Poster
Accelerated Stochastic Gradient-free and Projection-free Methods
Feihu Huang · Lue Tao · Songcan Chen
Keywords: [ Adversarial Examples ] [ Non-convex Optimization ] [ Optimization - Non-convex ]
Abstract:
In the paper, we propose a class of accelerated stochastic gradient-free and projection-free (a.k.a., zeroth-order Frank-Wolfe) methods
to solve the constrained stochastic and finite-sum nonconvex optimization.
Specifically, we propose an accelerated stochastic zeroth-order Frank-Wolfe (Acc-SZOFW) method based on the variance reduced technique of SPIDER/SpiderBoost and a novel momentum accelerated technique.
Moreover, under some mild conditions, we prove that the Acc-SZOFW has the function query complexity of $O(d\sqrt{n}\epsilon^{-2})$ for finding an $\epsilon$-stationary point in the finite-sum problem,
which improves the exiting best result by a factor of $O(\sqrt{n}\epsilon^{-2})$,
and has the function query complexity of $O(d\epsilon^{-3})$ in the stochastic problem, which improves the exiting best result by a factor of $O(\epsilon^{-1})$.
To relax the large batches required in the Acc-SZOFW, we further propose a novel accelerated stochastic zeroth-order Frank-Wolfe (Acc-SZOFW*) based on
a new variance reduced technique of STORM, which still
reaches the function query complexity of $O(d\epsilon^{-3})$ in the stochastic problem without relying on any large batches.
In particular, we present an accelerated framework of the Frank-Wolfe methods based on the proposed momentum accelerated technique.
The extensive experimental results on black-box adversarial attack and robust black-box classification demonstrate the efficiency of our algorithms.
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