This library provides implementation of Stochastic Mirror Descent (SMD) algorithm with any p-norm potential function. There are examples of 1-norm potential function and 2-norm potential function(SGD). This library can be used to reproduce results of [1].

[1] Azizan, Navid, Sahin Lale, and Babak Hassibi. "Stochastic Mirror Descent on Overparameterized Nonlinear Models: Convergence, Implicit Regularization, and Generalization." (2019) [arXiv]

If you found this library useful in your research, please consider citing

@article{azizan2019stochastic,
  title={Stochastic Mirror Descent on Overparameterized Nonlinear Models: Convergence, Implicit Regularization, and Generalization},
  author={Azizan, Navid and Lale, Sahin and Hassibi, Babak},
  journal={arXiv preprint arXiv:1906.03830},
  year={2019}
}