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cs.LG2021
Optimizing Optimizers: Regret-optimal gradient descent algorithms
Philippe Casgrain, Anastasis Kratsios
The need for fast and robust optimization algorithms are of critical importance in all areas of machine learning. This paper treats the task of designing optimization algorithms as…
cs.LG2019
A Latent Variational Framework for Stochastic Optimization
Philippe Casgrain
This paper provides a unifying theoretical framework for stochastic optimization algorithms by means of a latent stochastic variational problem. Using techniques from stochastic co…