The Complexity of Finding Stationary Points with Stochastic Gradient Descent.

Yoel Drori Ohad Shamir

Published in: CoRR (2019)

Keyphrases

stochastic gradient descent
stationary points
fixed point
random forests
matrix factorization
least squares
step size
decision trees
computational complexity
worst case
loss function
nonlinear programming
online learning
mathematical programming
convergence analysis