Optimizing Optimizers: Regret-optimal gradient descent algorithms.
Philippe CasgrainAnastasis KratsiosPublished in: COLT (2021)
Keyphrases
- worst case
- computational cost
- loss function
- significant improvement
- approximately optimal
- orders of magnitude
- lower bound
- computational complexity
- learning algorithm
- cost function
- dynamic programming
- optimization methods
- exhaustive search
- finding optimal
- genetic algorithm
- pairwise
- online learning
- theoretical analysis
- online algorithms