SGD in the Large - Average-Case Analysis, Asymptotics, and Stepsize Criticality

SGD in the Large - Average-Case Analysis, Asymptotics, and Stepsize Criticality

Fields Institute via YouTube Direct link

Stochastic Momentum

11 of 17

11 of 17

Stochastic Momentum

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Classroom Contents

SGD in the Large - Average-Case Analysis, Asymptotics, and Stepsize Criticality

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  1. 1 Introduction
  2. 2 Optimization Problems
  3. 3 Averagecase Complexity
  4. 4 Randomness
  5. 5 Distribution
  6. 6 SGD Example
  7. 7 SGD Worst Case
  8. 8 SGD Congruence Theorem
  9. 9 Stepsize Criticality
  10. 10 Average Case Complexity
  11. 11 Stochastic Momentum
  12. 12 Stochastic Heavy Ball
  13. 13 Momentum Parameters
  14. 14 Dimension Dependent Momentum
  15. 15 Thank You
  16. 16 Logistic Regression
  17. 17 Averagecase Analysis

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