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math.OC2024
Achieving Near-Optimal Convergence for Distributed Minimax Optimization with Adaptive Stepsizes
Yan Huang, Xiang Li, Yipeng Shen +2
In this paper, we show that applying adaptive methods directly to distributed minimax problems can result in non-convergence due to inconsistency in locally computed adaptive steps…
stat.ML2024
A Hessian-Aware Stochastic Differential Equation for Modelling SGD
Xiang Li, Zebang Shen, Liang Zhang +1
Continuous-time approximation of Stochastic Gradient Descent (SGD) is a crucial tool to study its escaping behaviors from stationary points. However, existing stochastic differenti…