Convex and Non-convex Optimization Under Generalized Smoothness

Classical analysis of convex and non-convex optimization methods often requires the Lipshitzness of the gradient, which limits the analysis to functions bounded by quadratics. Recent work relaxed this requirement to a non-uniform smoothness condition with the Hessian norm bounded by an affine function of the gradient norm, and proved convergence in the non-convex setting via gradient clipping, assuming bounded noise. In this paper, we further generalize this non-uniform smoothness condition and develop a simple, yet powerful analysis technique that bounds the gradients along the trajectory, thereby leading to stronger results for both convex and non-convex optimization problems. In particular, we obtain the classical convergence rates for (stochastic) gradient descent and Nesterov's accelerated gradient method in the convex and/or non-convex setting under this general smoothness condition. The new analysis approach does not require gradient clipping and allows heavy-tailed noise with bounded variance in the stochastic setting.

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Peer review

Reviewer YkEg3/10 · confidence 4/52023-06-26

Summary

This submission claims to relax the Lipschitz assumption on the gradient of the objective function in nonconvex optimisation, and obtains convergence bounds similar to textbook convergence results.

Strengths

The presentation of the material is clear and the narrative flows well.

Weaknesses

The result presented in this manuscript is not of importance. When we take the gradient information about the initialisation point into consideration, we can correspondingly restrict the feasibility set to the neighbourhood around the initialisation point, and then the $(r,l)$-smoothness defined in this paper can be replaced by the classical Lipschitz condition.

Questions

In equation (5), why is there a $-1$ in the definition of $S_{\textrm{rect}}$?

Rating

3: Reject: For instance, a paper with technical flaws, weak evaluation, inadequate reproducibility and incompletely addressed ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

2 fair

Presentation

2 fair

Contribution

1 poor

Limitations

As there is no novel discovery in this submission, the limitation discussion is not applicable.

Reviewer QDyc7/10 · confidence 4/52023-06-27

Summary

Relaxed smoothness conditions have been introduced to study the gradient clipping algorithm, and show that clipping in particular allows fixed step-size convergence without smoothness under this relaxed assumption. This paper further generalizes the relaxed smoothness notion used for clipping by bounding the Hessian by any non-decreasing function of the gradient norm. Then, fixed step-size convergence is shown under the relaxed smoothness assumption in a variety of settings. The key technical part is to show that assuming a large enough initial bound on the gradients and relaxed smoothness, the gradients remain bounded throughout the trajectory regardless of the setting (convex, strongly convex, non-convex, and even stochastic with some necessary caveats). Then, boundedness of the gradients along the trajectory implies the regular smoothness condition, and thus standard analyses can be used to show convergence of gradient descent.

Strengths

- Shows convergence of GD, NAG and SGD for relaxed smoothness conditions, which were not known without gradient clipping. This allows to prove convergence of GD for general classes of functions. - Show boundedness of the gradients along trajectories under relaxed smoothness conditions. This is a nice-to-have technical result, especially for NAG.

Weaknesses

- Fixed step-size rates seem quite pessimistic in this case, since step-sizes all along the trajectory depend on the initial bound on smoothness, which might be very large.

Questions

1) The main argument is that global bounds hold on the gradients. Although it is good to have, this potentially leads to very small step-sizes even in regions for which gradients are small. Would it be possible to improve those bounds, and show that the gradients actually decrease along the trajectories (e.g., in the strongly convex setting), in order to allow for increasingly large step-sizes? If so, what would the decrease rate be? 2) How do results in the paper compare with simple clipped (S)GD with clipping threshold set to the gradient norm at $x_0$ (basically, enforce boundedness instead of showing it) ? Convergence rates seem equivalent but additional terms seem different in each case. Could you clarify that?

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

4 excellent

Presentation

3 good

Contribution

3 good

Limitations

The authors have addressed the limitations of their work adequately.

Reviewer GKNp8/10 · confidence 4/52023-07-06

Summary

This paper generalizes the recently introduced (L0,L1)-smoothness which itself extends the L-smoothness which is key in analyzing rates of convergence of optimization algorithms. The authors introduce the concept of $\ell$-smoothness where $\ell$ is a function of the gradient of the function to minimize (e.g.: a polynomial). The key idea is to show that under the $\ell$-smoothness assumption, the gradient remains bounded along the iterates of a given algorithm. The authors focus on smooth optimization and tackle both convex and non-convex settings, in which they (roughly) recover the bounds already known for L-smooth functions and show whether they hold or not with generalized smoothness depending on the function $\ell$.

Strengths

The paper is well written, and the presentation is clear. The mathematical statements are rigorous and I did not spot mistakes. The paper builds on existing works on (L0-L1)-smoothness but significantly extends them and covers many important settings (convex/non-convex, etc.). Additionally, I found the reasoning interesting and the proof techniques used depart from the classical ones (especially in the non-convex setting). Overall, I think that this paper brings a significant contribution to the important question of the convergence of optimization algorithms. My general feeling is very positive.

Weaknesses

On the theoretical side I think that there are some minor bugs (see questions below), but nothing really problematic. However, while the paper has extensive theoretical results, it does not provide any numerical experiments, which is important for machine learning and optimization papers. It would have been, for example, very informative to see how the theory allows making GD and NAG converging beyond Lipschitz assumption by using the author's step-sizes conditions. The related work section seems too short to me given that gradient-based optimization is a very active topic of research. For example the authors call many results as "well known" where instead credit could have been given.

Questions

1) Line 106 on the fact that f has to tend to infinity. First it might be good to specify +infinity (instead of infinity) to remove any ambiguity. Then I think that the statement is not true in its current form since R^d is an open set, yet there, the epigraph of f is closed without coercivity assumptions (as the authors discuss after). I think that the discussion is valid for *bounded* open domains. Could you clarify/correct this? 2) Line 157. Following my previous question, the authors motivate the use of a domain X so as to include functions like logarithms and rational functions. However it seems that these functions are not closed (eg: log(x) when x -> 0), so Assumption 2 does not hold. Could you comment on that? 3) Line 76-78. In the paper, and notably at these lines, there is a confusion between NAG which is indeed optimal for convex functions, and Heavy Ball with Friction (HBF). Indeed, NAG while being similar to HBF is not optimal in the strongly convex setting but HBF is. This should be clarified. (l76-78) 4) On Assumption 3 (existence of a minimizer). While being reasonable this makes the studied framework more restrictive than the classical one (where the optimal rate is also valid for functions whose minimizer is at infinity). Therefore the results are not valid for the whole class of convex functions (but a very large subset of it), this should be a little more emphasized while discussing the contributions so as not to mislead the reader in the introduction. 5) It would be better to define rigorously "sub-quadratic", in particular, does it include quadratic functions or is it strictly sub-quadratic? 6) Do the authors have any idea on whether their modified NAG (Alg. 1) might improve NAG even when used on L-smooth functions? (even though NAG is already theoretically optimal). If not, is it worse than the vanilla version or does it behave similarly? Numerical experiments would be insightful here too. 7) Typos: l76: strong convex -> strongly convex l207: line 6 of the algorithm -> Is it not rather line 4 of the algorithm?

Rating

8: Strong Accept: Technically strong paper, with novel ideas, excellent impact on at least one area, or high-to-excellent impact on multiple areas, with excellent evaluation, resources, and reproducibility, and no unaddressed ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

4 excellent

Presentation

4 excellent

Contribution

4 excellent

Limitations

Some limitations are discussed, in particular those related to NAG in the non-convex setting. The limitations about existence of a minimizer might be further discussed (see questions). Societal impact is not really applicable here.

Reviewer cK5L6/10 · confidence 4/52023-07-06

Summary

This paper introduces a new assumption generalizing classical smoothness, and named $\ell$-smoothness, motivates it by giving providing examples of non-smooth functions belonging to this class, and studies classical algorithms under this assumption.

Strengths

- The paper is clear and fairly compared to related work. - The new class is well defined and motivated, and authors show that we can obtain results under it.

Weaknesses

$\underline{\text{General remarks}}$: - First, I would like to make a somewhat subjective statement about the class: in my humble opinion, it seems a bit flawed as it does not respect fundamental homogeneity properties. Let me explain: Let $f\in\mathcal{F}_{\ell}$ the class of $\ell$-smooth functions. For $\alpha, \lambda > 0$, define $g$ as $g(x)=\frac{\alpha}{\lambda^2}f(\lambda x)$ (assume wlog that their minimum is in 0, otherwise translate $f$, then create $g$). We verify $\nabla g(x)=\frac{\alpha}{\lambda}\nabla f(\lambda x)$ and $\nabla^2 g(x)=\alpha\nabla^2 f(\lambda x)$, hence $\|\nabla^2 g(x)\| = \|\alpha\nabla^2 f(\lambda x)\| \leq \alpha \ell( \|\nabla f(\lambda x)\|) = \alpha \ell( \frac{\lambda}{\alpha}\|\nabla g(x)\|)$. Finally, $g\in\mathcal{F}_{\alpha \ell(\frac{\lambda}{\alpha} .)}$. Let us assume that after some analysis of an algorithm like GD (this reasoning also applies to momentum), we find out that the step-size that achieves the best worst-case guarantee on the class $\mathcal{F}_{\ell}$ is $\gamma_{\ell}$. Then, if I need to optimize $f$, I will use $x_{t+1} = x_t - \gamma_{\ell} \nabla f (x_t)$. Now, instead I minimize $g$, I will use $x_{t+1} = x_t - \gamma_{\alpha \ell(\frac{\lambda}{\alpha} .)} \nabla g (x_t) = x_t - \gamma_{\alpha \ell(\frac{\lambda}{\alpha} .)} \frac{\alpha}{\lambda}\nabla f(\lambda x_t)$. Note that $f$ and $g$ have the same minimum and if we introduce the iterates $y_t = \lambda x_t$, we have $x_{t+1} = x_t - \gamma_{\ell} \nabla f (x_t)$ when minimizing $f$, and $y_{t+1} = y_t - \gamma_{\alpha \ell(\frac{\lambda}{\alpha} .)} \alpha\nabla f(y_t)$ when minimizing $g$. In short, we need to have $\gamma_{\ell} = \alpha \gamma_{\alpha \ell(\frac{\lambda}{\alpha} .)}$, or again $ \gamma_{\alpha \ell(\frac{\lambda}{\alpha} .)} = \frac{\gamma_{\ell}}{\alpha}$. Indeed, they both optimize their dynamics. This shows that $\lambda$ has no impact on the optimal way to tune an algorithm. And we can stretch the function $\ell$ as much as we want and notice that probably only $\ell(0)$ matters, i.e. the smoothness constant in the optimum. In particular, applied to the case where $\ell(x) = L_0 + L_1x$, it is clear that the optimal parameter cannot depends on $L_1$. This observation is explained by the lack of homogeneity in the formula: when scaling a function, only $L_0$ is scaled, not $L_1.$ In $L$-smooth class, the worst-case function generally do not belong to the $L-\varepsilon$-smooth class. Hence there is a hierarchy of the classes, but here, it seems that by scaling a function, the worst-case dynamics does not depend on some part of the class definition, leading to useless specification. This point can be further discussed. This is just some thoughts I had based on the class definition which I never used and I am aware from the related works section that some people are working with it. Thus I would be happy if authors could discuss this point. However, based on this remark, my first guess was that the analysis would basically lead as the same analysis as when $\ell$ is constant, or $L_1=0$, which leads to my next point. - Second, we indeed recover classical analyses everywhere in this paper. There indeed is an additional argument, that is the sequence of iterate stays in a compact and by regularity of $f$, we can bound the gradients, hence the hessians and conclude with all the classical analyses. Indeed: - Th4.2 and 4.3 use classical Lyap analyses. - Lemma 4.1:
Using cocoercivity, authors prove $\|\nabla f(x_t)\|$ is decreasing. 
Using the same proof, one could have that $\|x_t-x_\star\|$ is decreasing as well. And using descent lemma, we have that $f(x_t)$ is also decreasing. Finally, we can prove the descent lemma without assumption of $\ell$-smoothness by just assuming the continuity of the hessian, and taking G as upper bound of $\lbrace \|\nabla^2 f(x)\| | x\in\mathcal{X} \text{ and } f(x)\leq f(x_0) \rbrace$ which is assumed to be a compact since authors assume that the function tends to infinity on the border of $\mathcal{X}$. We have the revisited descent lemma: $f(x_{t+1}) \leq f(x_t) - \eta\|\nabla f(x_t)\|^2 + \frac{1}{2}\eta^2 G \|\nabla f(x_t)\|^2$, and by taking $\eta$ sufficiently small, we insure in 1 calculus that - 1) $f(x_t)$ is decreasing and that all the hessians keep being smaller than $G$. - 2) the squared gradients are sommable, hence the classical complexity $O(1/\varepsilon^2)$ that is as in thm5.1, obtained in a much simpler way.
 Of course, here we only assumed the hessian to be bounded, so $\ell$-smoothness + bounded gradients do the job. In conclusion, in my opinion, most of the results are almost straightforward from what is known in the literature. - Third, in my opinion, the stochastic assumption A4 is too strong. I am aware authors claim that some works in the literature assume even stronger assumption, but A4 is way too strong: no multiplicative noise, only additive. This paper claims generalizing smoothness, but linear regressions with MSE losses are not even covered by the section 5.2. 
Plus, bounded variance are too easy to handle in general and leads to an analysis close the deterministic case.
 Instead, authors should consider expected smoothness (or its equivalent in $\ell$-smoothness). Actually, under the assumption that there is a finite number of functions under consideration, I would guess we could generalize the same arguments as in the deterministic case to ensure all the hessians to be bounded on the optimization iterates and basically use classical SGD proof in the smooth case. $~$ $\underline{\text{Minor}}$: - Clarity: - Assumption 1: First recall definition of « closed function » - Also define « sub-quadratic » - l.468: It took me a while to find where this proof was. Please do as for other propositions: state it right before the proof. In a general way, please state all theorems right before their proofs if reported in appendix. Use the « restatable » latex package too avoid renumbering. - Proof of lemma B1: From convexity and local smoothness, authors apply the $\underline{\text{descent lemma}}$ on the $\underline{\text{Bregman divergence}}$ of the objective function to obtain local $\underline{\text{cocoercivity}}$. The proof is the same as for global smoothness. Yet, for completness and care of the neighborhood needed to obtain the cocoercivity, I understand that the proof is provided. However, It needs a reference to this classical result in the global smooth case and mention of the 3 underlined terms when used. - l.550: Cocoercivity - l.553: Bregman divergences - l.562: Descent Lemma - l.560: please introduce y: « let y [as in the lemma statement] » - l.248: « Theorem 5.1 gives the classical $O(1/T)$ rate, or $O(1/\varepsilon^2)$ gradient complexity » -> $O(1/\sqrt{T})$. Authors do not clearly state if they are talking here about gradient norm or its square, but they need to be consistent when talking about rate and complexity. - Typos: - l.2: "Lipshitzness" -> Lipschitz continuity. - l.76: "strong convex" -> strongly convex - l.79: $\nabla$ is missing - l.144: « $x = x_2 = x_t$ » ? I guess "$x$" needs to be removed - l.169: « accelearted » -> accelerated - l.570: 1/L -> 2/L - Misc: - Table 1: missing hline + be precise on the meaning of « - ». - Table 1: for GD non convex: « Inf or $\Omega$ … » could be summed up as «  $\Omega$ … ». - l.121-122: Put 2) under 1). It should not exceed the current number of lines.

Questions

Can authors discuss my first point? Also, can they try to study SGD under expected smoothness assumption?

Rating

6: Weak Accept: Technically solid, moderate-to-high impact paper, with no major concerns with respect to evaluation, resources, reproducibility, ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

3 good

Presentation

2 fair

Contribution

2 fair

Limitations

NA

Reviewer MmTX8/10 · confidence 4/52023-07-09

Summary

This paper generalizes the classic Lipschtiz smooth gradient condition, as well as a recent improvement. The proposed condition is essentially saying the Hessian norm is bounded by a non-decreasing function of the norm of gradient. Using such conditions, the authors proved convergence rates of gradient descent under various settings (convex, strongly convex, non-convex, stochastic). Classic optimal rates are recovered.

Strengths

The paper is well presented. The technical contribution looks original and significant, as it is a generalization of the classic smoothness. Intuitions are shared for proving the convergence.

Weaknesses

Overall, I do not have major concerns. 1. The proof of Theorem 5.1, in particular the split of two time steps in (4) seems delicate and interesting, but also a bit out of blue to me. Is this splitting novel, or did part of it show up in the literature? What motivates such a splitting? 2. Do you have examples of objective functions that show up in machine learning or other applications, such that they satisfy the generalized smoothness, but not the conventional smoothness? This would add much significance to the paper. 3. It was not clear to me when we assume the function to be C^2 and when not. In the introduction, It appears at first sight that only twice differentiable functions are considered. Then I saw definition 2, so it is not true. Then I got confused again at Proposition 3.3: it seems that for l-smooth to hold you need f to be C^2. Did you assume it somewhere? 4. Line 27: “provide a lower bound”. Do you mean on the number of iterations or on the error, or both? 5. Table 1: Why is it called gradient complexity? Is it the number of times the gradient oracle needs to be queried? I thought a more common name is iteration complexity, but maybe I am wrong. 6. Lines 46-48: “if gradients along the trajectory are bounded by a constant G, then the Hessian norms are bounded by the constant ℓ(G).” Why is this “if-then” true? Say we look at a univariate objective function f: R -> R. Its gradient g is also univariate. Are you saying that if g is bounded by a constant G, then |nabla g| is also bounded? This can not be true, since nabla g can be arbitrarily large. 7. Line 77: “condition number” of what? 8. Proposition 3.6: “If” -> “Suppose”

Questions

See above

Rating

8: Strong Accept: Technically strong paper, with novel ideas, excellent impact on at least one area, or high-to-excellent impact on multiple areas, with excellent evaluation, resources, and reproducibility, and no unaddressed ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

4 excellent

Presentation

4 excellent

Contribution

4 excellent

Limitations

Yes

Reviewer MmTX2023-08-18

Thanks for the response! My questions are well addressed. I upgraded my rating.

Reviewer cK5L2023-08-21

Response to rebuttal

First of all, I thank the authors for their very detailed answer. 1. I agree with their response, since finally what really matters to tune the parameters is essentially the Lipschitz constant that holds onto the trajectory of the algorithm. And indeed, this reasoning is consistent with their parameter choice of Thm 4.2, which is a good point. 2. I also agree that my reasoning was quick, handy made, and skipping some technical difficulties. I agree that some statements made by the authors like Lemma 4.5 is based on the non trivial Proposition 3.3. Note it does not mean this was necessary and I would be surprised that there is no simpler proof. I agree that analysis for non monotone methods like NAG are less easy to handle. Typically ||\nabla f|| should be replaced by some Lyapunov that works for the given algorithm. Typically, I would expect a proof that would be based on the following: - Under L-smoothness, we know Lyapunov function $V^{L}$ (I make the dependency in L as this is what will change under $\ell$-smoothness). Of course, $V^{L}$ typically depends on the iterate distance to optimum, on the function value and on the gradient norm. - We show some result like $\|\nabla f(x)\|^2 \leq V^L(x)$. $V^L$ often has a composant $\|\nabla f(x)\|^2$ (when well chosen NAG's Lyapunov has one) which makes the inequality trivial. Otherwise, some more computation may be needed for instance to bound $\|\nabla f(x)\|^2$ by $f(x) - f_\star$ (might be hard in this case). - Then, since the hessian is bounded by a function of the gradient norm, i.e. by a functiton of the lyapunov, we might be able to bound the hessian, which tunes the algorithm under smoothness (the difficulty lies in the fact that the lyapunov depends on the tuning, which might bring a constraint on the parameter setting that is not so easy to verify) and since the Lyapunov is decreasing assuming smoothness, we keep the same. smoothness later on. Of course, I agree this reasoning is again an intuition that needs more formalization. Also, I acknowledge that, as for now, I do not have a proper better way to propose to solve the problem this paper address. Then, I will not stand against acceptance for the only reason that I think there might be much simpler ways to do it. And since I do not have other reason to reject this paper that addresses a new problem with theoretical guarantees, I will upgrade my score up to weak accept. - I will conclude on the third point. I still think that this assumption on the noise should be banned from optimization, especially in paper that introduce a new class for purpose of generalization, a class that contains quadratics and which stochastic assumption exclude linear regression. As of the difficulty, I indeed thought of non constrained problem when saying that, which only adds up a constant at each step and the residus is used to tune the algorithm, making analysis more than easy. But indeed, in this case, I understand the need for stopping times. So it might indeed be more technical than I claimed, but still not very interesting in my opinion. In any case, this is subjective, and I based my score on the deterministic contribution. I still consider that an expected-smoothness like assumption should be preferred. I don't see it used in the paper authors mentioned. And I would say it is actually a weaker assumption than the one authors used. Indeed expected smoothness is directly implied, in the smooth setting, by the existence of a variance of the noise on the optimal point only. A generalization of this idea in the $\ell$-smooth setting would surely be weaker that assuming existence and uniform bound on the variance of all the gradients. Best regards.

Program Chairsdecision2023-09-21

Decision

Accept (spotlight)

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