Notes

mengmengyong (25)in #optimization • 9 years ago

Lipschitz continuous gradient
The gradient of $f$ is Lipschitz continuous with parameter $L>0$ if

$||\nabla f(x) - \nabla f(y)||\leq||x-y||_2,\ \ \ x,\ y \in \text{dom}\ f$

Note: the definition dees not assume convexity of $f$ .

#machine #learning #notes

9 years ago in #optimization by mengmengyong (25)

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