The Complexity of Gradient Descent: CLS = PPAD ∩ PLS

The Complexity of Gradient Descent: CLS = PPAD ∩ PLS

The Complexity of Gradient Descent: CLS = PPAD ∩ PLS ALEXANDROS HOLLENDER JOINT WORK WITH JOHN FEARNLEY, PAUL GOLDBERG AND RAHUL SAVANI Some interesting computational problems Some interesting computational problems NASH: Find a mixed Nash equilibrium of a game. Some interesting computational problems NASH: Find a mixed Nash equilibrium of a game. FACTORING: Find a prime factor of a number 푛 ≥ 2. Some interesting computational problems NASH: Find a mixed Nash equilibrium of a game. FACTORING: Find a prime factor of a number 푛 ≥ 2. BROUWER: Find a fixpoint of a continuous function 푓: 0,1 3→ [0,1]3. Some interesting computational problems NASH: Find a mixed Nash equilibrium of a game. FACTORING: Find a prime factor of a number 푛 ≥ 2. BROUWER: Find a fixpoint of a continuous function 푓: 0,1 3→ [0,1]3. CONTRACTION: Find the unique fixpoint of a contraction 푓: 0,1 푛→ [0,1]푛. Some interesting computational problems NASH: Find a mixed Nash equilibrium of a game. FACTORING: Find a prime factor of a number 푛 ≥ 2. BROUWER: Find a fixpoint of a continuous function 푓: 0,1 3→ [0,1]3. CONTRACTION: Find the unique fixpoint of a contraction 푓: 0,1 푛→ [0,1]푛. PURE-CONGESTION: Find a pure Nash equilibrium of a congestion game. Some interesting computational problems What do these problems have in common? NASH: Find a mixed Nash equilibrium of a game. FACTORING: Find a prime factor of a number 푛 ≥ 2. BROUWER: Find a fixpoint of a continuous function 푓: 0,1 3→ [0,1]3. CONTRACTION: Find the unique fixpoint of a contraction 푓: 0,1 푛→ [0,1]푛. PURE-CONGESTION: Find a pure Nash equilibrium of a congestion game. Some interesting computational problems What do these problems have in common? NASH: Find a mixed Nash equilibrium of a game. FACTORING: They are NP Total Search (TFNP) problems! Find a prime factor of a number 푛 ≥ 2. • Total: there is always a solution BROUWER: • NP: it is easy to verify solutions Find a fixpoint of a continuous function 푓: 0,1 3→ [0,1]3. CONTRACTION: Find the unique fixpoint of a contraction 푓: 0,1 푛→ [0,1]푛. PURE-CONGESTION: Find a pure Nash equilibrium of a congestion game. Some interesting computational problems What do these problems have in common? NASH: Find a mixed Nash equilibrium of a game. FACTORING: They are NP Total Search (TFNP) problems! Find a prime factor of a number 푛 ≥ 2. • Total: there is always a solution BROUWER: • NP: it is easy to verify solutions Find a fixpoint of a continuous function 푓: 0,1 3→ [0,1]3. CONTRACTION: Find the unique fixpoint of a contraction 푓: 0,1 푛→ [0,1]푛. Can a TFNP problem be NP-hard? PURE-CONGESTION: Find a pure Nash equilibrium of a congestion game. Some interesting computational problems What do these problems have in common? NASH: Find a mixed Nash equilibrium of a game. FACTORING: They are NP Total Search (TFNP) problems! Find a prime factor of a number 푛 ≥ 2. • Total: there is always a solution BROUWER: • NP: it is easy to verify solutions Find a fixpoint of a continuous function 푓: 0,1 3→ [0,1]3. CONTRACTION: Find the unique fixpoint of a contraction 푓: 0,1 푛→ [0,1]푛. Can a TFNP problem be NP-hard? PURE-CONGESTION: Find a pure Nash equilibrium of a congestion game. Not unless co-NP = NP… The class TFNP [Megiddo-Papadimitriou, 1991] Total NP search problems: • “search” : looking for a solution, not just YES or NO • “NP”: any solution can be checked efficiently • “total”: there always exists at least one solution The class TFNP [Megiddo-Papadimitriou, 1991] Total NP search problems: • “search” : looking for a solution, not just YES or NO • “NP”: any solution can be checked efficiently • “total”: there always exists at least one solution TFNP lies between P and NP (search versions) The class TFNP [Megiddo-Papadimitriou, 1991] Total NP search problems: • “search” : looking for a solution, not just YES or NO • “NP”: any solution can be checked efficiently • “total”: there always exists at least one solution How do we show that a TFNP-problem is hard: The class TFNP [Megiddo-Papadimitriou, 1991] Total NP search problems: • “search” : looking for a solution, not just YES or NO • “NP”: any solution can be checked efficiently • “total”: there always exists at least one solution How do we show that a TFNP-problem is hard: ▪ No TFNP-problem can be NP-hard, unless NP = coNP… The class TFNP [Megiddo-Papadimitriou, 1991] Total NP search problems: • “search” : looking for a solution, not just YES or NO • “NP”: any solution can be checked efficiently • “total”: there always exists at least one solution How do we show that a TFNP-problem is hard: ▪ No TFNP-problem can be NP-hard, unless NP = coNP… 3-SAT ≤ NASH ⇒ certificate for unsatisfiable 3-SAT formulas The class TFNP [Megiddo-Papadimitriou, 1991] Total NP search problems: • “search” : looking for a solution, not just YES or NO • “NP”: any solution can be checked efficiently • “total”: there always exists at least one solution How do we show that a TFNP-problem is hard: ▪ No TFNP-problem can be NP-hard, unless NP = coNP… The class TFNP [Megiddo-Papadimitriou, 1991] Total NP search problems: • “search” : looking for a solution, not just YES or NO • “NP”: any solution can be checked efficiently • “total”: there always exists at least one solution How do we show that a TFNP-problem is hard: ▪ No TFNP-problem can be NP-hard, unless NP = coNP… ▪ Believed that no TFNP-complete problems exists… The TFNP landscape TFNP P The TFNP landscape Pigeonhole Principle TFNP PPP P The TFNP landscape Pigeonhole Principle Parity Argument TFNP Borsuk-Ulam PPA PPP P The TFNP landscape Pigeonhole Principle Parity Argument TFNP Borsuk-Ulam PPA PPP PLS Local Search Argument P PURE-CONGESTION LOCAL-MAX-CUT The TFNP landscape Pigeonhole Principle Parity Argument TFNP Borsuk-Ulam PPA PPP PPAD PLS Local Search Argument Directed Graph Argument P PURE-CONGESTION NASH LOCAL-MAX-CUT BROUWER The TFNP landscape Pigeonhole Principle Parity Argument TFNP Borsuk-Ulam PPA FACTORING PPP PPAD PLS Local Search Argument Directed Graph Argument P PURE-CONGESTION NASH LOCAL-MAX-CUT BROUWER TFNP subclasses What reasons are there to believe that PPAD ≠ P, PLS ≠ P, etc? TFNP subclasses What reasons are there to believe that PPAD ≠ P, PLS ≠ P, etc? • many seemingly hard problems lie in PPAD, PLS etc… TFNP subclasses What reasons are there to believe that PPAD ≠ P, PLS ≠ P, etc? • many seemingly hard problems lie in PPAD, PLS etc… • oracle separations between the classes (in particular PPAD ≠ PLS) TFNP subclasses What reasons are there to believe that PPAD ≠ P, PLS ≠ P, etc? • many seemingly hard problems lie in PPAD, PLS etc… • oracle separations between the classes (in particular PPAD ≠ PLS) • hard under cryptographic assumptions TFNP PPAD PLS NASH LOCAL-MAX-CUT BROUWER PURE-CONGESTION P TFNP PPAD PLS NASH LOCAL-MAX-CUT BROUWER PURE-CONGESTION PPAD ∩ PLS P TFNP PPAD PLS NASH LOCAL-MAX-CUT BROUWER PURE-CONGESTION PPAD ∩ PLS CONTRACTION P TFNP PPAD PLS NASH LOCAL-MAX-CUT BROUWER PURE-CONGESTION PPAD ∩ PLS CONTRACTION MIXED-CONGESTION P TFNP PPAD PLS NASH LOCAL-MAX-CUT BROUWER PURE-CONGESTION PPAD ∩ PLS CONTRACTION MIXED-CONGESTION P-LCP P TFNP PPAD PLS NASH LOCAL-MAX-CUT BROUWER PURE-CONGESTION PPAD ∩ PLS CONTRACTION MIXED-CONGESTION P-LCP TARSKI P TFNP PPAD PLS NASH LOCAL-MAX-CUT BROUWER PURE-CONGESTION PPAD ∩ PLS CONTRACTION MIXED-CONGESTION P-LCP TARSKI SSGs P PPAD ∩ PLS seems unnatural… PPAD ∩ PLS seems unnatural… Problem 퐴 : PPAD-complete Problem 퐵 : PLS-complete PPAD ∩ PLS seems unnatural… Problem 퐴 : PPAD-complete Problem 퐵 : PLS-complete EITHER-SOLUTION(푨,푩): Input: instance 퐼퐴 of 퐴, instance 퐼퐵 of 퐵 Goal: find a solution of 퐼퐴, or a solution of 퐼퐵 PPAD ∩ PLS seems unnatural… Problem 퐴 : PPAD-complete Problem 퐵 : PLS-complete EITHER-SOLUTION(푨,푩): Input: instance 퐼퐴 of 퐴, instance 퐼퐵 of 퐵 Goal: find a solution of 퐼퐴, or a solution of 퐼퐵 → EITHER-SOLUTION(푨,푩) is (PPAD ∩ PLS)-complete! PPAD ∩ PLS seems unnatural… BROUWER: Input: a continuous function 푓: 0,1 푛→ [0,1]푛 Goal: find a fixpoint 푥 푓 푥 = 푥 PPAD ∩ PLS seems unnatural… BROUWER: Input: a continuous function 푓: 0,1 푛→ [0,1]푛, precision 휀 > 0 Goal: find an approximate fixpoint 푥 푓 푥 − 푥 ≤ 휀 PPAD ∩ PLS seems unnatural… BROUWER: Input: a continuous function 푓: 0,1 푛→ [0,1]푛, precision 휀 > 0 Goal: find an approximate fixpoint 푥 푓 푥 − 푥 ≤ 휀 REAL-LOCAL-OPT: Input: - a continuous function 푝: [0,1]푛→ 0,1 - a (possibly non-continuous) function 푔: 0,1 푛→ [0,1]푛 PPAD ∩ PLS seems unnatural… BROUWER: Input: a continuous function 푓: 0,1 푛→ [0,1]푛, precision 휀 > 0 Goal: find an approximate fixpoint 푥 푓 푥 − 푥 ≤ 휀 REAL-LOCAL-OPT: Input: - a continuous function 푝: [0,1]푛→ 0,1 - a (possibly non-continuous) function 푔: 0,1 푛→ [0,1]푛 Goal: find a local minimum of 푝 with respect to 푔 푝 푔 푥 ≥ 푝 푥 PPAD ∩ PLS seems unnatural… BROUWER: Input: a continuous function 푓: 0,1 푛→ [0,1]푛, precision 휀 > 0 Goal: find an approximate fixpoint 푥 푓 푥 − 푥 ≤ 휀 REAL-LOCAL-OPT: Input: - a continuous function 푝: [0,1]푛→ 0,1 - a (possibly non-continuous) function 푔: 0,1 푛→ [0,1]푛 Goal: find a local minimum of 푝 with respect to 푔 푝 푔 푥 ≥ 푝 푥 − 휀 PPAD ∩ PLS seems unnatural… BROUWER: Input: a continuous function 푓: 0,1 푛→ [0,1]푛, precision 휀 > 0 Goal: find an approximate fixpoint 푥 푓 푥 − 푥 ≤ 휀 REAL-LOCAL-OPT: Input: - a continuous function 푝: [0,1]푛→ 0,1 - a (possibly non-continuous) function 푔: 0,1 푛→ [0,1]푛 Goal: find a local minimum of 푝 with respect to 푔 푝 푔 푥 ≥ 푝 푥 − 휀 → EITHER-SOLUTION(BROUWER,LOCAL-OPT) is (PPAD ∩ PLS)-complete.

View Full Text

Details

  • File Type
    pdf
  • Upload Time
    -
  • Content Languages
    English
  • Upload User
    Anonymous/Not logged-in
  • File Pages
    127 Page
  • File Size
    -

Download

Channel Download Status
Express Download Enable

Copyright

We respect the copyrights and intellectual property rights of all users. All uploaded documents are either original works of the uploader or authorized works of the rightful owners.

  • Not to be reproduced or distributed without explicit permission.
  • Not used for commercial purposes outside of approved use cases.
  • Not used to infringe on the rights of the original creators.
  • If you believe any content infringes your copyright, please contact us immediately.

Support

For help with questions, suggestions, or problems, please contact us