16 citations · 77 across the 28 of their papers we have counts for
4 papers · 1 filter
High Probability Convergence for Accelerated Stochastic Mirror Descent
Alina Ene, Huy L. Nguyen
In this work, we describe a generic approach to show convergence with high probability for stochastic convex optimization. In previous works, either the convergence is only in expe…
META-STORM: Generalized Fully-Adaptive Variance Reduced SGD for Unbounded Functions
Zijian Liu, Ta Duy Nguyen, Thien Hang Nguyen +2
We study the application of variance reduction (VR) techniques to general non-convex stochastic optimization problems. In this setting, the recent work STORM [Cutkosky-Orabona '19]…
On the Convergence of AdaGrad(Norm) on : Beyond Convexity, Non-Asymptotic Rate and Acceleration
Zijian Liu, Ta Duy Nguyen, Alina Ene +1
Existing analysis of AdaGrad and other adaptive methods for smooth convex optimization is typically for functions with bounded domain diameter. In unconstrained problems, previous…
Adaptive Accelerated (Extra-)Gradient Methods with Variance Reduction
Zijian Liu, Ta Duy Nguyen, Alina Ene +1
In this paper, we study the finite-sum convex optimization problem focusing on the general convex case. Recently, the study of variance reduced (VR) methods and their accelerated v…