Work

Convergence conditions for stochastic line search based optimization of over-parametrized models

Year: 2025
Type: article
Abstract: In this paper, we deal with algorithms to solve the finite-sum problems related to fitting over-parametrized models, that typically satisfy the interpolation condition. In particular, we focus on approaches based on stochastic line searches and employing general search directions. We define conditions on the sequence of search directions that guarantee finite termination and bounds for the backtracking procedure. Moreover, we shed light on the additional property of directions needed to prove fast (linear) convergence of the general class of algorithms when applied to PL functions in the interpolation regime. From the point of view of algorithms design, the proposed analysis identifies safeguarding conditions that could be employed in relevant algorithmic frameworks. In particular, it could be of interest to integrate stochastic line searches within momentum, conjugate gradient or adaptive preconditioning methods.
Source: Optimization
Language: English
Open Access status: green
OpenAlex ID: W4413831827
FWCI: 0.416
Cites: 17
Cited by: 1
Related to: 10