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Analysis of Stochastic Mirror Descent Algorithm - A Dynamic Viewpoint

Analysis of Stochastic Mirror Descent Algorithm - A Dynamic Viewpoint

Date31st Jan 2024

Time03:30 PM

Venue ESB 244

PAST EVENT

Details

The mirror descent algorithm, originally conceived as a generalization of the gradient descent algorithm into non-Euclidean space, establishes a sophisticated framework that yields a profound geometric interpretation for optimizing problems across various domains. This study revolves around two primary contributions. Firstly, we delve into the stability analysis of the continuous-time mirrordescent algorithm, presenting a concise depiction of its equivalence to a projected dynamical system in a non-Euclidean domain—a nuanced generalization compared to continuous-time gradient descent. Secondly, we focus on the convergence of iterates in the stochastic mirror descent algorithm, elucidating its intricate relationship with the continuous-time counterpart. This dynamic perspective not only deepens our understanding of the stochastic mirror descent algorithm but also provides a foundation for robust analyses across diverse scenarios, with the added benefit of requiring fewer stringent assumptions.

Speakers

Anik Kumar Paul (EE18D030)

Department of Electrical Engineering