The Power of Adaptivity in SGD: Self-Tuning Step Sizes with Unbounded Gradients and Affine Variance

Matthew Faw, Isidoros Tziotis, Constantine Caramanis, Aryan Mokhtari, Sanjay Shakkottai, Rachel Ward. The Power of Adaptivity in SGD: Self-Tuning Step Sizes with Unbounded Gradients and Affine Variance. In Po-Ling Loh, Maxim Raginsky, editors, Conference on Learning Theory, 2-5 July 2022, London, UK. Volume 178 of Proceedings of Machine Learning Research, pages 313-355, PMLR, 2022. [doi]

Abstract

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