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math.OC2024
Faster Stochastic Optimization with Arbitrary Delays via Asynchronous Mini-Batching
Amit Attia, Ofir Gaash, Tomer Koren
We consider the problem of asynchronous stochastic optimization, where an optimization algorithm makes updates based on stale stochastic gradients of the objective that are subject…
cs.LG2024
A General Reduction for High-Probability Analysis with General Light-Tailed Distributions
Amit Attia, Tomer Koren
We describe a general reduction technique for analyzing learning algorithms that are subject to light-tailed (but not necessarily bounded) randomness, a scenario that is often the…
cs.LG2024
How Free is Parameter-Free Stochastic Optimization?
Amit Attia, Tomer Koren
We study the problem of parameter-free stochastic optimization, inquiring whether, and under what conditions, do fully parameter-free methods exist: these are methods that achieve…