We consider linear prediction with a convex Lipschitz loss, or more generally, stochastic convex optimization problems of generalized linear form, i.e.
Toourknowledge, ADASPIDER isthefirstparameterfree non-convex variance-reduction method in the sense that it does not require the knowledge of problem-dependent parameters, such as smoothness constant L,targetaccuracyฯตoranybound ongradient norms.