2 papers
math.OC2022
Adaptive Stochastic Optimisation of Nonconvex Composite Objectives
Weijia Shao, Fikret Sivrikaya, Sahin Albayrak
In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without req…
cs.LG2019
Graduated Optimization of Black-Box Functions
Weijia Shao, Christian Geißler, Fikret Sivrikaya
Motivated by the problem of tuning hyperparameters in machine learning, we present a new approach for gradually and adaptively optimizing an unknown function using estimated gradie…