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math.OC2019
A Stochastic Derivative Free Optimization Method with Momentum
Eduard Gorbunov, Adel Bibi, Ozan Sener +2
We consider the problem of unconstrained minimization of a smooth objective function in in setting where only function evaluations are possible. We propose and analy…
math.OC2019
A Stochastic Derivative-Free Optimization Method with Importance Sampling: Theory and Learning to Control
Adel Bibi, El Houcine Bergou, Ozan Sener +2
We consider the problem of unconstrained minimization of a smooth objective function in in a setting where only function evaluations are possible. While importance sampling…
math.OC2018
Improving SAGA via a Probabilistic Interpolation with Gradient Descent
Adel Bibi, Alibek Sailanbayev, Bernard Ghanem +2
We develop and analyze a new algorithm for empirical risk minimization, which is the key paradigm for training supervised machine learning models. Our method---SAGD---is based on a…