Corollary 14.12: for a convex-Lipschitz-bounded problem (ρ, B), SGD on the risk with T ≥ B²ρ²/ε² examples and η = B/(ρ√T) has E[L_D(w̄)] ≤ min_{w∈H} L_D(w) + ε

Initializing...

Corollary 14.12: for a convex-Lipschitz-bounded problem (ρ, B), SGD on the risk with T ≥ B²ρ²/ε² examples and η = B/(ρ√T) has E[L_D(w̄)] ≤ min_{w∈H} L_D(w) + ε · Prove2Me