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math.OC2020
Stochastic Modified Equations for Continuous Limit of Stochastic ADMM
Xiang Zhou, Huizhuo Yuan, Chris Junchi Li +1
Stochastic version of alternating direction method of multiplier (ADMM) and its variants (linearized ADMM, gradient-based ADMM) plays a key role for modern large scale machine lear…
math.OC2018
SPIDER: Near-Optimal Non-Convex Optimization via Stochastic Path Integrated Differential Estimator
Cong Fang, Chris Junchi Li, Zhouchen Lin +1
In this paper, we propose a new technique named \textit{Stochastic Path-Integrated Differential EstimatoR} (SPIDER), which can be used to track many deterministic quantities of int…