AdaGrad avoids saddle points

K Antonakopoulos, P Mertikopoulos… - International …, 2022 - proceedings.mlr.press
Adaptive first-order methods in optimization have widespread ML applications due to their
ability to adapt to non-convex landscapes. However, their convergence guarantees are …

Nest your adaptive algorithm for parameter-agnostic nonconvex minimax optimization

J Yang, X Li, N He - Advances in Neural Information …, 2022 - proceedings.neurips.cc
Adaptive algorithms like AdaGrad and AMSGrad are successful in nonconvex optimization
owing to their parameter-agnostic ability–requiring no a priori knowledge about problem …

Sifting through the noise: Universal first-order methods for stochastic variational inequalities

K Antonakopoulos, T Pethick, A Kavis… - Advances in …, 2021 - proceedings.neurips.cc
We examine a flexible algorithmic framework for solving monotone variational inequalities in
the presence of randomness and uncertainty. The proposed template encompasses a wide …

UnderGrad: A universal black-box optimization method with almost dimension-free convergence rate guarantees

K Antonakopoulos, DQ Vu, V Cevher… - International …, 2022 - proceedings.mlr.press
Universal methods achieve optimal convergence rate guarantees in convex optimization
without any prior knowledge of the problem's regularity parameters or the attributes of the …

Grad-GradaGrad? A non-monotone adaptive stochastic gradient method

A Defazio, B Zhou, L **ao - arxiv preprint arxiv:2206.06900, 2022 - arxiv.org
The classical AdaGrad method adapts the learning rate by dividing by the square root of a
sum of squared gradients. Because this sum on the denominator is increasing, the method …

Some Methods for Relatively Strongly Monotone Variational Inequalities

FS Stonyakin, AA Titov, DV Makarenko… - arxiv preprint arxiv …, 2021 - arxiv.org
The article is devoted to the development of numerical methods for solving variational
inequalities with relatively strongly monotone operators. We consider two classes of …

A universal black-box optimization method with almost dimension-free convergence rate guarantees

K Antonakopoulos, DQ Vu, V Cevher, KY Levy… - arxiv preprint arxiv …, 2022 - arxiv.org
Universal methods for optimization are designed to achieve theoretically optimal
convergence rates without any prior knowledge of the problem's regularity parameters or the …

Adaptive first-order methods for relatively strongly convex optimization problems

OS Savchuk, AA Titov, FS Stonyakin… - Компьютерные …, 2022 - mathnet.ru
Настоящая статья посвящена некоторым адаптивным методам первого порядка для
оптимизационных задач с относительно сильно выпуклыми функционалами. Недавно …

Numerical Methods for Some Classes of Variational Inequalities with Relatively Strongly Monotone Operators

FS Stonyakin, AA Titov, DV Makarenko, MS Alkousa - Mathematical Notes, 2022 - Springer
The paper deals with a significant extension of the recently proposed class of relatively
strongly convex optimization problems in spaces of large dimension. In the present paper …

Adaptive Algorithms for Optimization Beyond Lipschitz Requirements

K Antonakopoulos - 2022 - theses.hal.science
Several important problems in learning theory and data science involve high-dimensional
optimization objectives that transcend the standard Lipschitz regularity conditions. The …