12 citations · 12 across the 2 of their papers we have counts for
3 papers · 1 filter
An Optimal Multistage Stochastic Gradient Method for Minimax Problems
Alireza Fallah, Asuman Ozdaglar, Sarath Pattathil
In this paper, we study the minimax optimization problem in the smooth and strongly convex-strongly concave setting when we have access to noisy estimates of gradients. In particul…
A Universally Optimal Multistage Accelerated Stochastic Gradient Method
Necdet Serhat Aybat, Alireza Fallah, Mert Gurbuzbalaban +1
We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is univ…
Robust Accelerated Gradient Methods for Smooth Strongly Convex Functions
Necdet Serhat Aybat, Alireza Fallah, Mert Gurbuzbalaban +1
We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient…