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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
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…