activity
20092026
most citedMomentum-Based Variance Reduction in Non-Convex SGD

30 citations · 102 across the 35 of their papers we have counts for

collaborators
Showing 2022Show all

6 papers · 1 filter

cs.LG2022

Differentially Private Online-to-Batch for Smooth Losses

Qinzi Zhang, Hoang Tran, Ashok Cutkosky

We develop a new reduction that converts any online convex optimization algorithm suffering regret into an -differentially private stochastic convex optimization a…

cs.LG2022

Momentum Aggregation for Private Non-convex ERM

Hoang Tran, Ashok Cutkosky

We introduce new algorithms and convergence guarantees for privacy-preserving non-convex Empirical Risk Minimization (ERM) on smooth -dimensional objectives. We develop an impro…

stat.ML2022★ 1 cited

Parameter-free Regret in High Probability with Heavy Tails

Jiujia Zhang, Ashok Cutkosky

We present new algorithms for online convex optimization over unbounded domains that obtain parameter-free regret in high-probability given access only to potentially heavy-tailed…

cs.LG2022

Optimal Comparator Adaptive Online Learning with Switching Cost

Zhiyu Zhang, Ashok Cutkosky, Ioannis Ch. Paschalidis

Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparat…

cs.LG2022

Parameter-free Mirror Descent

Andrew Jacobsen, Ashok Cutkosky

We develop a modified online mirror descent framework that is suitable for building adaptive and parameter-free algorithms in unbounded domains. We leverage this technique to devel…

cs.LG2022

PDE-Based Optimal Strategy for Unconstrained Online Learning

Zhiyu Zhang, Ashok Cutkosky, Ioannis Paschalidis

Unconstrained Online Linear Optimization (OLO) is a practical problem setting to study the training of machine learning models. Existing works proposed a number of potential-based…