Stochastic Gradient/Mirror Descent: Minimax Optimality and Implicit Regularization.

Navid Azizan Ruhi Babak Hassibi

Published in: ICLR (Poster) (2019)

Keyphrases

stochastic gradient
stochastic gradient descent
step size
least squares
regularization parameter
loss function
matrix factorization
nearest neighbor classifier
grassmann manifold
random forests
online algorithms
optimal solution
convergence speed
prior information
distance measure
worst case
wavelet transform