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math.OC2024
Stochastic Zeroth order Descent with Structured Directions
Marco Rando, Cesare Molinari, Silvia Villa +1
We introduce and analyze Structured Stochastic Zeroth order Descent (S-SZD), a finite difference approach that approximates a stochastic gradient on a set of orthogonal d…
math.OC2024
Variance reduction techniques for stochastic proximal point algorithms
Cheik Traoré, Vassilis Apidopoulos, Saverio Salzo +1
In the context of finite sums minimization, variance reduction techniques are widely used to improve the performance of state-of-the-art stochastic gradient methods. Their practica…