The Complexity of Gradient Descent: CLS = PPAD $\cap$ PLS

November 03, 2020 ยท The Ethereal ยท ๐Ÿ› Symposium on the Theory of Computing

๐Ÿ”ฎ THE ETHEREAL: The Ethereal
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Authors John Fearnley, Paul W. Goldberg, Alexandros Hollender, Rahul Savani arXiv ID 2011.01929 Category cs.CC: Computational Complexity Cross-listed cs.LG, math.OC Citations 90 Venue Symposium on the Theory of Computing Last Checked 1 month ago
Abstract
We study search problems that can be solved by performing Gradient Descent on a bounded convex polytopal domain and show that this class is equal to the intersection of two well-known classes: PPAD and PLS. As our main underlying technical contribution, we show that computing a Karush-Kuhn-Tucker (KKT) point of a continuously differentiable function over the domain $[0,1]^2$ is PPAD $\cap$ PLS-complete. This is the first non-artificial problem to be shown complete for this class. Our results also imply that the class CLS (Continuous Local Search) - which was defined by Daskalakis and Papadimitriou as a more "natural" counterpart to PPAD $\cap$ PLS and contains many interesting problems - is itself equal to PPAD $\cap$ PLS.
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