activity
20082026
most citedStochastic Variance Reduction for Nonconvex Optimization

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

collaborators
Showing 2018 · math.OCShow all

6 papers · 2 filters

math.OC2018★ 26 cited

R-SPIDER: A Fast Riemannian Stochastic Optimization Algorithm with Curvature Independent Rate

Jingzhao Zhang, Hongyi Zhang, Suvrit Sra

We study smooth stochastic optimization problems on Riemannian manifolds. Via adapting the recently proposed SPIDER algorithm \citep{fang2018spider} (a variance reduced stochastic…

math.OC2018★ 4 cited

Efficiently testing local optimality and escaping saddles for ReLU networks

Chulhee Yun, Suvrit Sra, Ali Jadbabaie

We provide a theoretical algorithm for checking local optimality and escaping saddles at nondifferentiable points of empirical risks of two-layer ReLU networks. Our algorithm recei…

math.OC2018★ 30 cited

Towards Riemannian Accelerated Gradient Methods

Hongyi Zhang, Suvrit Sra

We propose a Riemannian version of Nesterov's Accelerated Gradient algorithm (RAGD), and show that for geodesically smooth and strongly convex problems, within a neighborhood of th…

math.OC2018★ 6 cited

Random Shuffling Beats SGD after Finite Epochs

Jeff Z. HaoChen, Suvrit Sra

A long-standing problem in the theory of stochastic gradient descent (SGD) is to prove that its without-replacement version RandomShuffle converges faster than the usual with-repla…

math.OC2018★ 55 cited

Direct Runge-Kutta Discretization Achieves Acceleration

Jingzhao Zhang, Aryan Mokhtari, Suvrit Sra +1

We study gradient-based optimization methods obtained by directly discretizing a second-order ordinary differential equation (ODE) related to the continuous limit of Nesterov's acc…

math.OC2018

New concavity and convexity results for symmetric polynomials and their ratios

Suvrit Sra

We prove some "power" generalizations of Marcus-Lopes-style (including McLeod and Bullen) concavity inequalities for elementary symmetric polynomials, and convexity inequalities (o…