Last Iterate Risk Bounds of SGD with Decaying Stepsize for Overparameterized Linear Regression.
Jingfeng WuDifan ZouVladimir BravermanQuanquan GuSham M. KakadePublished in: CoRR (2021)
Keyphrases
- linear regression
- step size
- risk bounds
- data dependent
- least squares
- empirical risk minimization
- convergence rate
- learning algorithm
- cost function
- convergence speed
- regression problems
- statistical learning theory
- regression methods
- ridge regression
- regret bounds
- wavelet coefficients
- vc dimension
- training data
- matrix factorization
- machine learning algorithms
- probability distribution
- multiresolution
- regression method
- objective function