44 citations · 543 across the 47 of their papers we have counts for
3 papers · 1 filter
The Heavy-Tail Phenomenon in SGD
Mert Gurbuzbalaban, Umut Şimşekli, Lingjiong Zhu
In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learnin…
Robust Distributed Accelerated Stochastic Gradient Methods for Multi-Agent Networks
Alireza Fallah, Mert Gurbuzbalaban, Asuman Ozdaglar +2
We study distributed stochastic gradient (D-SG) method and its accelerated variant (D-ASG) for solving decentralized strongly convex stochastic optimization problems where the obje…
Non-Asymptotic Analysis of Fractional Langevin Monte Carlo for Non-Convex Optimization
Thanh Huy Nguyen, Umut Şimşekli, Gaël Richard
Recent studies on diffusion-based sampling methods have shown that Langevin Monte Carlo (LMC) algorithms can be beneficial for non-convex optimization, and rigorous theoretical gua…