138 citations · 1.5k across the 136 of their papers we have counts for
3 papers · 1 filter
Analysis of Optimization Algorithms via Sum-of-Squares
Sandra S. Y. Tan, Antonios Varvitsiotis, Vincent Y. F. Tan
We introduce a new framework for unifying and systematizing the performance analysis of first-order black-box optimization algorithms for unconstrained convex minimization. The low…
Stochastic L-BFGS: Improved Convergence Rates and Practical Acceleration Strategies
Renbo Zhao, William B. Haskell, Vincent Y. F. Tan
We revisit the stochastic limited-memory BFGS (L-BFGS) algorithm. By proposing a new framework for the convergence analysis, we prove improved convergence rates and computational c…
A Unified Convergence Analysis of the Multiplicative Update Algorithm for Regularized Nonnegative Matrix Factorization
Renbo Zhao, Vincent Y. F. Tan
The multiplicative update (MU) algorithm has been extensively used to estimate the basis and coefficient matrices in nonnegative matrix factorization (NMF) problems under a wide ra…