2 papers
math.OC2025
Breaking a Logarithmic Barrier in the Stopping Time Convergence Rate of Stochastic First-order Methods
Yasong Feng, Yifan Jiang, Tianyu Wang +1
This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adapti…
math.OC2023
The Anytime Convergence of Stochastic Gradient Descent with Momentum: From a Continuous-Time Perspective
Yasong Feng, Yifan Jiang, Tianyu Wang +1
We study the stochastic optimization problem from a continuous-time perspective, with a focus on the Stochastic Gradient Descent with Momentum (SGDM) method. We show that the traje…