A fast non-monotone line search for stochastic gradient descent

Sajad Fathi Hafshejani,Daya Gaur,Shahadat Hossain,Robert Benkoczi

Optimization and Engineering（2023）

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摘要

We give an improved non-monotone line search algorithm for stochastic gradient descent (SGD) for functions that satisfy interpolation conditions. We establish theoretical convergence guarantees for the algorithm for non-convex functions. We conduct a detailed empirical evaluation to validate the theoretical results.

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关键词

Non-monotone line search method,Stochastic gradient descent,Non-convex problem

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