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math.OC2021
Averaged Heavy-Ball Method
Marina Danilova, Grigory Malinovsky
Heavy-Ball method (HB) is known for its simplicity in implementation and practical efficiency. However, as with other momentum methods, it has non-monotone behavior, and for optima…
math.OC2021★ 3 cited
High Probability Complexity Bounds for Non-Smooth Stochastic Optimization with Heavy-Tailed Noise
Eduard Gorbunov, Marina Danilova, Innokentiy Shibaev +2
Stochastic first-order methods are standard for training large-scale machine learning models. Random behavior may cause a particular run of an algorithm to result in a highly subop…