v1v2 (latest)

ProxSARAH: An Efficient Algorithmic Framework for Stochastic Composite Nonconvex Optimization

15 February 2019

Papers citing "ProxSARAH: An Efficient Algorithmic Framework for Stochastic Composite Nonconvex Optimization"

30 / 30 papers shown

Title
Lower Bounds for Non-Convex Stochastic Optimization Yossi Arjevani Y. Carmon John C. Duchi Dylan J. Foster Nathan Srebro Blake E. Woodworth 93 363 0 05 Dec 2019
Momentum Schemes with Stochastic Variance Reduction for Nonconvex Composite Optimization Yi Zhou Zhe Wang Kaiyi Ji Yingbin Liang Vahid Tarokh ODL 67 14 0 07 Feb 2019
Lower Bounds for Smooth Nonconvex Finite-Sum Optimization Dongruo Zhou Quanquan Gu 69 45 0 31 Jan 2019
Finite-Sum Smooth Optimization with SARAH Lam M. Nguyen Marten van Dijk Dzung Phan Phuong Ha Nguyen Tsui-Wei Weng Jayant Kalagnanam 61 23 0 22 Jan 2019
Inexact SARAH Algorithm for Stochastic Optimization Lam M. Nguyen K. Scheinberg Martin Takáč 64 51 0 25 Nov 2018
SpiderBoost and Momentum: Faster Stochastic Variance Reduction Algorithms Zhe Wang Kaiyi Ji Yi Zhou Yingbin Liang Vahid Tarokh ODL 79 82 0 25 Oct 2018
SPIDER: Near-Optimal Non-Convex Optimization via Stochastic Path Integrated Differential Estimator Cong Fang C. J. Li Zhouchen Lin Tong Zhang 95 580 0 04 Jul 2018
Stochastic Nested Variance Reduction for Nonconvex Optimization Dongruo Zhou Pan Xu Quanquan Gu 70 147 0 20 Jun 2018
A Simple Proximal Stochastic Gradient Method for Nonsmooth Nonconvex Optimization Zhize Li Jian Li 69 116 0 13 Feb 2018
When Does Stochastic Gradient Algorithm Work Well? Lam M. Nguyen Nam H. Nguyen Dzung Phan Jayant Kalagnanam K. Scheinberg 65 15 0 18 Jan 2018
Neon2: Finding Local Minima via First-Order Oracles Zeyuan Allen-Zhu Yuanzhi Li 77 131 0 17 Nov 2017
Natasha 2: Faster Non-Convex Optimization Than SGD Zeyuan Allen-Zhu ODL 79 246 0 29 Aug 2017
Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications A. Chambolle Matthias Joachim Ehrhardt Peter Richtárik Carola-Bibiane Schönlieb 90 187 0 15 Jun 2017
Stochastic Recursive Gradient Algorithm for Nonconvex Optimization Lam M. Nguyen Jie Liu K. Scheinberg Martin Takáč 62 94 0 20 May 2017
SARAH: A Novel Method for Machine Learning Problems Using Stochastic Recursive Gradient Lam M. Nguyen Jie Liu K. Scheinberg Martin Takáč ODL 171 607 0 01 Mar 2017
Less than a Single Pass: Stochastically Controlled Stochastic Gradient Method Lihua Lei Michael I. Jordan 92 96 0 12 Sep 2016
Linear Convergence of Gradient and Proximal-Gradient Methods Under the Polyak-Łojasiewicz Condition Hamed Karimi J. Nutini Mark Schmidt 280 1,221 0 16 Aug 2016
Stochastic Frank-Wolfe Methods for Nonconvex Optimization Sashank J. Reddi S. Sra Barnabás Póczós Alex Smola 64 140 0 27 Jul 2016
Optimization Methods for Large-Scale Machine Learning Léon Bottou Frank E. Curtis J. Nocedal 249 3,225 0 15 Jun 2016
Katyusha: The First Direct Acceleration of Stochastic Gradient Methods Zeyuan Allen-Zhu ODL 114 581 0 18 Mar 2016
Stop Wasting My Gradients: Practical SVRG Reza Babanezhad Mohamed Osama Ahmed Alim Virani Mark Schmidt Jakub Konecný Scott Sallinen 80 134 0 05 Nov 2015
Improved SVRG for Non-Strongly-Convex or Sum-of-Non-Convex Objectives Zeyuan Allen-Zhu Yang Yuan 87 199 0 05 Jun 2015
Competing with the Empirical Risk Minimizer in a Single Pass Roy Frostig Rong Ge Sham Kakade Aaron Sidford 69 100 0 20 Dec 2014
SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives Aaron Defazio Francis R. Bach Simon Lacoste-Julien ODL 135 1,828 0 01 Jul 2014
A Proximal Stochastic Gradient Method with Progressive Variance Reduction Lin Xiao Tong Zhang ODL 160 739 0 19 Mar 2014
Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming Saeed Ghadimi Guanghui Lan ODL 122 1,562 0 22 Sep 2013
Minimizing Finite Sums with the Stochastic Average Gradient Mark Schmidt Nicolas Le Roux Francis R. Bach 324 1,250 0 10 Sep 2013
Accelerated Proximal Stochastic Dual Coordinate Ascent for Regularized Loss Minimization Shai Shalev-Shwartz Tong Zhang ODL 105 463 0 10 Sep 2013
Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization Shai Shalev-Shwartz Tong Zhang 190 1,033 0 10 Sep 2012
Information-theoretic lower bounds on the oracle complexity of stochastic convex optimization Alekh Agarwal Peter L. Bartlett Pradeep Ravikumar Martin J. Wainwright 205 251 0 03 Sep 2010