Towards Fully Parameter-Free Stochastic Optimization: Grid Search with Self-Bounding Analysis
arXiv:2604.16888v1 Announce Type: new Abstract: Parameter-free stochastic optimization aims to design algorithms that are agnostic to the underlying problem parameters while still achieving convergence rates competitive with optimally tuned methods. While some parameter-free methods do not require the specific values of the problem parameters, they still rely on prior knowledge, such as the lower or upper bounds of them. We refer to such methods as “partially parameter-free”. In this work, we target achieving “fully parameter-free” methods, i.e., the […]