2 papers
cs.LG2025
On the fast convergence of minibatch heavy ball momentum
Raghu Bollapragada, Tyler Chen, Rachel Ward
Simple stochastic momentum methods are widely used in machine learning optimization, but their good practical performance is at odds with an absence of theoretical guarantees of ac…
math.NA2024
Randomized matrix-free quadrature: unified and uniform bounds for stochastic Lanczos quadrature and the kernel polynomial method
Tyler Chen, Thomas Trogdon, Shashanka Ubaru
We analyze randomized matrix-free quadrature algorithms for spectrum and spectral sum approximation. The algorithms studied include the kernel polynomial method and stochastic Lanc…