95 citations · 430 across the 31 of their papers we have counts for
5 papers · 1 filter
Fast Stochastic Methods for Nonsmooth Nonconvex Optimization
Sashank J. Reddi, Suvrit Sra, Barnabas Poczos +1
We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike…
Stochastic Variance Reduction for Nonconvex Optimization
Sashank J. Reddi, Ahmed Hefny, Suvrit Sra +2
We study nonconvex finite-sum problems and analyze stochastic variance reduced gradient (SVRG) methods for them. SVRG and related methods have recently surged into prominence for c…
Generalized Exponential Concentration Inequality for Rényi Divergence Estimation
Shashank Singh, Barnabás Póczos
Estimating divergences in a consistent way is of great importance in many machine learning tasks. Although this is a fundamental problem in nonparametric statistics, to the best of…
Exponential Concentration of a Density Functional Estimator
Shashank Singh, Barnabás P óczos
We analyze a plug-in estimator for a large class of integral functionals of one or more continuous probability densities. This class includes important families of entropy, diverge…
Fast Incremental Method for Nonconvex Optimization
Sashank J. Reddi, Suvrit Sra, Barnabas Poczos +1
We analyze a fast incremental aggregated gradient method for optimizing nonconvex problems of the form . Specifically, we analyze the SAGA algorithm within an…