This research paper explores the effectiveness of momentum in Polyak--Ruppert averaging for stochastic gradient descent (SGD) and related optimization methods. The authors analyze how quickly finite runs converge to asymptotic covariance and the potential for parallelization. For strongly convex quadratics with noise, they establish a bridge between empirical risk minimization and online procedures, detailing errors related to center, covariance, and shape. The paper also investigates the impact of heavy-tailed or state-dependent noise and clipping on these methods. AI
IMPACT Provides theoretical insights into optimization algorithms used in machine learning.
RANK_REASON The cluster contains a single academic paper published on arXiv. [lever_c_demoted from research: ic=1 ai=1.0]
- Alexandra Suvorikova
- arXiv
- DagsHub
- Heavy Balloon
- Hugging Face
- Nesterov's Method for Convex Optimization
- Polyak--Ruppert averaging
- SGD
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