Stochastic Composite Mirror Descent: Optimal Bounds with High Probabilities

Keyphrases

• High Probability 100%
• Optimal Bound 100%
• Mirror Descent 100%
• Composite Mirrors 100%
• Stochastic Composite 100%
• Stochastic Gradient Descent 66%
• Multi-pass 66%
• Numerical Results 33%
• Nonparametric 33%
• Convergence Rate 33%
• Generalization Performance 33%
• Error Bound 33%
• Strongly Convex 33%
• Scalable Algorithms 33%
• Composite Structures 33%
• Rate-optimal 33%
• Geometry Structure 33%
• Subgradient 33%
• Overfitting 33%
• Non-smooth Loss Function 33%
• Generalization Bounds 33%
• Probabilistic Convergence 33%
• Number of Passes 33%
• Computational Error 33%
• Summable 33%
• Polynomial Dependence 33%

Mathematics

• Probability Theory 100%
• Stochastics 100%
• Polynomial 25%
• Parametric 25%
• Convergence Rate 25%
• Step Size 25%
• Error Bound 25%
• Boundedness 25%
• Loss Function 25%
• Subgradient 25%