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math.OC2022
Optimal Diagonal Preconditioning
Zhaonan Qu, Wenzhi Gao, Oliver Hinder +2
Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although ther…
math.OC2022
Making SGD Parameter-Free
Yair Carmon, Oliver Hinder
We develop an algorithm for parameter-free stochastic convex optimization (SCO) whose rate of convergence is only a double-logarithmic factor larger than the optimal rate for the c…