no code implementations • 3 May 2024 • Antoine Godichon-Baggioni, Wei Lu, Bruno Portier
A novel approach is given to overcome the computational challenges of the full-matrix Adaptive Gradient algorithm (Full AdaGrad) in stochastic optimization.
no code implementations • 15 Jan 2024 • Antoine Godichon-Baggioni, Wei Lu, Bruno Portier
This paper addresses second-order stochastic optimization for estimating the minimizer of a convex function written as an expectation.