28 citations · 184 across the 34 of their papers we have counts for
12 papers · 2 filters
Adaptive two-points zero-order accelerated methods for stochastic convex optimization problems
Yuriy Dorn, Osman Osmanov, Timofei Loginov +3
We study stochastic convex optimization, where each sampled function can be evaluated at two arbitrary points. Our accelerated method chooses step sizes, batch sizes and smoothing…
Optimal Rates for Federated Variational Inequalities under different relaxations of bounded variance assumption
Kirill Novoselov, Yuriy Dorn, Darina Dvinskikh +1
We study how interpolation affects local steps and parallel sampling in monotone variational inequalities (VIs), with workers, oracle calls per worker per round, and ro…
Minimax Oracle Call Complexity, Rounds and Admissible Noise in Zeroth-Order Optimization of Highly Smooth Functions
Timofei Loginov, Darina Dvinskikh, Nazarii Tupitsa +3
We study zeroth-order optimization of convex and strongly convex functions with Hölder smoothness of order from values corrupted by random noise with bias independent of the…
Asking the Crowd the Right Question: Bias-Cancelling Weights for Federated Learning
Ilya Kuruzov, Dmitrii Vishovan, Kirill Novoselov +3
A federated objective is a weighted sum of client risks, and the weights are almost always fixed in advance. We treat them instead as the only instrument of a wisdom-of-crowds mech…
Lower Bounds For Gradient-Free Convex Optimization And Convex-Concave Saddle-Point Problems
Yuriy Dorn, Darina Dvinskikh, Timofei Loginov +4
We study the query complexity of optimization with exact scalar-value information. For globally -smooth convex functions on with a minimizer in a Euclidean ball of…
Gradient-Free Methods for Stochastic Convex Optimization with Stochastic Functional Constraints
Vadim Abronin, Alexander Gasnikov, Darina Dvinskikh
We develop accelerated gradient-free methods for stochastic convex optimization with constraints defined by expectations. Our batched primal-dual sliding method uses two-point eval…
Accelerated Consensus and Decentralized Optimization over Slowly Varying Networks
Darina Dvinskikh, Anton Novitskii, Demyan Yarmoshik +3
We study average consensus over slowly time-varying networks and its application to decentralized optimization. We introduce WAVE, a windowed Chebyshev method that limits the accum…
Accelerated Stochastic Method under -Smoothness and Heavy-Tailed Noise
Aleksandr Lobanov, Darina Dvinskikh, Alexander Gasnikov
We develop an accelerated stochastic method for convex -smooth optimization under heavy-tailed noise. The unbiased oracle has a finite -th noise moment, , wi…
The Complexity of Convex Optimization with Mismatched Geometry
Timofei Loginov, Alexander Gasnikov, Yuriy Dorn +4
Optimal first-order methods on non-Euclidean domains such as the ball pair the prox-function with the norm in which smoothness…
Localize, Restart, Accelerate: Stochastic Optimization under Generalized Smoothness
Darina Dvinskikh, Alexander Gasnikov, Aleksandr Lobanov +1
We study stochastic convex optimization under asymmetric \((L_0,L_1)\)-generalized smoothness, a model motivated by machine-learning objectives whose local curvature may grow with…
Wall-Clock Complexity for Zeroth-Order Optimization with Tunable Oracle Fidelity
Alexandra Suvorikova, Igor Pavlov, Artem Vasin +4
Zeroth-order (black-box) optimization is applied when gradients are unavailable and objective evaluations rely on expensive simulations. In many such applications, the oracle fidel…
Stochastic Optimization and Data Science
Arutyun Avetisyan, Darina Dvinskikh, Alexander Gasnikov +3
This paper aims to motivate stochastic optimization problems from a statistical perspective and a statistical learning perspective, where the goal is to maximize the log-likelihood…