Convergence of Online Mirror Descent

18 Feb 2018 Yunwen Lei Ding-Xuan Zhou

In this paper we consider online mirror descent (OMD) algorithms, a class of scalable online learning algorithms exploiting data geometric structures through mirror maps. Necessary and sufficient conditions are presented in terms of the step size sequence $\{\eta_t\}_{t}$ for the convergence of an OMD algorithm with respect to the expected Bregman distance induced by the mirror map... (read more)

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