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Multi-Level Composite Stochastic Optimization via Nested Variance Reduction

29 August 2019

Papers citing "Multi-Level Composite Stochastic Optimization via Nested Variance Reduction"

21 / 21 papers shown

Title
Stochastic Compositional Optimization with Compositional Constraints Shuoguang Yang Wei You Zhe Zhang Ethan X. Fang 70 3 0 09 Sep 2022
A Stochastic Composite Gradient Method with Incremental Variance Reduction Junyu Zhang Lin Xiao 51 68 0 24 Jun 2019
ProxSARAH: An Efficient Algorithmic Framework for Stochastic Composite Nonconvex Optimization Nhan H. Pham Lam M. Nguyen Dzung Phan Quoc Tran-Dinh 73 141 0 15 Feb 2019
SpiderBoost and Momentum: Faster Stochastic Variance Reduction Algorithms Zhe Wang Kaiyi Ji Yi Zhou Yingbin Liang Vahid Tarokh ODL 91 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 102 580 0 04 Jul 2018
Improved Sample Complexity for Stochastic Compositional Variance Reduced Gradient Tianyi Lin Chenyou Fan Mengdi Wang Michael I. Jordan 56 24 0 01 Jun 2018
Adversarial Examples: Attacks and Defenses for Deep Learning Xiaoyong Yuan Pan He Qile Zhu Xiaolin Li SILM AAML 101 1,625 0 19 Dec 2017
Unbiased Simulation for Optimizing Stochastic Function Compositions Jose H. Blanchet Shiqian Ma G. Iyengar Fengpei Li Chao Zhou 65 19 0 20 Nov 2017
Accelerated Method for Stochastic Composition Optimization with Nonsmooth Regularization Zhouyuan Huo Bin Gu Ji Liu Heng-Chiao Huang 91 51 0 10 Nov 2017
Natasha 2: Faster Non-Convex Optimization Than SGD Zeyuan Allen-Zhu ODL 90 246 0 29 Aug 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
Accelerating Stochastic Composition Optimization Mengdi Wang Ji Liu Ethan X. Fang 80 148 0 25 Jul 2016
Stochastic Variance Reduction for Nonconvex Optimization Sashank J. Reddi Ahmed S. Hefny S. Sra Barnabás Póczós Alex Smola 119 604 0 19 Mar 2016
Variance Reduction for Faster Non-Convex Optimization Zeyuan Allen-Zhu Elad Hazan ODL 127 392 0 17 Mar 2016
Improved SVRG for Non-Strongly-Convex or Sum-of-Non-Convex Objectives Zeyuan Allen-Zhu Yang Yuan 98 199 0 05 Jun 2015
Statistical Estimation of Composite Risk Functionals and Risk Optimization Problems Darinka Dentcheva S. Penev A. Ruszczynski 56 71 0 10 Apr 2015
Stochastic Compositional Gradient Descent: Algorithms for Minimizing Compositions of Expected-Value Functions Mengdi Wang Ethan X. Fang Han Liu 106 264 0 14 Nov 2014
SAGA: A Fast Incremental Gradient Method With Support for Non-Strongly Convex Composite Objectives Aaron Defazio Francis R. Bach Simon Lacoste-Julien ODL 137 1,828 0 01 Jul 2014
A Proximal Stochastic Gradient Method with Progressive Variance Reduction Lin Xiao Tong Zhang ODL 163 741 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
Optimal Distributed Online Prediction using Mini-Batches O. Dekel Ran Gilad-Bachrach Ohad Shamir Lin Xiao 280 685 0 07 Dec 2010