Enhancing Stochastic Optimization for Statistical Efficiency Using ROOT-SGD with Diminishing Stepsize

T Zhang, CJ Li - arXiv preprint arXiv:2407.10955, 2024 - arxiv.org
In this paper, we revisit\textsf {ROOT-SGD}, an innovative method for stochastic optimization
to bridge the gap between stochastic optimization and statistical efficiency. The proposed …

[PDF][PDF] Stochastic Gradient Descent with Adaptive Data

E Che, J Dong, XT Tong - columbia.edu
Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly
useful in online learning scenarios. Its convergence analysis is relatively well understood …