Basic Inequalities for First-Order Optimization
Analysis
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.”