Theorem 14.13: for convex β-smooth nonnegative losses and ηβ < 1, SGD on the risk with gradient directions has E[L_D(w̄)] ≤ (1/(1 − ηβ))(L_D(w⋆) + ‖w⋆‖²/(2ηT))

Initializing...

Theorem 14.13: for convex β-smooth nonnegative losses and ηβ < 1, SGD on the risk with gradient directions has E[L_D(w̄)] ≤ (1/(1 − ηβ))(L_D(w⋆) + ‖w⋆‖²/(2ηT)) · Prove2Me