Complexity Guarantees for Polyak Steps with Momentum
Mathieu Barre, Adrien B Taylor, Alexandre d'Aspremont
Subject areas: Convex optimization,
Presented in: Session 2B, Session 4E
[Zoom link for poster in Session 2B], [Zoom link for poster in Session 4E]
Abstract:
In smooth strongly convex optimization, knowledge of the strong convexity parameter is critical for obtaining simple methods with accelerated rates. In this work, we study a class of methods, based on Polyak steps, where this knowledge is substituted by that of the optimal value, $f_*$. We first show slightly improved convergence bounds than previously known for the classical case of simple gradient descent with Polyak steps, we then derive an accelerated gradient method with Polyak steps and momentum, along with convergence guarantees.