Momentum with Variance Reduction for Nonconvex Composition Optimization

15 May 2020

Papers citing "Momentum with Variance Reduction for Nonconvex Composition Optimization"

21 / 21 papers shown

Title
Nonconvex Stochastic Nested Optimization via Stochastic ADMM Zhongruo Wang 21 2 0 12 Nov 2019
Katyusha Acceleration for Convex Finite-Sum Compositional Optimization Yibo Xu Yangyang Xu 111 13 0 24 Oct 2019
Multi-Level Composite Stochastic Optimization via Nested Variance Reduction Junyu Zhang Lin Xiao 89 54 0 29 Aug 2019
A Stochastic Composite Gradient Method with Incremental Variance Reduction Junyu Zhang Lin Xiao 34 67 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 33 140 0 15 Feb 2019
SPIDER: Near-Optimal Non-Convex Optimization via Stochastic Path Integrated Differential Estimator Cong Fang C. J. Li Zhouchen Lin Tong Zhang 83 572 0 04 Jul 2018
A Simple Proximal Stochastic Gradient Method for Nonsmooth Nonconvex Optimization Zhize Li Jian Li 60 116 0 13 Feb 2018
Variance Reduced methods for Non-convex Composition Optimization Liu Liu Ji Liu Dacheng Tao 45 23 0 13 Nov 2017
Accelerated Method for Stochastic Composition Optimization with Nonsmooth Regularization Zhouyuan Huo Bin Gu Ji Liu Heng-Chiao Huang 64 50 0 10 Nov 2017
Natasha 2: Faster Non-Convex Optimization Than SGD Zeyuan Allen-Zhu ODL 64 245 0 29 Aug 2017
Stochastic Recursive Gradient Algorithm for Nonconvex Optimization Lam M. Nguyen Jie Liu K. Scheinberg Martin Takáč 55 94 0 20 May 2017
Convergence Analysis of Proximal Gradient with Momentum for Nonconvex Optimization Qunwei Li Yi Zhou Yingbin Liang P. Varshney 101 94 0 14 May 2017
SARAH: A Novel Method for Machine Learning Problems Using Stochastic Recursive Gradient Lam M. Nguyen Jie Liu K. Scheinberg Martin Takáč ODL 157 601 0 01 Mar 2017
Natasha: Faster Non-Convex Stochastic Optimization Via Strongly Non-Convex Parameter Zeyuan Allen-Zhu 57 80 0 02 Feb 2017
Accelerating Stochastic Composition Optimization Mengdi Wang Ji Liu Ethan X. Fang 49 147 0 25 Jul 2016
Stochastic Variance Reduction for Nonconvex Optimization Sashank J. Reddi Ahmed S. Hefny S. Sra Barnabás Póczós Alex Smola 80 598 0 19 Mar 2016
Katyusha: The First Direct Acceleration of Stochastic Gradient Methods Zeyuan Allen-Zhu ODL 85 580 0 18 Mar 2016
Variance Reduction for Faster Non-Convex Optimization Zeyuan Allen-Zhu Elad Hazan ODL 102 391 0 17 Mar 2016
Stochastic Compositional Gradient Descent: Algorithms for Minimizing Compositions of Expected-Value Functions Mengdi Wang Ethan X. Fang Han Liu 79 261 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 110 1,817 0 01 Jul 2014
Variable selection in nonparametric additive models Jian Huang J. Horowitz Fengrong Wei 213 550 0 20 Oct 2010