201 citations · 621 across the 50 of their papers we have counts for
9 papers · 1 filter
Stochastic Subgradient Descent Escapes Active Strict Saddles on Weakly Convex Functions
Pascal Bianchi, Walid Hachem, Sholom Schechtman
In non-smooth stochastic optimization, we establish the non-convergence of the stochastic subgradient descent (SGD) to the critical points recently called active strict saddles by…
Stochastic optimization with momentum: convergence, fluctuations, and traps avoidance
A. Barakat, P. Bianchi, W. Hachem +1
In this paper, a general stochastic optimization procedure is studied, unifying several variants of the stochastic gradient descent such as, among others, the stochastic heavy ball…
A Fully Stochastic Primal-Dual Algorithm
Pascal Bianchi, Walid Hachem, Adil Salim
A new stochastic primal--dual algorithm for solving a composite optimization problem is proposed. It is assumed that all the functions/operators that enter the optimization problem…
A Constant Step Stochastic Douglas-Rachford Algorithm with Application to Non Separable Regularizations
Adil Salim, Pascal Bianchi, Walid Hachem
The Douglas Rachford algorithm is an algorithm that converges to a minimizer of a sum of two convex functions. The algorithm consists in fixed point iterations involving computatio…
Snake: a Stochastic Proximal Gradient Algorithm for Regularized Problems over Large Graphs
Adil Salim, Pascal Bianchi, Walid Hachem
A regularized optimization problem over a large unstructured graph is studied, where the regularization term is tied to the graph geometry. Typical regularization examples include…
A constant step Forward-Backward algorithm involving random maximal monotone operators
Pascal Bianchi, Walid Hachem, Adil Salim
A stochastic Forward-Backward algorithm with a constant step is studied. At each time step, this algorithm involves an independent copy of a couple of random maximal monotone opera…