Web: http://arxiv.org/abs/2206.09901

June 23, 2022, 1:11 a.m. | Leonardo Cunha, Gauthier Gidel, Fabian Pedregosa, Damien Scieur, Courtney Paquette

cs.LG updates on arXiv.org arxiv.org

The recently developed average-case analysis of optimization methods allows a
more fine-grained and representative convergence analysis than usual worst-case
results. In exchange, this analysis requires a more precise hypothesis over the
data generating process, namely assuming knowledge of the expected spectral
distribution (ESD) of the random matrix associated with the problem. This work
shows that the concentration of eigenvalues near the edges of the ESD
determines a problem's asymptotic average complexity. This a priori information
on this concentration is a …

arxiv math robustness

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