Under individual smoothness, the optimal incremental first-order oracle (IFO) complexity of nonconvex finite-sum optimization has remained open. Known algorithms use $O(n+\sqrt{n}\,ΔL_{\max}/\varepsilon^2)$ calls, while prior lower bounds miss a factor of $\sqrt{n}$. We prove the matching lower bound for randomized IFO algorithms whose component indices and query points may depend on the complete preceding transcript and private randomness. This determines the minimax IFO complexity up to universal constants under both individual and mean-squared smoothness. Under the global Polyak-Lojasiewicz (PL) condition, the standard PAGE guarantee is not tight when $κ_{\mathrm{ms}}<\sqrt{n}$. Restarted PAGE attains $O(n+n\log(Δ/\varepsilon)/(1+\log(\sqrt{n}/κ_{\mathrm{ms}})))$ for $1\leqκ_{\mathrm{ms}}\leq\sqrt{n}$, and $O(n+κ_{\mathrm{ms}}\sqrt{n}\log(Δ/\varepsilon))$ for $κ_{\mathrm{ms}}\geq\sqrt{n}$. We prove matching lower bounds under individual smoothness for every $κ_{\max}\geq 3$; the same hard instances also give the mean-squared lower bounds. In the small-$κ_{\max}$ range, their average objective is globally strongly convex. Our lower bounds use dense weak hiding. A fixed sign table spreads each hidden direction across the components. Each queried row carries little information, while the exact row average preserves the full signal after rescaling. A bounded radial map handles arbitrary query points, and a smooth gate makes unopened links invisible to both function values and gradients. Balancing the rows needed to reveal one stage with the number of stages allowed by individual smoothness yields the missing $\sqrt{n}$ factor.
We consider the problem of Cost-Aware Learning, where sampling different component functions of a finite-sum objective incurs different costs. The objective is to reach a target error while minimizing the total cost. First, we propose the Cost-Aware Stochastic Gradient Descent algorithm for convex functions, and derive its cost complexity to attain an error of $ε$. Furthermore, we establish a lower bound for this setting and provide a subset selection algorithm to further reduce the cost of training. We apply our theoretical insights to reinforcement learning with language models, where the computational cost of policy gradients varies with sequence length. To this end, we introduce Cost-Aware GRPO, an algorithm designed to reduce the cost of policy optimization while preserving performance. Empirical results on 1.5B and 8B LLMs demonstrate that our approach reduces the tokens used in policy optimization by up to about 30% while matching or exceeding baseline accuracy.