Nonsmooth Implicit Differentiation: Deterministic and Stochastic Convergence Rates.

Riccardo Grazzi Massimiliano Pontil Saverio Salzo

Published in: CoRR (2024)

Keyphrases

convergence rate
stochastic optimization problems
convergence speed
learning rate
step size
stochastic methods
primal dual
variational inequalities
global convergence
gaussian kernels
mutation operator
markov chain
low memory requirements