Optimal Black-Box Reductions Between Optimization Objectives
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Abstract (arXiv)
The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for machine learning by reductions: we develop reductions that take a method developed for one setting and apply it to the entire spectrum of smoothness and strong-convexity in applications. Furthermore, unlike existing results, our new reductions are OPTIMAL and more PRACTICAL. We show how these new reductions give rise to new and faster running times on training linear classifiers for various families of loss functions, and conclude with experiments showing their successes also in practice.
Key facts. Cited by 21 papers in the map (data through 7 Oct 2026). First posted on arXiv 17 Mar 2016.
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Citing papers per year: 2021: 8; 2022: 3; 2023: 2; 2024: 3; 2025: 3; 2026: 2.
21 papers.
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- 2024Smooth Tchebycheff Scalarization for Multi-Objective Optimizationcited by 50
- 2021Oracle Complexity in Nonsmooth Nonconvex Optimizationcited by 38
- 2021Robust Regression Revisited: Acceleration and Improved Estimation Ratescited by 15
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methodscited by 14
- 2021Acceleration via Fractal Learning Rate Schedulescited by 13
- 2021Variance Reduction via Primal-Dual Accelerated Dual Averaging for Nonsmooth Convex Finite-Sumscited by 10
- 2021An Even More Optimal Stochastic Optimization Algorithm: Minibatching and Interpolation Learningcited by 10
- 2022Accelerated SGD for Non-Strongly-Convex Least Squarescited by 9
- 2021First-Order Methods for Convex Optimizationcited by 4
- 2025SAPPHIRE: Preconditioned Stochastic Variance Reduction for Faster Large-Scale Statistical Learningcited by 4
- 2023Optimal Guarantees for Algorithmic Reproducibility and Gradient Complexity in Convex Optimizationcited by 3
- 2024Quantum Algorithms and Lower Bounds for Finite-Sum Optimizationcited by 3
9 more
- 2021Delayed Projection Techniques for Linearly Constrained Problems: Convergence Rates, Acceleration, and Applicationscited by 2
- 2025On the Condition Number Dependency in Bilevel Optimizationcited by 2
- 2025Safety in the Face of Adversity: Achieving Zero Constraint Violation in Online Learning with Slowly Changing Constraintscited by 1
- 2026Towards Universal Convergence of Backward Error in Linear System Solverscited by 1
- 2021Utilizing Redundancy in Cost Functions for Resilience in Distributed Optimization and Learningcited by 0
- 2022Impact of Redundancy on Resilience in Distributed Optimization and Learningcited by 0
- 2023Accelerated Doubly Stochastic Gradient Algorithm for Large-scale Empirical Risk Minimizationcited by 0
- 2024Obtaining Lower Query Complexities through Lightweight Zeroth-Order Proximal Gradient Algorithmscited by 0
- 2026Halpern Iteration Achieves tildeO(ε-1/p) pth-Order Oracle Complexity for Monotone Variational Inequalitiescited by 0
- 2026Halpern Iteration Achieves tildeO(ε-1/p) pth-Order Oracle Complexity for Monotone Variational Inequalities9 Aug 2026
- 2026Towards Universal Convergence of Backward Error in Linear System Solvers17 Apr 2026
- 2025On the Condition Number Dependency in Bilevel Optimization27 Nov 2025
- 2025Safety in the Face of Adversity: Achieving Zero Constraint Violation in Online Learning with Slowly Changing Constraints1 May 2025
- 2025SAPPHIRE: Preconditioned Stochastic Variance Reduction for Faster Large-Scale Statistical Learning27 Jan 2025
- 2024Obtaining Lower Query Complexities through Lightweight Zeroth-Order Proximal Gradient Algorithms3 Oct 2024
- 2024Quantum Algorithms and Lower Bounds for Finite-Sum Optimization5 Jun 2024
- 2024Smooth Tchebycheff Scalarization for Multi-Objective Optimization29 Feb 2024
- 2023Optimal Guarantees for Algorithmic Reproducibility and Gradient Complexity in Convex Optimization26 Oct 2023
- 2023Accelerated Doubly Stochastic Gradient Algorithm for Large-scale Empirical Risk Minimization23 Apr 2023
- 2022Impact of Redundancy on Resilience in Distributed Optimization and Learning16 Nov 2022
- 2022Accelerated SGD for Non-Strongly-Convex Least Squares3 Mar 2022
9 more
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methods9 Feb 2022
- 2021Utilizing Redundancy in Cost Functions for Resilience in Distributed Optimization and Learning21 Oct 2021
- 2021Robust Regression Revisited: Acceleration and Improved Estimation Rates22 Jun 2021
- 2021An Even More Optimal Stochastic Optimization Algorithm: Minibatching and Interpolation Learning4 Jun 2021
- 2021Oracle Complexity in Nonsmooth Nonconvex Optimization14 Apr 2021
- 2021Acceleration via Fractal Learning Rate Schedules1 Mar 2021
- 2021Variance Reduction via Primal-Dual Accelerated Dual Averaging for Nonsmooth Convex Finite-Sums26 Feb 2021
- 2021Delayed Projection Techniques for Linearly Constrained Problems: Convergence Rates, Acceleration, and Applications5 Jan 2021
- 2021First-Order Methods for Convex Optimization4 Jan 2021
- 2024Smooth Tchebycheff Scalarization for Multi-Objective Optimizationcited by 50
- 2021Oracle Complexity in Nonsmooth Nonconvex Optimizationcited by 38
- 2021Robust Regression Revisited: Acceleration and Improved Estimation Ratescited by 15
- 2022Sharper Rates for Separable Minimax and Finite Sum Optimization via Primal-Dual Extragradient Methodscited by 14
- 2021Acceleration via Fractal Learning Rate Schedulescited by 13
- 2021Variance Reduction via Primal-Dual Accelerated Dual Averaging for Nonsmooth Convex Finite-Sumscited by 10
- 2021An Even More Optimal Stochastic Optimization Algorithm: Minibatching and Interpolation Learningcited by 10
- 2022Accelerated SGD for Non-Strongly-Convex Least Squarescited by 9
- 2021First-Order Methods for Convex Optimizationcited by 4
- 2025SAPPHIRE: Preconditioned Stochastic Variance Reduction for Faster Large-Scale Statistical Learningcited by 4
- 2023Optimal Guarantees for Algorithmic Reproducibility and Gradient Complexity in Convex Optimizationcited by 3
- 2024Quantum Algorithms and Lower Bounds for Finite-Sum Optimizationcited by 3
12 most cited of 21 All 21 (JSON)
- 2026Halpern Iteration Achieves tildeO(ε-1/p) pth-Order Oracle Complexity for Monotone Variational Inequalities9 Aug 2026
- 2026Towards Universal Convergence of Backward Error in Linear System Solvers17 Apr 2026
- 2025On the Condition Number Dependency in Bilevel Optimization27 Nov 2025
- 2025Safety in the Face of Adversity: Achieving Zero Constraint Violation in Online Learning with Slowly Changing Constraints1 May 2025
- 2025SAPPHIRE: Preconditioned Stochastic Variance Reduction for Faster Large-Scale Statistical Learning27 Jan 2025
- 2024Obtaining Lower Query Complexities through Lightweight Zeroth-Order Proximal Gradient Algorithms3 Oct 2024
- 2024Quantum Algorithms and Lower Bounds for Finite-Sum Optimization5 Jun 2024
- 2024Smooth Tchebycheff Scalarization for Multi-Objective Optimization29 Feb 2024
- 2023Optimal Guarantees for Algorithmic Reproducibility and Gradient Complexity in Convex Optimization26 Oct 2023
- 2023Accelerated Doubly Stochastic Gradient Algorithm for Large-scale Empirical Risk Minimization23 Apr 2023
- 2022Impact of Redundancy on Resilience in Distributed Optimization and Learning16 Nov 2022
- 2022Accelerated SGD for Non-Strongly-Convex Least Squares3 Mar 2022
12 newest of 21 All 21 (JSON)