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math.OC2021
On the Initialization for Convex-Concave Min-max Problems
Mingrui Liu, Francesco Orabona
Convex-concave min-max problems are ubiquitous in machine learning, and people usually utilize first-order methods (e.g., gradient descent ascent) to find the optimal solution. One…
cs.LG2021★ 1 cited
On the Last Iterate Convergence of Momentum Methods
Xiaoyu Li, Mingrui Liu, Francesco Orabona
SGD with Momentum (SGDM) is a widely used family of algorithms for large-scale optimization of machine learning problems. Yet, when optimizing generic convex functions, no advantag…