Adapting to Mixing Time in Stochastic Optimization with Markovian Data

9 February 2022

Papers citing "Adapting to Mixing Time in Stochastic Optimization with Markovian Data"

17 / 17 papers shown

Title
Non-asymptotic Analysis of Biased Adaptive Stochastic Approximation Sobihan Surendran Antoine Godichon-Baggioni Adeline Fermanian Sylvain Le Corff 77 2 0 05 Feb 2024
Streaming Linear System Identification with Reverse Experience Replay Prateek Jain S. Kowshik Dheeraj M. Nagaraj Praneeth Netrapalli OffRL 48 19 0 10 Mar 2021
Large-Scale Methods for Distributionally Robust Optimization Daniel Levy Y. Carmon John C. Duchi Aaron Sidford 70 215 0 12 Oct 2020
Estimating the Mixing Time of Ergodic Markov Chains Geoffrey Wolfer A. Kontorovich 49 42 0 01 Feb 2019
On Markov Chain Gradient Descent Tao Sun Yuejiao Sun W. Yin BDL 33 102 0 12 Sep 2018
Online Adaptive Methods, Universality and Acceleration Kfir Y. Levy A. Yurtsever Volkan Cevher ODL 57 92 0 08 Sep 2018
On the Convergence of Adaptive Gradient Methods for Nonconvex Optimization Dongruo Zhou Yiqi Tang Yuan Cao Ziyan Yang Quanquan Gu 50 151 0 16 Aug 2018
A Finite Time Analysis of Temporal Difference Learning With Linear Function Approximation Jalaj Bhandari Daniel Russo Raghav Singal 101 339 0 06 Jun 2018
On the Convergence of Stochastic Gradient Descent with Adaptive Stepsizes Xiaoyun Li Francesco Orabona 64 295 0 21 May 2018
How To Make the Gradients Small Stochastically: Even Faster Convex and Nonconvex SGD Zeyuan Allen-Zhu ODL 68 170 0 08 Jan 2018
Mixing time estimation in reversible Markov chains from a single sample path Daniel J. Hsu A. Kontorovich D. A. Levin Yuval Peres Csaba Szepesvári 65 83 0 24 Aug 2017
A General and Adaptive Robust Loss Function Jonathan T. Barron OOD DRL 158 537 0 11 Jan 2017
Playing Atari with Deep Reinforcement Learning Volodymyr Mnih Koray Kavukcuoglu David Silver Alex Graves Ioannis Antonoglou Daan Wierstra Martin Riedmiller 114 12,201 0 19 Dec 2013
Optimization, Learning, and Games with Predictable Sequences Alexander Rakhlin Karthik Sridharan 83 379 0 08 Nov 2013
Stochastic First- and Zeroth-order Methods for Nonconvex Stochastic Programming Saeed Ghadimi Guanghui Lan ODL 120 1,547 0 22 Sep 2013
Ergodic Mirror Descent John C. Duchi Alekh Agarwal M. Johansson Michael I. Jordan 149 125 0 24 May 2011
Information-theoretic lower bounds on the oracle complexity of stochastic convex optimization Alekh Agarwal Peter L. Bartlett Pradeep Ravikumar Martin J. Wainwright 165 250 0 03 Sep 2010