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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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Showing 2022Show all

8 papers · 1 filter

cs.LG2022★ 2 cited

Cost-Driven Representation Learning for Linear Quadratic Gaussian Control: Part I

Yi Tian, Kaiqing Zhang, Russ Tedrake +1

We study the task of learning state representations from potentially high-dimensional observations, with the goal of controlling an unknown partially observable system. We pursue a…

math.OC2022★ 1 cited

Computing Brascamp-Lieb Constants through the lens of Thompson Geometry

Melanie Weber, Suvrit Sra

This paper studies algorithms for efficiently computing Brascamp-Lieb constants, a task that has recently received much interest. In particular, we reduce the computation to a nonl…

math.OC2022★ 1 cited

CCCP is Frank-Wolfe in disguise

Alp Yurtsever, Suvrit Sra

This paper uncovers a simple but rather surprising connection: it shows that the well-known convex-concave procedure (CCCP) and its generalization to constrained problems are both…

math.OC2022

On a class of geodesically convex optimization problems solved via Euclidean MM methods

Melanie Weber, Suvrit Sra

We study geodesically convex (g-convex) problems that can be written as a difference of Euclidean convex functions. This structure arises in several optimization problems in statis…

math.PR2022★ 1 cited

Theory and Algorithms for Diffusion Processes on Riemannian Manifolds

Xiang Cheng, Jingzhao Zhang, Suvrit Sra

We study geometric stochastic differential equations (SDEs) and their approximations on Riemannian manifolds. In particular, we introduce a simple new construction of geometric SDE…

math.OC2022★ 8 cited

Understanding the unstable convergence of gradient descent

Kwangjun Ahn, Jingzhao Zhang, Suvrit Sra

Most existing analyses of (stochastic) gradient descent rely on the condition that for -smooth costs, the step size is less than . However, many works have observed that in…