Igor Melnyk, Youssef Mroueh, et al.
NeurIPS 2024
We study the convergence of a random iterative sequence of a family of operators on infinite-dimensional Hilbert spaces, inspired by the stochastic gradient descent (SGD) algorithm in the case of the noiseless regression. We identify conditions that are strictly broader than previously known for polynomial convergence rate in various norms, and characterize the roles the randomness plays in determining the best multiplicative constants. Additionally, we prove almost sure convergence of the sequence.
Igor Melnyk, Youssef Mroueh, et al.
NeurIPS 2024
Weichao Mao, Haoran Qiu, et al.
NeurIPS 2023
Kyomin Jung, Yingdong Lu, et al.
Mathematics of Operations Research
Haohui Wang, Baoyu Jing, et al.
KDD 2024