45 citations · 103 across the 15 of their papers we have counts for
3 papers · 1 filter
An Inexact Primal-Dual Smoothing Framework for Large-Scale Non-Bilinear Saddle Point Problems
Le Thi Khanh Hien, Renbo Zhao, William B. Haskell
We develop an inexact primal-dual first-order smoothing framework to solve a class of non-bilinear saddle point problems with primal strong convexity. Compared with existing method…
A Unified Framework for Stochastic Matrix Factorization via Variance Reduction
Renbo Zhao, William B. Haskell, Jiashi Feng
We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several we…
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…