Goto

Collaborating Authors

 Asia










2 Frameworkandassumptions 2.1 Stochasticoptimizationundertimedrift ThroughoutSections2-4,weconsiderthesequenceofstochasticoptimizationproblems min

Neural Information Processing Systems

Our results concisely explain the interplay between the learning rate, the noise variance in the gradient oracle, and the strength ofthetime drift. The high-probability results merely assume that thegradient noise and time drift have light tails. Moreover, none of the results require the objectives to have bounded domains.


2 Frameworkandassumptions 2.1 Stochasticoptimizationundertimedrift Weconsiderthesequenceofstochasticoptimizationproblems min

Neural Information Processing Systems

Our results concisely explain the interplay between the learning rate, the noise variance in the gradient oracle, and the strength ofthetime drift. The high-probability results merely assume that thegradient noise and time drift have light tails. Moreover, none of the results require the objectives to have bounded domains.