209 citations · 415 across the 30 of their papers we have counts for
4 papers · 1 filter
A general sample complexity analysis of vanilla policy gradient
Rui Yuan, Robert M. Gower, Alessandro Lazaric
We adapt recent tools developed for the analysis of Stochastic Gradient Descent (SGD) in non-convex optimization to obtain convergence and sample complexity guarantees for the vani…
Stochastic Polyak Stepsize with a Moving Target
Robert M. Gower, Aaron Defazio, Michael Rabbat
We propose a new stochastic gradient method called MOTAPS (Moving Targetted Polyak Stepsize) that uses recorded past loss values to compute adaptive stepsizes. MOTAPS can be seen a…
SAN: Stochastic Average Newton Algorithm for Minimizing Finite Sums
Jiabin Chen, Rui Yuan, Guillaume Garrigos +1
We present a principled approach for designing stochastic Newton methods for solving finite sum optimization problems. Our approach has two steps. First, we re-write the stationari…
: A Fast sketching based solver for large scale ridge regression
Nidham Gazagnadou, Mark Ibrahim, Robert M. Gower
We propose new variants of the sketch-and-project method for solving large scale ridge regression problems. Firstly, we propose a new momentum alternative and provide a theorem sho…