Second-Order Guarantees of Stochastic Gradient Descent in Nonconvex Optimization.
Stefan VlaskiAli H. SayedPublished in: IEEE Trans. Autom. Control. (2022)
Keyphrases
- stochastic gradient descent
- stochastic gradient
- least squares
- matrix factorization
- loss function
- step size
- global optimization
- random forests
- weight vector
- support vector machine
- higher order
- multiple kernel learning
- online algorithms
- importance sampling
- regularization parameter
- convex optimization
- random forest
- objective function
- logistic regression
- text categorization
- collaborative filtering
- multi objective
- evolutionary algorithm