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math.OC2024
General Procedure to Provide High-Probability Guarantees for Stochastic Saddle Point Problems
Dongyang Li, Haobin Li, Junyu Zhang
This paper considers smooth strongly convex and strongly concave (SC-SC) stochastic saddle point (SSP) problems. Suppose there is an arbitrary oracle that in expectation returns an…
math.OC2024
Stochastic Bregman Proximal Gradient Method Revisited: Kernel Conditioning and Painless Variance Reduction
Junyu Zhang
We investigate stochastic Bregman proximal gradient (SBPG) methods for minimizing a finite-sum nonconvex function , where is convex an…