105 citations · 160 across the 25 of their papers we have counts for
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High Probability Bounds for Stochastic Subgradient Schemes with Heavy Tailed Noise
Daniela A. Parletta, Andrea Paudice, Massimiliano Pontil +1
In this work we study high probability bounds for stochastic subgradient methods under heavy tailed noise. In this setting the noise is only assumed to have finite variance as oppo…
Bilevel Optimization with a Lower-level Contraction: Optimal Sample Complexity without Warm-start
Riccardo Grazzi, Massimiliano Pontil, Saverio Salzo
We analyse a general class of bilevel problems, in which the upper-level problem consists in the minimization of a smooth objective function and the lower-level problem is to find…
Convergence of an Asynchronous Block-Coordinate Forward-Backward Algorithm for Convex Composite Optimization
Cheik Traoré, Saverio Salzo, Silvia Villa
In this paper, we study the convergence properties of a randomized block-coordinate descent algorithm for the minimization of a composite convex objective function, where the block…