AdaGrad avoids saddle points
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 …
ability to adapt to non-convex landscapes. However, their convergence guarantees are …
Nest your adaptive algorithm for parameter-agnostic nonconvex minimax optimization
Adaptive algorithms like AdaGrad and AMSGrad are successful in nonconvex optimization
owing to their parameter-agnostic ability–requiring no a priori knowledge about problem …
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
We examine a flexible algorithmic framework for solving monotone variational inequalities in
the presence of randomness and uncertainty. The proposed template encompasses a wide …
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
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 …
without any prior knowledge of the problem's regularity parameters or the attributes of the …
Grad-GradaGrad? A non-monotone adaptive stochastic gradient method
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 …
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 …
inequalities with relatively strongly monotone operators. We consider two classes of …
A universal black-box optimization method with almost dimension-free convergence rate guarantees
Universal methods for optimization are designed to achieve theoretically optimal
convergence rates without any prior knowledge of the problem's regularity parameters or the …
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 …
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 …
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 …
optimization objectives that transcend the standard Lipschitz regularity conditions. The …