Benign Overfitting of Constant-Stepsize SGD for Linear Regression.
Difan ZouJingfeng WuVladimir BravermanQuanquan GuSham M. KakadePublished in: COLT (2021)
Keyphrases
- linear regression
- step size
- stochastic gradient descent
- least squares
- convergence rate
- cost function
- convergence speed
- locally weighted
- regression problems
- faster convergence
- quasi newton
- approximate dynamic programming
- nonlinear regression
- regression methods
- ridge regression
- linear regression model
- search direction
- linear models
- cross validation
- decision trees
- regression method
- temporal difference
- optimal solution