Investigating Variance Definitions for Stochastic Mirror Descent with Relative Smoothness

H Hendrikx - 2024 - openreview.net
Mirror Descent is a popular algorithm, that extends Gradients Descent (GD) beyond the
Euclidean geometry. One of its benefits is to enable strong convergence guarantees through …

Optimization tools for non-asymptotic statistics in exponential families

R Le Priol - 2022 - papyrus.bib.umontreal.ca
Exponential families are a ubiquitous class of models in statistics. On the one hand, they can
model any data type. Actually, the most common distributions are exponential families …