Characterization of Convex Objective Functions and Optimal Expected Convergence Rates for SGD

Marten van Dijk, Lam M. Nguyen, Phuong Ha Nguyen, Dzung T. Phan

Abstract: We study Stochastic Gradient Descent (SGD) with diminishing step sizes for convex objective functions. We introduce a definitional framework and theory that defines and characterizes a core propert...