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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…
math.OC2022★ 1 cited
Adaptive Zeroth-Order Optimisation of Nonconvex Composite Objectives
Weijia Shao, Sahin Albayrak
In this paper, we propose and analyze algorithms for zeroth-order optimization of non-convex composite objectives, focusing on reducing the complexity dependence on dimensionality.…
math.OC2022
Optimistic Optimisation of Composite Objective with Exponentiated Update
Weijia Shao, Fikret Sivrikaya, Sahin Albayrak
This paper proposes a new family of algorithms for the online optimisation of composite objectives. The algorithms can be interpreted as the combination of the exponentiated gradie…