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A Markov Chain Theory Approach to Characterizing the Minimax Optimality of Stochastic Gradient Descent (for Least Squares).
Prateek Jain
Sham M. Kakade
Rahul Kidambi
Praneeth Netrapalli
Venkata Krishna Pillutla
Aaron Sidford
Published in:
CoRR (2017)
Keyphrases
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markov chain
least squares
stochastic gradient descent
steady state
importance sampling
monte carlo
state space
parameter estimation
matrix factorization
loss function
optical flow
higher order
worst case
upper bound
markov chain monte carlo
support vector machine
online algorithms