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SGD with AdaGrad Stepsizes: Full Adaptivity with High Probability to Unknown Parameters, Unbounded Gradients and Affine Variance

Amit Attia, Tomer Koren. SGD with AdaGrad Stepsizes: Full Adaptivity with High Probability to Unknown Parameters, Unbounded Gradients and Affine Variance. In Andreas Krause 0001, Emma Brunskill, KyungHyun Cho, Barbara Engelhardt, Sivan Sabato, Jonathan Scarlett, editors, International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA. Volume 202 of Proceedings of Machine Learning Research, pages 1147-1171, PMLR, 2023. [doi]

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