290 citations · 492 across the 36 of their papers we have counts for
3 papers · 1 filter
Stepsize Hedging: an Alternative Mechanism for Accelerating Gradient Descent
Jason M. Altschuler, Pablo A. Parrilo
Can gradient descent be accelerated by just choosing better stepsizes? Surprisingly, the answer is yes. This short expository article provides an accessible introduction to this ph…
Negative Momentum for Convex-Concave Optimization
Henry Shugart, Shuyi Wang, Jason M. Altschuler
This paper revisits momentum in the context of min-max optimization. Momentum is a celebrated mechanism for accelerating gradient dynamics in settings like convex minimization, but…
Algorithmic warm starts for Hamiltonian Monte Carlo
Matthew S. Zhang, Jason M. Altschuler, Sinho Chewi
Generating samples from a continuous probability density is a central algorithmic problem across statistics, engineering, and the sciences. For high-dimensional settings, Hamiltoni…