Open Problem: Anytime Convergence Rate of Gradient Descent

Guy Kornowski, Ohad Shamir

Research output: Contribution to journalConference articlepeer-review

Abstract

Recent results show that vanilla gradient descent can be accelerated for smooth convex objectives, merely by changing the stepsize sequence. We show that this can lead to surprisingly large errors indefinitely, and therefore ask: Is there any stepsize schedule for gradient descent that accelerates the classic O(1/T) convergence rate, at any stopping time T?.

Original languageEnglish
Pages (from-to)5335-5339
Number of pages5
JournalProceedings of Machine Learning Research
Volume247
DOIs
StatePublished - 2024
Event37th Annual Conference on Learning Theory, COLT 2024 - Edmonton, Canada
Duration: 30 Jun 20243 Jul 2024

All Science Journal Classification (ASJC) codes

  • Artificial Intelligence
  • Software
  • Control and Systems Engineering
  • Statistics and Probability

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