no code implementations • 12 Aug 2020 • Sina Baghal
We present a non-asymptotic concentration inequality for the random matrix product \begin{equation}\label{eq:Zn} Z_n = \left(I_d-\alpha X_n\right)\left(I_d-\alpha X_{n-1}\right)\cdots \left(I_d-\alpha X_1\right), \end{equation} where $\left\{X_k \right\}_{k=1}^{+\infty}$ is a sequence of bounded independent random positive semidefinite matrices with common expectation $\mathbb{E}\left[X_k\right]=\Sigma$.
no code implementations • 23 Mar 2020 • Sina Baghal, Courtney Paquette, Stephen A. Vavasis
We propose a new, simple, and computationally inexpensive termination test for constant step-size stochastic gradient descent (SGD) applied to binary classification on the logistic and hinge loss with homogeneous linear predictors.