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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Detalhes bibliográficos
Principais autores: Maddison, CJ, Paulin, D, Teh, YW, Doucet, A
Formato: Journal article
Idioma:English
Publicado em: Society for Industrial and Applied Mathematics 2021