Last Iterate Risk Bounds of SGD with Decaying Stepsize for Overparameterized Linear Regression.
Jingfeng WuDifan ZouVladimir BravermanQuanquan GuSham M. KakadePublished in: ICML (2022)
Keyphrases
- linear regression
- step size
- risk bounds
- data dependent
- least squares
- empirical risk minimization
- convergence rate
- cost function
- convergence speed
- statistical learning theory
- learning algorithm
- regression problems
- regression methods
- ridge regression
- vc dimension
- lower bound
- regression method
- generalization ability
- regret bounds
- wavelet transform
- reinforcement learning