Uniformly Faster Gradient Descent of Varying Step Sizes for Smooth Convex Functions
Program:
Applied Mathematics and Statistics
Project Description:
In using gradient descent method to optimize smooth convex functions, the conventional approach chooses a constant stepsize less than 2 for every iteration. Recent works [1] have shown using stepsizes larger than 2 enables better final guarantees but at the cost of intermediate iterates performing poorly. We seek to find such longer stepsize patterns improving performance uniformly, not just at the last iteration.
Team Members
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Project Mentors, Sponsors, and Partners
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Benjamin Grimmer
Course Faculty
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