Open Problem: Do Good Algorithms Necessarily Query Bad Points?

Rong Ge, Prateek Jain, Sham M. Kakade, Rahul Kidambi, Dheeraj M. Nagaraj, Praneeth Netrapalli

Abstract: Folklore results in the theory of Stochastic Approximation indicates the (minimax) optimality of Stochastic Gradient Descent (SGD) (Robbins and Monro, 1951) with polynomially decaying stepsizes and...