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20082026
most citedStochastic Variance Reduction for Nonconvex Optimization

226 citations · 1.9k across the 128 of their papers we have counts for

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math.OC2016

Stochastic Frank-Wolfe Methods for Nonconvex Optimization

Sashank J. Reddi, Suvrit Sra, Barnabas Poczos +1

We study Frank-Wolfe methods for nonconvex stochastic and finite-sum optimization problems. Frank-Wolfe methods (in the convex case) have gained tremendous recent interest in machi…

math.OC2016★ 34 cited

Fast Stochastic Methods for Nonsmooth Nonconvex Optimization

Sashank J. Reddi, Suvrit Sra, Barnabas Poczos +1

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike…

math.OC2016★ 80 cited

Riemannian SVRG: Fast Stochastic Optimization on Riemannian Manifolds

Hongyi Zhang, Sashank J. Reddi, Suvrit Sra

We study optimization of finite sums of geodesically smooth functions on Riemannian manifolds. Although variance reduction techniques for optimizing finite-sums have witnessed trem…

math.OC2016★ 226 cited

Stochastic Variance Reduction for Nonconvex Optimization

Sashank J. Reddi, Ahmed Hefny, Suvrit Sra +2

We study nonconvex finite-sum problems and analyze stochastic variance reduced gradient (SVRG) methods for them. SVRG and related methods have recently surged into prominence for c…

math.OC2016★ 28 cited

Fast Incremental Method for Nonconvex Optimization

Sashank J. Reddi, Suvrit Sra, Barnabas Poczos +1

We analyze a fast incremental aggregated gradient method for optimizing nonconvex problems of the form . Specifically, we analyze the SAGA algorithm within an…

math.OC2016★ 37 cited

First-order Methods for Geodesically Convex Optimization

Hongyi Zhang, Suvrit Sra

Geodesic convexity generalizes the notion of (vector space) convexity to nonlinear metric spaces. But unlike convex optimization, geodesically convex (g-convex) optimization is muc…