129 citations · 555 across the 28 of their papers we have counts for
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On the Adaptivity of Stochastic Gradient-Based Optimization
Lihua Lei, Michael I. Jordan
Stochastic-gradient-based optimization has been a core enabling methodology in applications to large-scale problems in machine learning and related areas. Despite the progress, the…
Non-convex Finite-Sum Optimization Via SCSG Methods
Lihua Lei, Cheng Ju, Jianbo Chen +1
We develop a class of algorithms, as variants of the stochastically controlled stochastic gradient (SCSG) methods (Lei and Jordan, 2016), for the smooth non-convex finite-sum optim…
HONES: A Fast and Tuning-free Homotopy Method For Online Newton Step
Yuting Ye, Lihua Lei, Cheng Ju
In this article, we develop and analyze a homotopy continuation method, referred to as HONES , for solving the sequential generalized projections in Online Newton Step, as well as…
Less than a Single Pass: Stochastically Controlled Stochastic Gradient Method
Lihua Lei, Michael I. Jordan
We develop and analyze a procedure for gradient-based optimization that we refer to as stochastically controlled stochastic gradient (SCSG). As a member of the SVRG family of algor…