Stochastic algorithms with geometric step decay converge linearly on sharp functions

22 Jul 2019Damek DavisDmitriy DrusvyatskiyVasileios Charisopoulos

Stochastic (sub)gradient methods require step size schedule tuning to perform well in practice. Classical tuning strategies decay the step size polynomially and lead to optimal sublinear rates on (strongly) convex problems... (read more)

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