Beneath the valley of the noncommutative arithmetic-geometric mean inequality : conjectures , case-studies , and consequences

@inproceedings{Recht2012BeneathTV,
  title={Beneath the valley of the noncommutative arithmetic-geometric mean inequality : conjectures , case-studies , and consequences},
  author={Benjamin Recht and Christopher R{\'e}},
  year={2012}
}
Randomized algorithms that base iteration-level decisions on samples from some pool are ubiquitous in machine learning and optimization. Examples include stochastic gradient descent and randomized coordinate descent. This paper makes progress at theoretically evaluating the difference in performance between sampling withand without-replacement in such algorithms. Focusing on least means squares optimization, we formulate a noncommutative arithmetic-geometric mean inequality that would prove… CONTINUE READING
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