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🔗 Source: proceedings.mlr.press
📊 Size: 672 KB
👤 Author: Jaeyoung Cha, Jaewook Lee, Chulhee Yun
⬇️ Downloads: 95

Summary

The study examines convergence lower bounds of without-replacement stochastic gradient descent (SGD) for solving smooth (strongly-)convex finite-sum minimization problems, focusing on arbitrary weighted average iterates. It presents tighter lower bounds for SGD with Random Reshuffling and proves weighted average iterate lower bounds for arbitrary permutation-based SGD, improving existing bounds in factors of n and κ. The results perfectly close the gap between lower and upper bounds for weighted average iterates in both strongly-convex and convex cases, matching the upper bounds shown for the GraB algorithm.

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The study examines convergence lower bounds of without-replacement stochastic gradient descent (SGD) for solving smooth (strongly-)convex finite-sum...

Technical Information

  • File Format: PDF
  • File Size: 672 KB
  • Pages: 58
  • Language: EN
  • Author: Jaeyoung Cha, Jaewook Lee, Chulhee Yun
  • Total Downloads: 95
  • Last Updated: 4 hours ago

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