4 papers
Accelerated Stochastic Zeroth-Order Quasar-Convex Optimization
Eméric Gbaguidi, Julien Hermant
We consider unconstrained minimization of smooth quasar-convex functions when only noisy function evaluations are accessible through a stochastic zeroth-order oracle. For these non…
An hybrid stochastic Newton algorithm for logistic regression
Bernard Bercu, Luis Fredes, Eméric Gbaguidi
In this paper, we investigate a second-order stochastic algorithm for solving large-scale binary classification problems. We propose to make use of a new hybrid stochastic Newton a…
A stochastic gradient descent algorithm with random search directions
Eméric Gbaguidi
Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approxim…
On the SAGA algorithm with decreasing step
Luis Fredes, Bernard Bercu, Eméric Gbaguidi
Stochastic optimization naturally appear in many application areas, including machine learning. Our goal is to go further in the analysis of the Stochastic Average Gradient Acceler…