198 citations · 379 across the 15 of their papers we have counts for
3 papers · 1 filter
A Fully First-Order Method for Stochastic Bilevel Optimization
Jeongyeol Kwon, Dohyun Kwon, Stephen Wright +1
We consider stochastic unconstrained bilevel optimization problems when only the first-order gradient oracles are available. While numerous optimization methods have been proposed…
Dissipativity Theory for Accelerating Stochastic Variance Reduction: A Unified Analysis of SVRG and Katyusha Using Semidefinite Programs
Bin Hu, Stephen Wright, Laurent Lessard
Techniques for reducing the variance of gradient estimates used in stochastic programming algorithms for convex finite-sum problems have received a great deal of attention in recen…
Blended Conditional Gradients: the unconditioning of conditional gradients
Gábor Braun, Sebastian Pokutta, Dan Tu +1
We present a blended conditional gradient approach for minimizing a smooth convex function over a polytope P, combining the Frank--Wolfe algorithm (also called conditional gradient…