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math.OC2019
Importance Sampling via Local Sensitivity
Anant Raj, Cameron Musco, Lester Mackey
Given a loss function that can be written as the sum of losses over a large set of inputs , it is often desirable to approximate $…
math.OC2019
Accelerating Rescaled Gradient Descent: Fast Optimization of Smooth Functions
Ashia Wilson, Lester Mackey, Andre Wibisono
We present a family of algorithms, called descent algorithms, for optimizing convex and non-convex functions. We also introduce a new first-order algorithm, called rescaled gradien…