新算法在平滑分析下更快找到函数不动点,突破穷举极限。
Fixed Point Computation: Beating Brute Force with Smoothed Analysis
- 基于变分不等式框架,设计平滑分析下的不动点求解算法
- 运行时间上界为 $e^{O(n)}/\varepsilon$,优于 $ (1/\varepsilon)^{O(n)} $ 穷举
- 首次在单位球上建立 $e^{Ω(n)}$ 查询下界,适用于无光滑性假设场景
我们提出一种新算法,用于在 $n$ 维 $\\\\
原文摘要 · Abstract (English)
We propose a new algorithm that finds an $\varepsilon$-approximate fixed point of a smooth function from the $n$-dimensional $\ell_2$ unit ball to itself. We use the general framework of finding approximate solutions to a variational inequality, a problem that subsumes fixed point computation and the computation of a Nash Equilibrium. The algorithm's runtime is bounded by $e^{O(n)}/\varepsilon$, under the smoothed-analysis framework. This is the first known algorithm in such a generality whose runtime is faster than $(1/\varepsilon)^{O(n)}$, which is a time that suffices for an exhaustive search. We complement this result with a lower bound of $e^{Ω(n)}$ on the query complexity for finding an $O(1)$-approximate fixed point on the unit ball, which holds even in the smoothed-analysis model, yet without the assumption that the function is smooth. Existing lower bounds are only known for the hypercube, and adapting them to the ball does not give non-trivial results even for finding $O(1/\sqrt{n})$-approximate fixed points.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。