17 citations · 35 across the 9 of their papers we have counts for
9 papers
Entropic Risk-Averse Generalized Momentum Methods
Bugra Can, Mert Gürbüzbalaban
In the context of first-order algorithms subject to random gradient noise, we study the trade-offs between the convergence rate (which quantifies how fast the initial conditions ar…
A Variance-Reduced Stochastic Accelerated Primal Dual Algorithm
Bugra Can, Mert Gurbuzbalaban, Necdet Serhat Aybat
In this work, we consider strongly convex strongly concave (SCSC) saddle point (SP) problems where is -smooth,…
L-DQN: An Asynchronous Limited-Memory Distributed Quasi-Newton Method
Bugra Can, Saeed Soori, Maryam Mehri Dehnavi +1
This work proposes a distributed algorithm for solving empirical risk minimization problems, called L-DQN, under the master/worker communication model. L-DQN is a distributed limit…
TENGraD: Time-Efficient Natural Gradient Descent with Exact Fisher-Block Inversion
Saeed Soori, Bugra Can, Baourun Mu +2
This work proposes a time-efficient Natural Gradient Descent method, called TENGraD, with linear convergence guarantees. Computing the inverse of the neural network's Fisher inform…
IDEAL: Inexact DEcentralized Accelerated Augmented Lagrangian Method
Yossi Arjevani, Joan Bruna, Bugra Can +3
We introduce a framework for designing primal methods under the decentralized optimization setting where local functions are smooth and strongly convex. Our approach consists of ap…
Conditional Law and Occupation Times of Two-Sided Sticky Brownian Motion
Bugra Can, Mine Caglar
Sticky Brownian motion on the real line can be obtained as a weak solution of a system of stochastic differential equations. We find the conditional distribution of the process giv…