A Stochastic Proximal Polyak Step Size.

Fabian Schaipp Robert M. Gower Michael Ulbrich

Published in: CoRR (2023)

Keyphrases

step size
convergence rate
cost function
convergence speed
evolutionary programming
faster convergence
adaptive filter
gradient method
hessian matrix
variable step size
stochastic gradient descent
quantization step
monte carlo
wavelet coefficients
genetic algorithm
line search
steepest descent method