On the Convergence of Step Decay Step-Size for Stochastic Optimization.
Xiaoyu WangSindri MagnússonMikael JohanssonPublished in: CoRR (2021)
Keyphrases
- step size
- stochastic optimization
- convergence rate
- convergence speed
- faster convergence
- variable step size
- line search
- multistage
- cost function
- global convergence
- gradient method
- stochastic gradient descent
- steepest descent method
- primal dual
- genetic algorithm
- differential evolution
- robust optimization
- computational complexity
- objective function
- decision making
- feature selection
- artificial intelligence