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20182023
most citedOn the Convergence Rate of Stochastic Mirror Descent for Nonsmooth Nonconvex Optimization

36 citations · 64 across the 6 of their papers we have counts for

collaborators

6 papers

math.OC2023★ 2 cited

Communication-Efficient Gradient Descent-Accent Methods for Distributed Variational Inequalities: Unified Analysis and Local Updates

Siqi Zhang, Sayantan Choudhury, Sebastian U Stich +1

Distributed and federated learning algorithms and techniques associated primarily with minimization problems. However, with the increase of minimax optimization and variational ine…

math.OC2022★ 1 cited

Generalization Bounds of Nonconvex-(Strongly)-Concave Stochastic Minimax Optimization

Siqi Zhang, Yifan Hu, Liang Zhang +1

This paper takes an initial step to systematically investigate the generalization bounds of algorithms for solving nonconvex-(strongly)-concave (NC-SC/NC-C) stochastic minimax opti…

math.OC2021★ 10 cited

The Complexity of Nonconvex-Strongly-Concave Minimax Optimization

Siqi Zhang, Junchi Yang, Cristóbal Guzmán +2

This paper studies the complexity for finding approximate stationary points of nonconvex-strongly-concave (NC-SC) smooth minimax problems, in both general and averaged smooth finit…

cs.LG2020★ 1 cited

On The Convergence of Euler Discretization of Finite-Time Convergent Gradient Flows

Siqi Zhang, Mouhacine Benosman, Orlando Romero

In this study, we investigate the performance of two novel first-order optimization algorithms, namely the rescaled-gradient flow (RGF) and the signed-gradient flow (SGF). These al…

math.OC2020★ 14 cited

Biased Stochastic First-Order Methods for Conditional Stochastic Optimization and Applications in Meta Learning

Yifan Hu, Siqi Zhang, Xin Chen +1

Conditional stochastic optimization covers a variety of applications ranging from invariant learning and causal inference to meta-learning. However, constructing unbiased gradient…

math.OC2018★ 36 cited

On the Convergence Rate of Stochastic Mirror Descent for Nonsmooth Nonconvex Optimization

Siqi Zhang, Niao He

In this paper, we investigate the non-asymptotic stationary convergence behavior of Stochastic Mirror Descent (SMD) for nonconvex optimization. We focus on a general class of nonco…