Acceleration of stochastic gradient descent with momentum by averaging: finite-sample rates and asymptotic normality.
Kejie TangWeidong LiuYichen ZhangPublished in: CoRR (2023)
Keyphrases
- finite sample
- stochastic gradient descent
- uniform convergence
- sample size
- statistical learning theory
- learning rate
- least squares
- support vector machine
- loss function
- matrix factorization
- nearest neighbor
- random forests
- multiple kernel learning
- importance sampling
- model selection
- regularization parameter
- convergence rate
- generalization error
- support vector
- learning algorithm
- recommender systems
- machine learning
- svm classifier
- vc dimension
- upper bound
- feature vectors
- similarity measure
- decision trees