Proves it is impossible to achieve optimal last-iterate rates for GD and SGD without knowing the horizon T in advance, incurring an unavoidable poly-log factor penalty even in the deterministic case.
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Gradient Descent's Last Iterate is Often (slightly) Suboptimal
Proves it is impossible to achieve optimal last-iterate rates for GD and SGD without knowing the horizon T in advance, incurring an unavoidable poly-log factor penalty even in the deterministic case.