2 papers
math.PR2020
A matrix concentration inequality for products
Sina Baghal
We present a non-asymptotic concentration inequality for the random matrix product \begin{equation}\label{eq:Zn} Z_n = \left(I_d-αX_n\right)\left(I_d-αX_{n-1}\right)\cdots \left(I_…
math.OC2020
A termination criterion for stochastic gradient descent for binary classification
Sina Baghal, Courtney Paquette, Stephen A. Vavasis
We propose a new, simple, and computationally inexpensive termination test for constant step-size stochastic gradient descent (SGD) applied to binary classification on the logistic…