A Generalized Version of Chung’s Lemma and its Applications

arXiv:2406.05637v2 Announce Type: replace-cross
Abstract: Chung’s Lemma is a classical tool for establishing asymptotic convergence rates of (stochastic) optimization methods under strong convexity-type assumptions and appropriate polynomial diminishing step sizes. In this work, we develop a generalized version of Chung’s Lemma, which provides a simple non-asymptotic convergence framework for a more general family of step size rules. We demonstrate broad applicability of the proposed generalized lemma by deriving tight non-asymptotic convergence rates for a large variety of stochastic methods. In particular, we obtain partially new non-asymptotic complexity results for stochastic optimization methods, such as Stochastic Gradient Descent (SGD) and Random Reshuffling (RR), under a general $(theta,mu)$-Polyak-Lojasiewicz (PL) condition and for various step sizes strategies, including polynomial, constant, exponential, and cosine step sizes rules. Notably, as a by-product of our analysis, we observe that exponential step sizes exhibit superior adaptivity to both landscape geometry and gradient noise; specifically, they achieve optimal convergence rates without requiring exact knowledge of the underlying landscape or separate parameter selection strategies for noisy and noise-free regimes. Our results demonstrate that the developed variant of Chung’s Lemma offers a versatile, systematic, and streamlined approach to establish non-asymptotic convergence rates under general step size rules.