41 citations · 153 across the 16 of their papers we have counts for
4 papers · 1 filter
High Probability Bounds for a Class of Nonconvex Algorithms with AdaGrad Stepsize
Ali Kavis, Kfir Yehuda Levy, Volkan Cevher
In this paper, we propose a new, simplified high probability analysis of AdaGrad for smooth, non-convex problems. More specifically, we focus on a particular accelerated gradient (…
STORM+: Fully Adaptive SGD with Momentum for Nonconvex Optimization
Kfir Y. Levy, Ali Kavis, Volkan Cevher
In this work we investigate stochastic non-convex optimization problems where the objective is an expectation over smooth loss functions, and the goal is to find an approximate sta…
Fast Projection Onto Convex Smooth Constraints
Ilnura Usmanova, Maryam Kamgarpour, Andreas Krause +1
The Euclidean projection onto a convex set is an important problem that arises in numerous constrained optimization tasks. Unfortunately, in many cases, computing projections is co…
UniXGrad: A Universal, Adaptive Algorithm with Optimal Guarantees for Constrained Optimization
Ali Kavis, Kfir Y. Levy, Francis Bach +1
We propose a novel adaptive, accelerated algorithm for the stochastic constrained convex optimization setting. Our method, which is inspired by the Mirror-Prox method, \emph{simult…