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Stochastic subgradient method converges at the rate $O(k^{-1/4})$ on weakly convex functions

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abstract

We prove that the proximal stochastic subgradient method, applied to a weakly convex problem, drives the gradient of the Moreau envelope to zero at the rate $O(k^{-1/4})$. As a consequence, we resolve an open question on the convergence rate of the proximal stochastic gradient method for minimizing the sum of a smooth nonconvex function and a convex proximable function.

fields

cs.LG 1

years

2025 1

verdicts

CONDITIONAL 1

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