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03/22/2023
Stochastic Nonsmooth Convex Optimization with Heavy-Tailed Noises
Recently, several studies consider the stochastic optimization problem b...
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02/28/2023
High Probability Convergence of Stochastic Gradient Methods
In this work, we describe a generic approach to show convergence with hi...
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02/14/2023
Breaking the Lower Bound with (Little) Structure: Acceleration in Non-Convex Stochastic Optimization with Heavy-Tailed Noise
We consider the stochastic optimization problem with smooth but not nece...
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02/13/2023
Near-Optimal High-Probability Convergence for Non-Convex Stochastic Optimization with Variance Reduction
Traditional analyses for non-convex stochastic optimization problems cha...
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09/29/2022
META-STORM: Generalized Fully-Adaptive Variance Reduced SGD for Unbounded Functions
We study the application of variance reduction (VR) techniques to genera...
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09/29/2022
On the Convergence of AdaGrad on ^d: Beyond Convexity, Non-Asymptotic Rate and Acceleration
Existing analysis of AdaGrad and other adaptive methods for smooth conve...
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01/28/2022
Adaptive Accelerated (Extra-)Gradient Methods with Variance Reduction
In this paper, we study the finite-sum convex optimization problem focus...
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01/05/2020
