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.PR2024
Concentration Inequalities for Sums of Markov Dependent Random Matrices
Joe Neeman, Bobby Shi, Rachel Ward
We give Hoeffding and Bernstein-type concentration inequalities for the largest eigenvalue of sums of random matrices arising from a Markov chain. We consider time-dependent matrix…