Open Problem: Anytime Convergence Rate of Gradient Descent
arXiv:2406.13888
Abstract
Recent results show that vanilla gradient descent can be accelerated for smooth convex objectives, merely by changing the stepsize sequence. We show that this can lead to surprisingly large errors indefinitely, and therefore ask: Is there any stepsize schedule for gradient descent that accelerates the classic convergence rate, at \emph{any} stopping time ?
COLT 2024 open problem; 5 pages