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11/03/2022
Adaptive Stochastic Variance Reduction for Non-convex Finite-Sum Minimization
We propose an adaptive variance-reduction method, called AdaSpider, for ...
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11/03/2022
Extra-Newton: A First Approach to Noise-Adaptive Accelerated Second-Order Methods
This work proposes a universal and adaptive second-order method for mini...
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04/06/2022
High Probability Bounds for a Class of Nonconvex Algorithms with AdaGrad Stepsize
In this paper, we propose a new, simplified high probability analysis of...
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11/01/2021
STORM+: Fully Adaptive SGD with Momentum for Nonconvex Optimization
In this work we investigate stochastic non-convex optimization problems ...
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07/02/2020
Double-Loop Unadjusted Langevin Algorithm
A well-known first-order method for sampling from log-concave probabilit...
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06/19/2020
On the Almost Sure Convergence of Stochastic Gradient Descent in Non-Convex Problems
This paper analyzes the trajectories of stochastic gradient descent (SGD...
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10/30/2019
UniXGrad: A Universal, Adaptive Algorithm with Optimal Guarantees for Constrained Optimization
We propose a novel adaptive, accelerated algorithm for the stochastic co...
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12/11/2018
