Acceleration by Stepsize Hedging: Multi-Step Descent and the Silver Stepsize Schedule

Can we accelerate the convergence of gradient descent without changing the algorithmÐjust by judiciously choosing stepsizes? Surprisingly, we show that the answer is yes. Our proposed Silver Stepsize Schedule optimizes strongly convex functions in � log� 2 ≈ � 0.7864 iterations, where � = 1 +...

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Bibliographic Details
Main Authors: Altschuler, Jason, Parrilo, Pablo
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:English
Published: ACM 2025
Online Access:https://hdl.handle.net/1721.1/158132