Accelerated Mirror Descent in Continuous and Discrete Time
Walid Krichene, Alexandre Bayen, Peter L. Bartlett
–Neural Information Processing Systems
We study accelerated mirror descent dynamics in continuous and discrete time. Combining the original continuous-time motivation of mirror descent with a recent ODE interpretation of Nesterov's accelerated method, we propose a family of continuous-time descent dynamics for convex functions with Lipschitz gradients, such that the solution trajectories converge to the optimum at a O(1/t
Neural Information Processing Systems
Feb-12-2025, 00:40:09 GMT
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