Towards Statistical and Computational Complexities of Polyak Step Size Gradient Descent.
Tongzheng RenFuheng CuiAlexia AtsidakouSujay SanghaviNhat HoPublished in: CoRR (2021)
Keyphrases
- step size
- cost function
- convergence rate
- stochastic gradient descent
- convergence speed
- faster convergence
- hessian matrix
- steepest descent method
- evolutionary programming
- gradient method
- line search
- variable step size
- loss function
- conjugate gradient
- optimization problems
- adaptive filter
- recommender systems
- neural network