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arxiv: 1712.04581 · v3 · pith:HT5XDLPOnew · submitted 2017-12-13 · 💻 cs.LG · cs.DS· math.OC

Potential-Function Proofs for First-Order Methods

classification 💻 cs.LG cs.DSmath.OC
keywords methodsdescentfirst-orderpotential-functionproofsacceleratedargumentsconvergence
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This note discusses proofs for convergence of first-order methods based on simple potential-function arguments. We cover methods like gradient descent (for both smooth and non-smooth settings), mirror descent, and some accelerated variants.

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