3 citations · 5 across the 3 of their papers we have counts for
3 papers · 1 filter
Structured Transforms Across Spaces with Cost-Regularized Optimal Transport
Othmane Sebbouh, Marco Cuturi, Gabriel Peyré
Matching a source to a target probability measure is often solved by instantiating a linear optimal transport (OT) problem, parameterized by a ground cost function that quantifies…
Unified Analysis of Stochastic Gradient Methods for Composite Convex and Smooth Optimization
Ahmed Khaled, Othmane Sebbouh, Nicolas Loizou +2
We present a unified theorem for the convergence analysis of stochastic gradient algorithms for minimizing a smooth and convex loss plus a convex regularizer. We do this by extendi…
Almost sure convergence rates for Stochastic Gradient Descent and Stochastic Heavy Ball
Othmane Sebbouh, Robert M. Gower, Aaron Defazio
We study stochastic gradient descent (SGD) and the stochastic heavy ball method (SHB, otherwise known as the momentum method) for the general stochastic approximation problem. For…