Research map / Optimization / Nonconvex and smooth optimization
SGD without Replacement: Sharper Rates for General Smooth Convex Functions
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| sample without replacement rather than with replacement | SGD on general smooth strongly-convex functions with large K · General smooth strongly-convex functions, large K | suboptimality: O\left(\tfrac{1}{nK}\right) -> \tilde{O}\left(\tfrac{1}{nK^2}\right) | Helped |
| sample without replacement rather than with replacement | SGD on general smooth strongly-convex functions with small K · General smooth strongly-convex functions, small K | suboptimality: O\left(\tfrac{1}{nK}\right) -> O\left(\tfrac{1}{nK} \right) | No clear effect |
| sample without replacement rather than with replacement | SGD on general smooth convex functions without strong convexity · General smooth convex functions without strong convexity | suboptimality: O(G\cdot D/\sqrt{nK}) -> O\left(\tfrac{1}{\sqrt{nK}} \right) | No clear effect |
| remove smoothness from the assumptions | SGDo on strongly-convex functions · Strongly-convex functions | suboptimality: G^2/(8\mu nK) | Hurt |
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