The Complexity of Finding Stationary Points with Stochastic Gradient Descent.

Yoel Drori Ohad Shamir

Published in: ICML (2020)

Keyphrases

stochastic gradient descent
stationary points
loss function
matrix factorization
computational complexity
least squares
worst case
objective function
fixed point
constrained optimization
machine learning
high dimensional
random forests
nonlinear programming
convergence analysis