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cs.LG2022
META-STORM: Generalized Fully-Adaptive Variance Reduced SGD for Unbounded Functions
Zijian Liu, Ta Duy Nguyen, Thien Hang Nguyen +2
We study the application of variance reduction (VR) techniques to general non-convex stochastic optimization problems. In this setting, the recent work STORM [Cutkosky-Orabona '19]…
cs.LG2022
On the Convergence of AdaGrad(Norm) on : Beyond Convexity, Non-Asymptotic Rate and Acceleration
Zijian Liu, Ta Duy Nguyen, Alina Ene +1
Existing analysis of AdaGrad and other adaptive methods for smooth convex optimization is typically for functions with bounded domain diameter. In unconstrained problems, previous…