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Feature request: Add an option to the Polyak SGD optimizer that uses only the positive part of the suboptimality gap. That is, it replaces $f(x) - f^*$ with $(f(x) - f^*)_+$, where $a_+ = \max \{a, 0\}$ is the ramp function.
This is the variant of Stochastic Polyak Stepsize (SPS) that Garrigos et al. 2023 call SPS$_+$.
Possible names for this option are
clip
clamp
plus
I can submit a PR for this.
The text was updated successfully, but these errors were encountered:
Feature request: Add an option to the Polyak SGD optimizer that uses only the positive part of the suboptimality gap. That is, it replaces$f(x) - f^*$ with $(f(x) - f^*)_+$ , where $a_+ = \max \{a, 0\}$ is the ramp function.
This is the variant of Stochastic Polyak Stepsize (SPS) that Garrigos et al. 2023 call SPS$_+$ .
Possible names for this option are
clip
clamp
plus
I can submit a PR for this.
The text was updated successfully, but these errors were encountered: