Global Convergence and Stability of Stochastic Gradient Descent.
Vivak PatelBowen TianShushu ZhangPublished in: CoRR (2021)
Keyphrases
- global convergence
- stochastic gradient descent
- step size
- convergence rate
- convergence speed
- global optimum
- least squares
- optimization methods
- loss function
- matrix factorization
- random forests
- learning rate
- multiple kernel learning
- support vector machine
- weight vector
- particle swarm optimization
- particle swarm
- differential evolution
- regularization parameter
- importance sampling
- simulated annealing
- online algorithms
- objective function
- optimization method
- cross validation
- hybrid algorithm
- kernel methods
- monte carlo
- image restoration
- optimal solution
- feature extraction