google / google/jaxopt

PolyakSGD should take an optional parameter f_star

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enhancement good first issue
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Python
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Description

the SPS-SGD step-size (Loizou version) is

$$
\frac{f_i(x) - \inf_z f_i(z)}{\|\nabla f(x)\|^2}
$$

The current code assumes that $\inf_z f_i(z)=0$ (without saying anything in the documentation). Instead, I believe it should take an optional argument called (say) `f_star`.

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