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Risk Bounds of Multi-Pass SGD for Least Squares in the Interpolation Regime
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use SGD instead of GD with the same stepsize and iteration count | Multi-pass SGD for interpolating least squares · Interpolating least squares | excess risk | Hurt |
| Use optimally tuned SGD instead of optimally tuned GD | Multi-pass SGD for interpolating least squares · Polynomially decaying covariance spectrum | iteration complexity: SGD needs to take \tilde \cO(n^{\max\{0.5, \frac{r}{r+1}\}}) more iterations than GD | Hurt |
| Use optimally tuned SGD instead of optimally tuned GD | Multi-pass SGD for interpolating least squares · Polynomially decaying covariance spectrum | gradient complexity: SGD needs $\tilde \cO(n^{\max\{0.5, \frac{1}{r+1}\}})$ less stochastic gradient evaluations than GD | Helped |
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