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...

Полное описание

Библиографические подробности
Главные авторы: Vaškevičius, T, Kanade, V, Rebeschini, P
Формат: Journal article
Язык:English
Опубликовано: Neural Information Processing Systems Foundation, Inc. 2020