arXiv:2610.42040v1 Announce Type: cross
Abstract: We study the stochastic second-order oracle complexity of solving smooth convex finite-sum optimization with $n$ components. Very recently, Tsedenov \& Kovalev (2026) showed that the minimax optimal complexity under averaged smoothness and convexity is $\tilde{\Theta}(n + n^{6/7} \epsilon^{-2/7})$ by establishing nearly matching upper and lower bounds. In this paper, we show that individual smoothness and convexity provably enable further acceleration, where the lower complexity bound is $\Omega(n+ n^{5/7} \epsilon^{-2/7})$ under this stronger assumption. Then, by establishing a novel second-order self-bounding inequality, we design a new Taylor-corrected lazy Newton method, which can lead to a better complexity of $\tilde{\mathcal{O}}(n + n^{5/7} \epsilon^{-2/7})$ by applying the optimal Monteiro-Svaiter acceleration, matching our lower bound up to only logarithmic factors.
arxiv
New Newton-type method achieves near-optimal complexity for convex finite-sum optimization under individual smoothness
This paper studies stochastic second-order oracle complexity for smooth convex finite-sum optimization with n components. Under individual smoothness, the authors prove a lower bound of Ω(n + n^{5/7} ε^{-2/7}) and design a Taylor-corrected lazy Newton method with matching upper bound up to logarithmic factors. The result improves on prior work that assumed averaged smoothness.
Provides a theoretical advance with matching lower and upper bounds, relevant for optimization researchers.
Comments & Questions (0)
No comments yet
Be the first to comment!