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Painless Stochastic Gradient: Interpolation, Line-Search, and Convergence Rates

NeurIPS 2019 · Optimization › Nonconvex and smooth optimization · approach: Stochastic gradient last-iterate analysis · 23 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use SGD with stochastic Armijo line-search instead of tuned constant step-size SGD and AdamSGD · CIFAR-10/CIFAR-100 ResNet-34 and DenseNet-121, MNIST MLPtraining loss and test accuracyHelped
add Polyak momentum to SGD with Armijo line-searchSGD+Armijo · deep network classificationtraining loss and test accuracyHelped
use Nesterov acceleration with Armijo line-searchSGD+Armijo · deep network classificationstabilityHurt
use stochastic extra-gradient with Lipschitz line-search instead of SGD+Armijodeep networks · deep network classificationconvergence and performanceHurt
use Goldstein line-search instead of Armijo only (ablation)SGD · deep network classificationperformanceNo clear effect
vary Armijo constant c in [0.1, 0.5] (ablation)SGD+Armijo · CIFAR-10 ResNet-34performanceNo clear effect
vary maximum step-size eta_max (ablation)SGD+Armijo · CIFAR-10 ResNet-34performanceNo clear effect
make model over-parametrized (rank 10 instead of rank 4 factors) with line-search SGDSGD+Armijo/Goldstein · synthetic matrix factorizationtraining loss convergenceHelped

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