English
Related papers

Related papers: A Central Limit Theorem for Algorithmic Estimator …

200 papers

We consider stochastic optimization problems in multi-agent settings, where a network of agents aims to learn parameters which are optimal in terms of a global objective, while giving preference to locally observed streaming information. To…

Multiagent Systems · Computer Science 2017-05-24 Alec Koppel , Brian M. Sadler , Alejandro Ribeiro

We develop a class of algorithms, as variants of the stochastically controlled stochastic gradient (SCSG) methods (Lei and Jordan, 2016), for the smooth non-convex finite-sum optimization problem. Assuming the smoothness of each component,…

Optimization and Control · Mathematics 2019-05-17 Lihua Lei , Cheng Ju , Jianbo Chen , Michael I. Jordan

The optimistic gradient method has seen increasing popularity for solving convex-concave saddle point problems. To analyze its iteration complexity, a recent work [arXiv:1906.01115] proposed an interesting perspective that interprets this…

Optimization and Control · Mathematics 2024-01-11 Ruichen Jiang , Aryan Mokhtari

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Machine Learning · Computer Science 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian

We extend the Frank-Wolfe (FW) optimization algorithm to solve constrained smooth convex-concave saddle point (SP) problems. Remarkably, the method only requires access to linear minimization oracles. Leveraging recent advances in FW…

Optimization and Control · Mathematics 2017-03-07 Gauthier Gidel , Tony Jebara , Simon Lacoste-Julien

Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in…

Machine Learning · Statistics 2020-05-15 Anas Barakat , Pascal Bianchi

Saddle points constitute a crucial challenge for first-order gradient descent algorithms. In notions of classical machine learning, they are avoided for example by means of stochastic gradient descent methods. In this work, we provide…

Quantum Physics · Physics 2025-05-26 Junyu Liu , Frederik Wilde , Antonio Anna Mele , Xin Jin , Liang Jiang , Jens Eisert

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

Stochastic gradient descent with momentum (SGDM) is one of the most widely used optimization algorithms in machine learning. While optimization properties of SGDM have been extensively studied in the literature, it remains insufficiently…

Machine Learning · Computer Science 2026-05-28 Yunwen Lei , Zimeng Wang , Xiaoming Yuan

Stochastic approximation (SA) is a powerful class of iterative algorithms for nonlinear root-finding that can be used for minimizing a loss function, $L(\boldsymbol{\theta})$, with respect to a parameter vector $\boldsymbol{\theta}$, when…

Optimization and Control · Mathematics 2017-07-24 Karla Hernández Cuevas

This paper considers constrained stochastic nonsmooth minimax optimization problem of the form…

Optimization and Control · Mathematics 2026-04-24 Jinyang Shi , Luo Luo

We study \emph{online episodic Constrained Markov Decision Processes} (CMDPs) under both stochastic and adversarial constraints. We provide a novel algorithm whose guarantees greatly improve those of the state-of-the-art best-of-both-worlds…

This paper proposes a constrained stochastic successive convex approximation (CSSCA) algorithm to find a stationary point for a general non-convex stochastic optimization problem, whose objective and constraint functions are non-convex and…

Information Theory · Computer Science 2019-09-04 An Liu , Vincent Lau , Borna Kananian

Performative prediction (PP) is an algorithmic framework for optimizing machine learning (ML) models where the model's deployment affects the distribution of the data it is trained on. Compared to traditional ML with fixed data, designing…

Machine Learning · Computer Science 2025-09-24 Tian Xie , Ding Zhu , Jia Liu , Mahdi Khalili , Xueru Zhang

Stochastic nonconvex-concave min-max saddle point problems appear in many machine learning and control problems including distributionally robust optimization, generative adversarial networks, and adversarial learning. In this paper, we…

Optimization and Control · Mathematics 2023-09-12 Morteza Boroun , Zeinab Alizadeh , Afrooz Jalilzadeh

We study the problem of differentially-private (DP) stochastic (convex-concave) saddle-points in the $\ell_1$ setting. We propose $(\varepsilon, \delta)$-DP algorithms based on stochastic mirror descent that attain nearly…

Optimization and Control · Mathematics 2025-11-17 Tomás González , Cristóbal Guzmán , Courtney Paquette

In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…

Machine Learning · Computer Science 2020-06-09 Bo Liu , Ian Gemp , Mohammad Ghavamzadeh , Ji Liu , Sridhar Mahadevan , Marek Petrik

Since their introduction, anchoring methods in extragradient-type saddlepoint problems have inspired a flurry of research due to their ability to provide order-optimal rates of accelerated convergence in very general problem settings. Such…

Optimization and Control · Mathematics 2025-06-10 James Alcala , Yat Tin Chow , Mahesh Sunkula

Saddle-point problems have recently gained increased attention from the machine learning community, mainly due to applications in training Generative Adversarial Networks using stochastic gradients. At the same time, in some applications…

Optimization and Control · Mathematics 2021-09-07 Abdurakhmon Sadiev , Aleksandr Beznosikov , Pavel Dvurechensky , Alexander Gasnikov

Under interpolation-type assumptions such as the strong growth condition, stochastic optimization methods can attain convergence rates comparable to full-batch methods, but their performance, particularly for SGD, remains highly sensitive…

Optimization and Control · Mathematics 2026-04-16 Aike Yang , Hao Wang