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Incremental subgradient methods for nondifferentiable optimization

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High Probability Guarantees for Random Reshuffling

math.OC · 2023-11-20 · unverdicted · novelty 7.0

High-probability ergodic and last-iterate complexity guarantees for random reshuffling SGD on smooth nonconvex optimization that match best in-expectation bounds up to logarithmic factors without extra assumptions.

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  • High Probability Guarantees for Random Reshuffling math.OC · 2023-11-20 · unverdicted · none · ref 30

    High-probability ergodic and last-iterate complexity guarantees for random reshuffling SGD on smooth nonconvex optimization that match best in-expectation bounds up to logarithmic factors without extra assumptions.