Finite Regret and Cycles with Fixed Step-Size via Alternating Gradient Descent-Ascent.
James P. BaileyGauthier GidelGeorgios PiliourasPublished in: CoRR (2019)
Keyphrases
- step size
- cost function
- stochastic gradient descent
- loss function
- convergence rate
- faster convergence
- convergence speed
- evolutionary programming
- online learning
- variable step size
- lower bound
- objective function
- adaptive filter
- gradient method
- conjugate gradient
- line search
- worst case
- wavelet coefficients
- particle swarm optimization
- wavelet transform
- quantization step