Mirror Descent
Overview
Mirror descent is a family of optimization methods that uses a chosen distance geometry, rather than ordinary Euclidean steps, to shape updates. Common approaches include entropic mirror descent and exponentiated-gradient updates for simplex constraints, barrier-based methods, and optimistic mirror descent for games. The methods are studied in settings such as online learning with sparse losses or bandit feedback, constrained stochastic optimization, equilibrium learning, optimal transport, and neural-network training. Choosing geometry well can improve regret or convergence, but boundary behavior, initialization sensitivity, and guarantees for the final iterate remain important challenges.
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