Thursday, May 26, 2016

The complexity zoo and reductions in optimization

(post by Zeyuan Allen-Zhu and Elad Hazan)

The following dilemma is encountered by many of my friends when teaching basic optimization: which variant/proof of gradient descent should one start with? Of course, one needs to decide on which depth of convex analysis one should dive into, and decide on issues such as "should I define strong-convexity?", "discuss smoothness?", "Nesterov acceleration?", etc.