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math.OC2026
AdaGrad does not adapt to Hölder-smoothness for composite objectives
Matia Bojovic, Saverio Salzo, Massimiliano Pontil
We exhibit a simple deterministic one-dimensional convex composite optimization problem for which AdaGrad scheme does not achieve the classical convergence rate $\mathcal{O}(n^{-(1…
math.OC2026
Bilevel learning
Riccardo Grazzi, Massimiliano Pontil, Saverio Salzo +1
Bilevel learning refers to machine learning problems that can be formulated as bilevel optimization models, where decisions are organized in a hierarchical structure. This paradigm…
math.OC2024
High Probability Bounds for Stochastic Subgradient Schemes with Heavy Tailed Noise
Daniela A. Parletta, Andrea Paudice, Massimiliano Pontil +1
In this work we study high probability bounds for stochastic subgradient methods under heavy tailed noise. In this setting the noise is only assumed to have finite variance as oppo…