8 citations · 11 across the 4 of their papers we have counts for
6 papers
Adaptive Stochastic Variance Reduction for Non-convex Finite-Sum Minimization
Ali Kavis, Stratis Skoulakis, Kimon Antonakopoulos +2
We propose an adaptive variance-reduction method, called AdaSpider, for minimization of -smooth, non-convex functions with a finite-sum structure. In essence, AdaSpider combines…
Routing in an Uncertain World: Adaptivity, Efficiency, and Equilibrium
Dong Quan Vu, Kimon Antonakopoulos, Panayotis Mertikopoulos
We consider the traffic assignment problem in nonatomic routing games where the players' cost functions may be subject to random fluctuations (e.g., weather disturbances, perturbat…
Adaptive first-order methods revisited: Convex optimization without Lipschitz requirements
Kimon Antonakopoulos, Panayotis Mertikopoulos
We propose a new family of adaptive first-order methods for a class of convex minimization problems that may fail to be Lipschitz continuous or smooth in the standard sense. Specif…
Adaptive Learning in Continuous Games: Optimal Regret Bounds and Convergence to Nash Equilibrium
Yu-Guan Hsieh, Kimon Antonakopoulos, Panayotis Mertikopoulos
In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this con…
On the Generalization of Stochastic Gradient Descent with Momentum
Ali Ramezani-Kebrya, Ashish Khisti, Ben Liang
While momentum-based methods, in conjunction with stochastic gradient descent (SGD), are widely used when training machine learning models, there is little theoretical understandin…
Adaptive extra-gradient methods for min-max optimization and games
Kimon Antonakopoulos, E. Veronica Belmega, Panayotis Mertikopoulos
We present a new family of min-max optimization algorithms that automatically exploit the geometry of the gradient data observed at earlier iterations to perform more informative e…