Gradient Descent for Convex and Smooth Noisy Optimization

Feifei Hu, Mathieu Gerber

We study the use of gradient descent with backtracking line search (GD-BLS) to solve the noisy optimization problem $θ_\star:=\mathrm{argmin}_{θ\in\mathbb{R}^d} \mathbb{E}[f(θ,Z…