Interpolating Between Gradient Descent and Exponentiated Gradient Using Reparameterized Gradient Descent

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Abstract:

Continuous-time mirror descent (CMD) can be seen as the limit case of the discrete-time MD update when the step-size is infinitesimally small. In this paper, we focus on the geometry of the primal and dual CMD updates and introduce a general framework for reparameterizing one CMD update as another. Specifically, the reparameterized upda...More

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