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A Two-Dimensional Extremizer for Relatively Inexact Gradient Descent

Zhao, Jinze
arXiv (All) · Papers
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optimization-and-control
We give an explicit extremal function for one step of gradient descent when the gradient error is bounded relative to the true gradient. The function is the sum of a quadratic in one coordinate and a Huber function in the other. It attains, for every admissible relative error level and every stepsiz
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