The Asian Conference on Machine Learning (ACML)
The convergence rates for convex and non-convex optimization methods depend on the choice of a host of constants, including step-sizes, Lyapunov function constants and momentum constants. In this work we propose the use of factorial powers as a flexible tool for defining constants that appear in convergence proofs. We list a number of remarkable properties that these sequences enjoy, and show how they can be applied to convergence proofs to simplify or improve the convergence rates of the momentum method, accelerated gradient and the stochastic variance reduced method (SVRG).
Donglai Xiang, Timur Bagautdinov, Tuur Stuyck, Fabian Prada, Javier Romero, Weipeng Xu, Shunsuke Saito, Jingfan Guo, Breannan Smith, Takaaki Shiratori, Yaser Sheikh, Jessica Hodgins, Chenglei Wu
Ludwig Sidenmark, Mark Parent, Chi-Hao Wu, Joannes Chan, Michael Glueck, Daniel Wigdor, Tovi Grossman, Marcello Giordano
Xingyi Zhou, Rohit Girdhar, Armand Joulin, Philipp Krähenbühl, Ishan Misra
