相关论文: Non-asymptotic estimates for TUSLA algorithm for n…

In this article we propose a novel taming Langevin-based scheme called $\mathbf{sTULA}$ to sample from distributions with superlinearly growing log-gradient which also satisfy a Log-Sobolev inequality. We derive non-asymptotic convergence…

We study stochastic inexact Newton methods and consider their application in nonconvex settings. Building on the work of [R. Bollapragada, R. H. Byrd, and J. Nocedal, IMA Journal of Numerical Analysis, 39 (2018), pp. 545--578] we derive…

The analysis in Part I revealed interesting properties for subgradient learning algorithms in the context of stochastic optimization when gradient noise is present. These algorithms are used when the risk functions are non-smooth and…

We study the problem of non-convex optimization using Stochastic Gradient Langevin Dynamics (SGLD). SGLD is a natural and popular variation of stochastic gradient descent where at each step, appropriately scaled Gaussian noise is added. To…

Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a…

Interesting theoretical associations have been established by recent papers between the fields of active learning and stochastic convex optimization due to the common role of feedback in sequential querying mechanisms. In this paper, we…

Adaptive gradient algorithms perform gradient-based updates using the history of gradients and are ubiquitous in training deep neural networks. While adaptive gradient methods theory is well understood for minimization problems, the…

The minimization of convex objectives coming from linear supervised learning problems, such as penalized generalized linear models, can be formulated as finite sums of convex functions. For such problems, a large set of stochastic…

The graduated optimization approach is a method for finding global optimal solutions for nonconvex functions by using a function smoothing operation with stochastic noise. This paper makes three contributions regarding graduated…

We study stochastic nonconvex optimization under heavy-tailed noise. In this setting, the stochastic gradients only have bounded $p$-th central moment ($p$-BCM) for some $p \in (1,2]$. Building on the foundational work of Arjevani et al.…

This paper considers a stochastic optimization problem over the fixed point sets of quasinonexpansive mappings on Riemannian manifolds. The problem enables us to consider Riemannian hierarchical optimization problems over complicated sets,…

We introduce a hybrid stochastic estimator to design stochastic gradient algorithms for solving stochastic optimization problems. Such a hybrid estimator is a convex combination of two existing biased and unbiased estimators and leads to…

Stochastic gradient optimization methods are broadly used to minimize non-convex smooth objective functions, for instance when training deep neural networks. However, theoretical guarantees on the asymptotic behaviour of these methods…

We study the convergence properties of the original and away-step Frank-Wolfe algorithms for linearly constrained stochastic optimization assuming the availability of unbiased objective function gradient estimates. The objective function is…

In this paper, we show how to transform any optimization problem that arises from fitting a machine learning model into one that (1) detects and removes contaminated data from the training set while (2) simultaneously fitting the trimmed…

Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence…

Low-rank matrix estimation under heavy-tailed noise is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs, especially since robust loss…

This paper focuses on the problem of Differentially Private Stochastic Optimization for (multi-layer) fully connected neural networks with a single output node. In the first part, we examine cases with no hidden nodes, specifically focusing…

Stochastic first-order methods are standard for training large-scale machine learning models. Random behavior may cause a particular run of an algorithm to result in a highly suboptimal objective value, whereas theoretical guarantees are…

We revisit a classical assumption for analyzing stochastic gradient algorithms where the squared norm of the stochastic subgradient (or the variance for smooth problems) is allowed to grow as fast as the squared norm of the optimization…