209 citations · 415 across the 30 of their papers we have counts for
4 papers · 1 filter
Adaptive Sketch-and-Project Methods for Solving Linear Systems
Robert Gower, Denali Molitor, Jacob Moorman +1
We present new adaptive sampling rules for the sketch-and-project method for solving linear systems. To deduce our new sampling rules, we first show how the progress of one step of…
Towards closing the gap between the theory and practice of SVRG
Othmane Sebbouh, Nidham Gazagnadou, Samy Jelassi +2
Among the very first variance reduced stochastic methods for solving the empirical risk minimization problem was the SVRG method (Johnson & Zhang 2013). SVRG is an inner-outer loop…
RSN: Randomized Subspace Newton
Robert M. Gower, Dmitry Kovalev, Felix Lieder +1
We develop a randomized Newton method capable of solving learning problems with huge dimensional feature spaces, which is a common setting in applications such as medical imaging,…
SGD: General Analysis and Improved Rates
Robert Mansel Gower, Nicolas Loizou, Xun Qian +3
We propose a general yet simple theorem describing the convergence of SGD under the arbitrary sampling paradigm. Our theorem describes the convergence of an infinite array of varia…