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Characterization of Convex Objective Functions and Optimal Expected Convergence Rates for SGD.
Marten van Dijk
Lam M. Nguyen
Phuong Ha Nguyen
Dzung T. Phan
Published in:
CoRR (2018)
Keyphrases
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convergence rate
objective function
optimal solution
convex functions
piecewise linear
primal dual
learning rate
convergence speed
cost function
dynamic programming
convex sets
lp norm
gaussian kernels
stopping criterion
step size
multi objective
convex optimization
worst case