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Learning Rates, Momentum, and Randomized Kaczmarz

Learning Rates, Momentum, and Randomized Kaczmarz

Start: 
Monday, December 2, 2024 11:00 am
End: 
Monday, December 2, 2024 11:50 am
Location: 
STAG 161
Nicholas Marshall
Oregon State University

Abstract. In this talk, we consider learning rates and momentum in the context of the randomized Kaczmarz algorithm, which is an instance of stochastic gradient descent for a linear least squares loss function. First, we consider the problem of determining an optimal learning rate schedule for the Kaczmarz algorithm for noisy linear systems. Second, we consider how momentum affects how the randomized Kaczmarz algorithm converges in the direction of singular vectors of the matrix defining the linear loss function. Finally, we explore open questions and potential directions for future research.

Contact: 
Philipp Kunde