SUBLINEAR CONVERGENCE OF A TAMED STOCHASTIC GRADIENT DESCENT METHOD IN HILBERT SPACE
In this paper, we introduce the tamed stochastic gradient descent method (TSGD) for optimization problems. Inspired by the tamed Euler scheme, which is a commonly used method within the context of stochastic differential equations, TSGD is an explicit scheme that exhibits stability properties similar to those of implicit schemes. As its computational cost is essentially equivalent to that of the w