The statistical complexity of early-stopped mirror descent

Recently there has been a surge of interest in understanding implicit regularization properties of iterative gradient-based optimization algorithms. In this paper, we study the statistical guarantees on the excess risk achieved by early-stopped unconstrained mirror descent algorithms applied to the...

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Detalhes bibliográficos
Main Authors: Vaškevičius, T, Kanade, V, Rebeschini, P
Formato: Journal article
Idioma:English
Publicado em: Neural Information Processing Systems Foundation, Inc. 2020