Stochastic algorithms with geometric step decay converge linearly on sharp functions
Damek Davis, Dmitriy Drusvyatskiy, Vasileios Charisopoulos
Topics & Concepts
Sublinear functionMathematicsSubgradient methodRate of convergenceMathematical optimizationAlgorithmConvex functionStochastic optimizationScheduleApplied mathematicsRegular polygonComputer scienceDiscrete mathematicsKey (lock)GeometryComputer securityOperating systemSparse and Compressive Sensing TechniquesStochastic Gradient Optimization TechniquesMedical Image Segmentation Techniques