The High Line

This repository contains the code for the numerical simulations used to generate the figures presented in the paper The High Line: Exact Risk and Learning Rate Curves of Stochastic Adaptive Learning Rate Algorithms by Elizabeth Collins-Woodfin, Inbar Seroussi, Begoña García Malaxechebarría, Andrew W. Mackenzie, Elliot Paquette, and Courtney Paquette.

Installation

To run everything and reproduce the plots, first pip install -r requirements.txt and then source run_all.sh. All the figures will be written to the figures folder.

Citation

@article{collins-woodfin2024thehighline,
  title={The High Line: Exact Risk and Learning Rate Curves of Stochastic Adaptive Learning Rate Algorithms}, 
  author={Elizabeth Collins-Woodfin and Inbar Seroussi and Bego{\~n}a Garc{\'\i}a Malaxechebarr{\'\i}a and Andrew W. Mackenzie and Elliot Paquette and Courtney Paquette}, 
  journal={arXiv:2405.19585}, 
  year={2024},
}