23 citations · 33 across the 6 of their papers we have counts for
6 papers · 1 filter
AdaGrad-Diff: A New Version of the Adaptive Gradient Algorithm
Matia Bojovic, Saverio Salzo, Massimiliano Pontil
Vanilla gradient methods are often highly sensitive to the choice of stepsize, which typically requires manual tuning. Adaptive methods alleviate this issue and have therefore beco…
On the Iteration Complexity of Hypergradient Computation
Riccardo Grazzi, Luca Franceschi, Massimiliano Pontil +1
We study a general class of bilevel problems, consisting in the minimization of an upper-level objective which depends on the solution to a parametric fixed-point equation. Importa…
Sinkhorn Barycenters with Free Support via Frank-Wolfe Algorithm
Giulia Luise, Saverio Salzo, Massimiliano Pontil +1
We present a novel algorithm to estimate the barycenter of arbitrary probability distributions with respect to the Sinkhorn divergence. Based on a Frank-Wolfe optimization strategy…
Bilevel Programming for Hyperparameter Optimization and Meta-Learning
Luca Franceschi, Paolo Frasconi, Saverio Salzo +2
We introduce a framework based on bilevel programming that unifies gradient-based hyperparameter optimization and meta-learning. We show that an approximate version of the bilevel…
Latent Variable Time-varying Network Inference
Federico Tomasi, Veronica Tozzo, Saverio Salzo +1
In many applications of finance, biology and sociology, complex systems involve entities interacting with each other. These processes have the peculiarity of evolving over time and…
Solving -norm regularization with tensor kernels
Saverio Salzo, Johan A. K. Suykens, Lorenzo Rosasco
In this paper, we discuss how a suitable family of tensor kernels can be used to efficiently solve nonparametric extensions of regularized learning methods. Our main contr…