Empirical Risk Minimization with Shuffled SGD: A Primal-Dual Perspective and Improved Bounds.
Xufeng CaiCheuk Yin LinJelena DiakonikolasPublished in: CoRR (2023)
Keyphrases
- empirical risk minimization
- primal dual
- linear programming
- uniform convergence
- vc dimension
- linear program
- empirical risk
- statistical learning theory
- convex optimization
- rates of convergence
- approximation algorithms
- convergence rate
- convex optimization problems
- interior point methods
- generalization bounds
- semidefinite programming
- risk minimization
- machine learning
- upper bound
- phase transition
- lower bound
- model selection
- reinforcement learning
- upper and lower bounds
- inductive inference
- learning theory