Early-stopped negative-shifted gradient descent beats every stable negative-ridge endpoint and every positive shrinker in gapped high-dimensional linear models, by polynomial risk factors.
Dmitry Kobak, Jonathan Lomond, and Benoit Sanchez
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Beyond Negative-Ridge Endpoints: Mixed-Sign Spectral Regularization via Negative-Shifted Gradient Descent
Early-stopped negative-shifted gradient descent beats every stable negative-ridge endpoint and every positive shrinker in gapped high-dimensional linear models, by polynomial risk factors.