In this paper, we present a heuristic adaptive fast gradient method. We show that in practice our method has a better convergence rate than popular today optimization methods. Moreover, we justify our method and point out some problems that do not allow us to obtain theoretical estimates.
@article{arxiv.1910.04825,
title = {Heuristic adaptive fast gradient method in stochastic optimization tasks},
author = {Alexander Ogaltsov and Alexander Tyurin},
journal= {arXiv preprint arXiv:1910.04825},
year = {2020}
}