cs.LG, cs.NA, math.NA, math.OC, stat.ML

Last-Iterate Convergence of Randomized Kaczmarz and SGD with Greedy Step Size

arXiv:2604.09909v1 Announce Type: new
Abstract: We study last-iterate convergence of SGD with greedy step size over smooth quadratics in the interpolation regime, a setting which captures the classical Randomized Kaczmarz algorithm as well as other po…