Benign Overfitting of Constant-Stepsize SGD for Linear Regression.
Difan ZouJingfeng WuVladimir BravermanQuanquan GuSham M. KakadePublished in: CoRR (2021)
Keyphrases
- linear regression
- step size
- stochastic gradient descent
- least squares
- cost function
- convergence rate
- convergence speed
- approximate dynamic programming
- regression problems
- regression methods
- faster convergence
- linear regression model
- ridge regression
- nonlinear regression
- temporal difference
- search direction
- linear models
- wavelet coefficients
- multiresolution
- decision trees
- regression method
- multiscale
- locally weighted
- quasi newton
- multivariate regression
- evaluation function
- model selection
- wavelet transform
- computational complexity
- three dimensional