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math.OC2024
Importance sampling-based gradient method for dimension reduction in Poisson log-normal model
Bastien Batardière, Julien Chiquet, Joon Kwon +1
High-dimensional count data poses significant challenges for statistical analysis, necessitating effective methods that also preserve explainability. We focus on a low rank constra…
math.OC2023
Finite-sum optimization: Adaptivity to smoothness and loopless variance reduction
Bastien Batardière, Joon Kwon
For finite-sum optimization, variance-reduced gradient methods (VR) compute at each iteration the gradient of a single function (or of a mini-batch), and yet achieve faster converg…