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math.OC2021
Revisiting the Role of Euler Numerical Integration on Acceleration and Stability in Convex Optimization
Peiyuan Zhang, Antonio Orvieto, Hadi Daneshmand +2
Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order…
math.OC2019
Mixing of Stochastic Accelerated Gradient Descent
Peiyuan Zhang, Hadi Daneshmand, Thomas Hofmann
We study the mixing properties for stochastic accelerated gradient descent (SAGD) on least-squares regression. First, we show that stochastic gradient descent (SGD) and SAGD are si…