3.7OCSep 8, 2019
On the connections between algorithmic regularization and penalization for convex lossesQian Qian, Xiaoyuan Qian
In this work we establish the equivalence of algorithmic regularization and explicit convex penalization for generic convex losses. We introduce a geometric condition for the optimization path of a convex function, and show that if such a condition is satisfied, the optimization path of an iterative algorithm on the unregularized optimization problem can be represented as the solution path of a corresponding penalized problem.