Q24 2019

Hi,
in the second step when calculating the p* shouldn't the norm of grad(f) be squared?
Thank you.

Top comment

Yes, good catch. The answer seems correct, though?

Yes I agree

Hello, could you please explain to me the first line of the solution for this exercise? I am not sure why we are allowed to split the expectation of ( g_t - grad_f)^2 . Is this a general property of expectation that maybe I don't remember?

Yes, see the definition of variance on Wikipedia, that should be clear! :)

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