Towards Statistical and Computational Complexities of Polyak Step Size Gradient Descent.
Tongzheng RenFuheng CuiAlexia AtsidakouSujay SanghaviNhat HoPublished in: AISTATS (2022)
Keyphrases
- step size
- cost function
- stochastic gradient descent
- convergence rate
- convergence speed
- steepest descent method
- faster convergence
- evolutionary programming
- adaptive filter
- conjugate gradient
- gradient method
- line search
- objective function
- hessian matrix
- optimization problems
- variable step size
- multiresolution
- genetic algorithm