# Oracle Complexity of Second-Order Methods for Finite-Sum Problems

arXiv: https://arxiv.org/abs/1611.04982 · HTML: https://mlsanity.com/paper/1611.04982/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 15 Nov 2016.

## Built on by (most cited first, 1 of 1)

- [Explicit Second-Order Min-Max Optimization: Practical Algorithms and Complexity Analysis](https://mlsanity.com/paper/2210.12860/) (2022)

## Abstract (arXiv)

Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in second-order methods, which rely on both gradients and Hessians. In principle, second-order methods can require much fewer iterations than first-order methods, and hold the promise for more efficient algorithms. Although computing and manipulating Hessians is prohibitive for high-dimensional problems in general, the Hessians of individual functions in finite-sum problems can often be efficiently computed, e.g. because they possess a low-rank structure. Can second-order information indeed be used to solve such problems more efficiently? In this paper, we provide evidence that the answer -- perhaps surprisingly -- is negative, at least in terms of worst-case guarantees. However, we also discuss what additional assumptions and algorithmic approaches might potentially circumvent this negative result.
