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20122025
most citedAn Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias

14 citations · 79 across the 38 of their papers we have counts for

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Showing 2020Show all

8 papers · 1 filter

stat.ML2020

On the Ergodicity, Bias and Asymptotic Normality of Randomized Midpoint Sampling Method

Ye He, Krishnakumar Balasubramanian, Murat A. Erdogdu

The randomized midpoint method, proposed by [SL19], has emerged as an optimal discretization procedure for simulating the continuous time Langevin diffusions. Focusing on the case…

stat.ML2020★ 1 cited

Escaping Saddle-Points Faster under Interpolation-like Conditions

Abhishek Roy, Krishnakumar Balasubramanian, Saeed Ghadimi +1

In this paper, we show that under over-parametrization several standard stochastic optimization algorithms escape saddle-points and converge to local-minimizers much faster. One of…

math.OC2020

Stochastic Multi-level Composition Optimization Algorithms with Level-Independent Convergence Rates

Krishnakumar Balasubramanian, Saeed Ghadimi, Anthony Nguyen

In this paper, we study smooth stochastic multi-level composition optimization problems, where the objective function is a nested composition of functions. We assume access to…

stat.ML2020

Fractal Gaussian Networks: A sparse random graph model based on Gaussian Multiplicative Chaos

Subhroshekhar Ghosh, Krishnakumar Balasubramanian, Xiaochuan Yang

We propose a novel stochastic network model, called Fractal Gaussian Network (FGN), that embodies well-defined and analytically tractable fractal structures. Such fractal structure…

stat.ML2020★ 14 cited

An Analysis of Constant Step Size SGD in the Non-convex Regime: Asymptotic Normality and Bias

Lu Yu, Krishnakumar Balasubramanian, Stanislav Volgushev +1

Structured non-convex learning problems, for which critical points have favorable statistical properties, arise frequently in statistical machine learning. Algorithmic convergence…

math.OC2020

Improved Complexities for Stochastic Conditional Gradient Methods under Interpolation-like Conditions

Tesi Xiao, Krishnakumar Balasubramanian, Saeed Ghadimi

We analyze stochastic conditional gradient methods for constrained optimization problems arising in over-parametrized machine learning. We show that one could leverage the interpol…