arXiv · 2206.05869
On the Convergence to a Global Solution of Shuffling-Type Gradient Algorithms
Abstract
Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which matches the mainstream practical heuristics. We show the convergence to a global solution of shuffling SGD for a class of non-convex functions under over-parameterized settings. Our analysis employs more relaxed non-convex assumptions than previous literature. Nevertheless, we maintain the desired computational complexity as shuffling SGD has achieved in the general convex setting.
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Lam M. Nguyen, Trang H. Tran. 2022-06-13. On the Convergence to a Global Solution of Shuffling-Type Gradient Algorithms. https://arxiv.org/abs/2206.05869
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