StochasticSignDescentMethods:NewAlgorithmsandBetterTheoryMherSafaryan1PeterRichtárik12Abstracthencethetrainingdataistypicallysplitandstoredacrossanumberofcomputenodescapableofworkinginparallel.Var...
StabilityandGeneralizationofStochasticGradientMethodsforMinimaxProblemsYunwenLei1ZhenhuanYang2TianbaoYang3YimingYing2Abstracting(Goodfellowetal.,2014),robustoptimization(Chenetal.,2017;Namkoong&Duc...
PrivateAdaptiveGradientMethodsforConvexOptimizationHilalAsi12JohnDuchi23AlirezaFallah41OmidJavidbakht5KunalTalwar5Abstractopingprivatevariantsofstochasticgradientdescent(SGD),wherealgorithmsguarant...
First-OrderMethodsforWassersteinDistributionallyRobustMDPsJulienGrand-Cle´ment1ChristianKroer1Abstractpolicies,astheyoptimizeonlyfortheworst-casekernelre-alization,withoutincorporatingdistribution...
FastStochasticBregmanGradientMethods:SharpAnalysisandVarianceReductionRadu-AlexandruDragomir12MathieuEven23HadrienHendrikx23Abstractgoalistorecoveranunknownsignalfromalargenumberofnoisyobservations...
DistributedSecondOrderMethodswithFastRatesandCompressedCommunicationRustemIslamov12XunQian1PeterRichta´rik1Abstract1.IntroductionWedevelopseveralnewcommunication-efficientTheprevalentparadigmfortr...
Classifyinghigh-dimensionalGaussianmixtures:WherekernelMethodsfailandneuralnetworkssucceedMariaRefinetti12SebastianGoldt3FlorentKrzakala2LenkaZdeborová4Abstractetal.,2018;Allen-Zhuetal.,2018;Li&Li...
ConsistentNonparametricMethodsforNetworkAssistedCovariateEstimationXueyuMao1DeepayanChakrabarti2PurnamritaSarkar3Abstractforinvestigatingprivacyinsocialnetworks,amongothers.Thus,ageneralsolutiontot...
ApproximationTheoryBasedMethodsforRKHSBanditsShoTakemori1MasahiroSato1AbstracttheadversarialRKHSbanditproblem,wherealearnerinter-actswithasequenceofanyfunctionsfromtheRKHSwithTheRKHSbanditproblem(a...
StochasticHamiltonianGradientMethodsforSmoothGamesNicolasLoizou1HugoBerard12AlexiaJolicoeur-Martineau1PascalVincent†12SimonLacoste-Julien†1IoannisMitliagkas†1Abstractforeveryx1∈Rd1andx2∈Rd2.We...
QuadraticallyRegularizedSubgradientMethodsforWeaklyConvexOptimizationwithWeaklyConvexConstraintsRunchaoMa1QihangLin1TianbaoYang2AbstractHere,weassumethatX⊂Rdisacompactconvexsetthatallowsforasimple...
OptimalRandomizedFirst-OrderMethodsforLeast-SquaresProblemsJonathanLacotte1MertPilanci1AbstractwhereA∈Rn×disagivendatamatrixwithndandb∈Rnisavectorofobservations.Forsimplicityofnotations,Weprovid...
Momentum-BasedPolicyGradientMethodsFeihuHuang1ShangqianGao1JianPei2HengHuang13Abstracttimesteps,andthenmaximizesthelong-termcumulativerewardstoobtainanoptimalpolicy.Duetoeasyimple-Inthepaper,weprop...
Mix-n-Match:EnsembleandCompositionalMethodsforUncertaintyCalibrationinDeepLearningJizeZhang1BhavyaKailkhura1T.Yong-JinHan1AbstractFigure1.(Top):(left)TemperatureScaling(TS)(Guoetal.,2017)isdata-ef...
KernelMethodsforCooperativeContextualBanditsAbhimanyuDubey1AlexPentland1Abstracttoselectactionsthatminimizetheexpectedgroupregret:Cooperativemulti-agentdecisionmakinginvolvesTagroupofagentscooperat...
InexactTensorMethodswithDynamicAccuraciesNikitaDoikov1YuriiNesterov2Abstractberg,2018;Doikov&Richta´rik,2018;Wangetal.,2018;Zhouetal.,2019),whichhavebetterconvergencerate,thanInthispaper,westudyin...
InertialBlockProximalMethodsForNon-ConvexNon-SmoothOptimizationLeThiKhanhHien1NicolasGillis1PanagiotisPatrinos2Abstractbutpossiblynon-smoothnon-convexfunction,andr(x)=Weproposeinertialversionsofblo...
FromLocalSGDtoLocalFixed-PointMethodsforFederatedLearningGrigoryMalinovsky1DmitryKovalev2ElnurGasanov2LaurentCondat2PeterRichtárik2Abstractoneplaceistocommunicate,tokeepmovingtowardsthesolutionoft...
EstimatingtheErrorofRandomizedNewtonMethods:ABootstrapApproachJessieX.T.Chen1MilesE.Lopes2AbstractresearchhasbeendrivenbythefactthatcomputinganinverseHessiantomachineprecisioncanbeverycostlyRandomi...
ConditionalgradientMethodsforstochasticallyconstrainedconvexminimizationMaria-LuizaVladarean1AhmetAlacaoglu1Ya-PingHsieh1VolkanCevher1Abstractandoptimalcontrolproblemshavevariableslyinginapossi-bly...