activity
20222025
most citedAccelerated Stochastic Gradient Method with Applications to Consensus Problem in Markov-Varying Networks

1 citations · 2 across the 11 of their papers we have counts for

collaborators

11 papers

cs.LG2025

Aligning Distributionally Robust Optimization with Practical Deep Learning Needs

Dmitrii Feoktistov, Igor Ignashin, Andrey Veprikov +4

While traditional Deep Learning (DL) optimization methods treat all training samples equally, Distributionally Robust Optimization (DRO) adaptively assigns importance weights to di…

cs.LG2025

Differentially Private Clipped-SGD: High-Probability Convergence with Arbitrary Clipping Level

Saleh Vatan Khah, Savelii Chezhegov, Shahrokh Farahmand +2

Gradient clipping is a fundamental tool in Deep Learning, improving the high-probability convergence of stochastic first-order methods like SGD, AdaGrad, and Adam under heavy-taile…

math.OC2025

Incorporating Preconditioning into Accelerated Approaches: Theoretical Guarantees and Practical Improvement

Stepan Trifonov, Leonid Levin, Savelii Chezhegov +1

Machine learning and deep learning are widely researched fields that provide solutions to many modern problems. Due to the complexity of new problems related to the size of dataset…

math.OC2025

High-Probability Convergence of Clipped SGD under Heavy-Tailed Noise and -Smoothness

Savelii Chezhegov, Taha El Bakkali El Kadi, Aleksandr Beznosikov +2

Gradient clipping is widely used in language-model training to control heavy-tailed gradient noise and can improve convergence guarantees over stochastic gradient descent (SGD) und…

cs.LG2025

Variance Reduction Methods Do Not Need to Compute Full Gradients: Improved Efficiency through Shuffling

Daniil Medyakov, Gleb Molodtsov, Savelii Chezhegov +2

Stochastic optimization algorithms are widely used for machine learning with large-scale data. However, their convergence often suffers from non-vanishing variance. Variance Reduct…

math.OC2024

Local SGD for Near-Quadratic Problems: Improving Convergence under Unconstrained Noise Conditions

Andrey Sadchikov, Savelii Chezhegov, Aleksandr Beznosikov +1

Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of…

math.OC2024★ 1 cited

Accelerated Stochastic Gradient Method with Applications to Consensus Problem in Markov-Varying Networks

Vladimir Solodkin, Savelii Chezhegov, Ruslan Nazikov +2

Stochastic optimization is a vital field in the realm of mathematical optimization, finding applications in diverse areas ranging from operations research to machine learning. In t…

cs.LG2024

Clipping Improves Adam-Norm and AdaGrad-Norm when the Noise Is Heavy-Tailed

Savelii Chezhegov, Yaroslav Klyukin, Andrei Semenov +5

Methods with adaptive stepsizes, such as AdaGrad and Adam, are essential for training modern Deep Learning models, especially Large Language Models. Typically, the noise in the sto…

math.OC2024

Decentralized Finite-Sum Optimization over Time-Varying Networks

Dmitry Metelev, Savelii Chezhegov, Alexander Rogozin +4

We consider decentralized time-varying stochastic optimization problems where each of the functions held by the nodes has a finite sum structure. Such problems can be efficiently s…

math.OC2023

On Decentralized Nonsmooth Optimization

Savelii Chezhegov, Alexander Rogozin, Alexander Gasnikov

In decentralized optimization, several nodes connected by a network collaboratively minimize some objective function. For minimization of Lipschitz functions lower bounds are known…

math.OC2022★ 1 cited

A General Framework for Distributed Partitioned Optimization

Savelii Chezhegov, Anton Novitskii, Alexander Rogozin +3

Decentralized optimization is widely used in large scale and privacy preserving machine learning and various distributed control and sensing systems. It is assumed that every agent…