We propose several modifications of the Barzilai–Borwein (BB) step size in the variance reduction (VR) methods for finite-sum optimization problems. Our first approach relies on a scalar function, which we call the TaiL Function (TLF). The TLF maps the computed BB step size to some positive real number, which will be used as the step size instead. The computational overhead is almost negligible and the functional forms of TLFs in this work don’t involve any problem-dependent parameters. In the strongly convex setting, due to the undesirable appearance of the condition number \(\kappa \) in the linear convergence rate, the IFO complexity of VR methods with BB step size has the form \(\mathcal {O}((n+\kappa ^a)\kappa \log (1/\epsilon ))\) , \(a\in \mathbb {R}_{+}\) . With the utilization of the TLF, the aforementioned complexity is improved to \(\mathcal {O}((n+\kappa ^{\tilde{a}})\log (1/\epsilon ))\) , \(\tilde{a}\in \mathbb {R}_{+}, \tilde{a}<a\) . In the non-convex setting, we improve \(\mathcal {O}(n+n\epsilon ^{-1})\) of SVRG-SBB to \(\mathcal {O}(n+n^{\beta }\epsilon ^{-1})\) , where \(\beta \in \mathbb {R}_{+}\) can take any value in (2/3, 1). Specifically, the constant step size regime is recovered by taking the TLF as a constant function, whose function value relies on problem-dependent parameters. As a counterpart of the constant step size regime, we also propose a BB-based vibration technique to set step sizes for VR methods, leading to methods with novel one-parameter step sizes. These methods have the same complexities compared to their constant step size versions. Meanwhile, they are more robust w.r.t. the sole step size parameter empirically. Moreover, a novel analysis is proposed for SARAH-I-type methods in the strongly convex setting. Numerical tests corroborate the proposed methods.
