Finite Regret and Cycles with Fixed Step-Size via Alternating Gradient Descent-Ascent.
James P. BaileyGauthier GidelGeorgios PiliourasPublished in: COLT (2020)
Keyphrases
- step size
- cost function
- loss function
- stochastic gradient descent
- convergence rate
- convergence speed
- evolutionary programming
- adaptive filter
- online learning
- hessian matrix
- faster convergence
- conjugate gradient
- variable step size
- objective function
- steepest descent method
- gradient method
- lower bound
- worst case
- line search
- particle swarm optimization
- support vector