algorithms-optimization / Optimization
Yun, Sra and Jadbabaie posed as a COLT 2021 open question whether, for well-conditioned symmetric matrices, the operators encoding the expected iterate of single-shuffle SGD, random-reshuffle SGD and gradient descent on a quadratic finite sum satisfy $\|W_{ss}\| \le \|W_{rs}\| \le \|W_{gd}\|$. They do.
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Yun, Sra and Jadbabaie posed as a COLT 2021 open question whether, for well-conditioned symmetric matrices, the operators encoding the expected iterate of single-shuffle SGD, random-reshuffle SGD and gradient descent on a quadratic finite sum satisfy $\|W_{ss}\| \le \|W_{rs}\| \le \|W_{gd}\|$. They do.
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Yun, Sra and Jadbabaie posed as a COLT 2021 open question whether, for well-conditioned symmetric matrices, the operators encoding the expected iterate of single-shuffle SGD, random-reshuffle SGD and gradient descent on a quadratic finite sum satisfy $\|W_{ss}\| \le \|W_{rs}\| \le \|W_{gd}\|$. They do.
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