Last Iterate Risk Bounds of SGD with Decaying Stepsize for Overparameterized Linear Regression

Jingfeng Wu, Difan Zou, Vladimir Braverman, Quanquan Gu, Sham M. Kakade. Last Iterate Risk Bounds of SGD with Decaying Stepsize for Overparameterized Linear Regression. In Kamalika Chaudhuri, Stefanie Jegelka, Le Song, Csaba Szepesvári, Gang Niu 0001, Sivan Sabato, editors, International Conference on Machine Learning, ICML 2022, 17-23 July 2022, Baltimore, Maryland, USA. Volume 162 of Proceedings of Machine Learning Research, pages 24280-24314, PMLR, 2022. [doi]

Abstract

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