Dual space preconditioning for gradient descent

The conditions of relative smoothness and relative strong convexity were recently introduced for the analysis of Bregman gradient methods for convex optimization. We introduce a generalized left-preconditioning method for gradient descent and show that its convergence on an essentially smooth convex...

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Bibliographic Details
Main Authors: Maddison, CJ, Paulin, D, Teh, YW, Doucet, A
Format: Journal article
Language:English
Published: Society for Industrial and Applied Mathematics 2021