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Dynamics of SGD with Stochastic Polyak Stepsizes: Truly Adaptive Variants and Convergence to Exact Solution.
Antonio Orvieto
Simon Lacoste-Julien
Nicolas Loizou
Published in:
NeurIPS (2022)
Keyphrases
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exact solution
initial conditions
column generation
stochastic approximation
exact algorithms
lower bound
approximate solutions
approximate dynamic programming
computationally challenging
lyapunov theory
optimal solution
dynamical systems
numerical solution
convergence rate
special case
np hard