538 citations · 1.1k across the 31 of their papers we have counts for
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Tracking the gradients using the Hessian: A new look at variance reducing stochastic methods
Robert M. Gower, Nicolas Le Roux, Francis Bach
Our goal is to improve variance reducing stochastic methods through better control variates. We first propose a modification of SVRG which uses the Hessian to track gradients over…
Distributed SAGA: Maintaining linear convergence rate with limited communication
Clément Calauzènes, Nicolas Le Roux
In recent years, variance-reducing stochastic methods have shown great practical performance, exhibiting linear convergence rate when other stochastic methods offered a sub-linear…
A comparative study of counterfactual estimators
Thomas Nedelec, Nicolas Le Roux, Vianney Perchet
We provide a comparative study of several widely used off-policy estimators (Empirical Average, Basic Importance Sampling and Normalized Importance Sampling), detailing the differe…