Basic Inequalities for First-Order Optimization
Analysis
This paper introduces a framework using 'basic inequalities' to analyze first-order optimization algorithms. It connects implicit and explicit regularization, providing a tool for statistical analysis of training dynamics and prediction risk. The framework allows for bounding the objective function difference in terms of step sizes and distances, translating iterations into regularization coefficients. The paper's significance lies in its versatility and application to various algorithms, offering new insights and refining existing results.
Key Takeaways
- •Introduces a framework using 'basic inequalities' for analyzing first-order optimization.
- •Connects implicit and explicit regularization.
- •Provides a tool for statistical analysis of training dynamics and prediction risk.
- •Translates the number of iterations into an effective regularization coefficient.
- •Applies to various algorithms, including gradient descent and mirror descent.
“The basic inequality upper bounds f(θ_T)-f(z) for any reference point z in terms of the accumulated step sizes and the distances between θ_0, θ_T, and z.”