1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2025
Tamed Euler-Maruyama method for SDEs with non-globally Lipschitz drift and multiplicative noise
Xiang Li, Yingjun Mo, Haoran Yang
Consider the following stochastic differential equation driven by multiplicative noise on with a superlinearly growing drift coefficient, \begin{align*} \mathrm{d} X…
math.OC2023
Parameter-Agnostic Optimization under Relaxed Smoothness
Florian Hübler, Junchi Yang, Xiang Li +1
Tuning hyperparameters, such as the stepsize, presents a major challenge of training machine learning models. To address this challenge, numerous adaptive optimization algorithms h…
math.OC2023★ 1 cited
Two Sides of One Coin: the Limits of Untuned SGD and the Power of Adaptive Methods
Junchi Yang, Xiang Li, Ilyas Fatkhullin +1
The classical analysis of Stochastic Gradient Descent (SGD) with polynomially decaying stepsize relies on well-tuned depending on problem parameters such as…