Stochastic Extragradient: General Analysis and Improved Rates

Stochastic Extragradient: General Analysis and Improved Rates

16 November 2021

Eduard A. Gorbunov

Papers citing "Stochastic Extragradient: General Analysis and Improved Rates"

9 / 9 papers shown

Title
Learning Variational Inequalities from Data: Fast Generalization Rates under Strong Monotonicity Eric Zhao Tatjana Chavdarova Michael I. Jordan 50 0 0 20 Feb 2025
Stochastic Polyak Step-sizes and Momentum: Convergence Guarantees and Practical Performance Dimitris Oikonomou Nicolas Loizou 55 4 0 06 Jun 2024
Communication-Efficient Gradient Descent-Accent Methods for Distributed Variational Inequalities: Unified Analysis and Local Updates Siqi Zhang S. Choudhury Sebastian U. Stich Nicolas Loizou FedML 19 3 0 08 Jun 2023
First Order Methods with Markovian Noise: from Acceleration to Variational Inequalities Aleksandr Beznosikov S. Samsonov Marina Sheshukova Alexander Gasnikov A. Naumov Eric Moulines 39 14 0 25 May 2023
Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditions S. Choudhury Eduard A. Gorbunov Nicolas Loizou 25 13 0 27 Feb 2023
Solving stochastic weak Minty variational inequalities without increasing batch size Thomas Pethick Olivier Fercoq P. Latafat Panagiotis Patrinos V. Cevher 13 23 0 17 Feb 2023
SARAH-based Variance-reduced Algorithm for Stochastic Finite-sum Cocoercive Variational Inequalities Aleksandr Beznosikov Alexander Gasnikov 34 2 0 12 Oct 2022
Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey Aleksandr Beznosikov Boris Polyak Eduard A. Gorbunov D. Kovalev Alexander Gasnikov 42 31 0 29 Aug 2022
Stochastic Gradient Descent-Ascent: Unified Theory and New Efficient Methods Aleksandr Beznosikov Eduard A. Gorbunov Hugo Berard Nicolas Loizou 19 48 0 15 Feb 2022