Under Lipschitz stratification assumptions that hold automatically for semialgebraic functions, constant-step subgradient descent achieves explicit rates that improve with fewer strata and recover smooth-case rates up to constants.
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On convergence rates of subgradient descent on semialgebraic functions
Under Lipschitz stratification assumptions that hold automatically for semialgebraic functions, constant-step subgradient descent achieves explicit rates that improve with fewer strata and recover smooth-case rates up to constants.