Algorithmic Instabilities of Accelerated Gradient Descent

Amit Attia, Tomer Koren

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We study the algorithmic stability of Nesterov's accelerated gradient method. For convex quadratic objectives, Chen et al. [10] proved that the uniform stability of the method grows quadratically with the number of optimization steps, and conjectured that the same is true for the general convex and smooth case. We disprove this conjecture and show, for two notions of algorithmic stability (including uniform stability), that the stability of Nesterov's accelerated method in fact deteriorates exponentially fast with the number of gradient steps. This stands in sharp contrast to the bounds in the quadratic case, but also to known results for non-accelerated gradient methods where stability typically grows linearly with the number of steps.

Original languageEnglish
Title of host publicationAdvances in Neural Information Processing Systems 34 - 35th Conference on Neural Information Processing Systems, NeurIPS 2021
EditorsMarc'Aurelio Ranzato, Alina Beygelzimer, Yann Dauphin, Percy S. Liang, Jenn Wortman Vaughan
PublisherNeural information processing systems foundation
Pages1204-1214
Number of pages11
ISBN (Electronic)9781713845393
StatePublished - 2021
Event35th Conference on Neural Information Processing Systems, NeurIPS 2021 - Virtual, Online
Duration: 6 Dec 202114 Dec 2021

Publication series

NameAdvances in Neural Information Processing Systems
Volume2
ISSN (Print)1049-5258

Conference

Conference35th Conference on Neural Information Processing Systems, NeurIPS 2021
CityVirtual, Online
Period6/12/2114/12/21

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