243 citations · 409 across the 22 of their papers we have counts for
Showing 2017 · math.PRShow all
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math.PR2017★ 3 cited
On the Global Convergence of Continuous-Time Stochastic Heavy-Ball Method for Nonconvex Optimization
Wenqing Hu, Chris Junchi Li, Xiang Zhou
We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differ…
math.PR2017★ 7 cited
A convergence analysis of the perturbed compositional gradient flow: averaging principle and normal deviations
Wenqing Hu, Chris Junchi Li
We consider in this work a system of two stochastic differential equations named the perturbed compositional gradient flow. By introducing a separation of fast and slow scales of t…
math.PR2017★ 9 cited
On the fast convergence of random perturbations of the gradient flow
Jiaojiao Yang, Wenqing Hu, Chris Junchi Li
We consider in this work small random perturbations (of multiplicative noise type) of the gradient flow. We prove that under mild conditions, when the potential function is a Morse…