefinite programs, little is known about the quantum complexity of more general convex optimization. We present a quantum algorithm that can optimize a convex function
We resolve the min-max complexity of distributed stochastic convex optimization (up to a log factor) in the intermittent communication setting, where $M$ machines work in parallel over the course of $R$ rounds of communication to optimize the objecti
We consider the decision-making framework of online convex optimization with a very large number of experts. This setting is ubiquitous in contextual and reinforcement learning problems, where the size of the policy class renders enumeration and sear
Bilevel optimization has recently attracted growing interests due to its wide applications in modern machine learning problems. Although recent studies have characterized the convergence rate for several such popular algorithms, it is still unclear h