no code implementations • 30 Jun 2023 • Clément Lezane, Cristóbal Guzmán, Alexandre d'Aspremont
For the $L$-smooth case with a feasible set bounded by $D$, we derive a convergence rate of $ O( {L^2 D^2}/{(T^{2}\sqrt{T})} + {(D_0^2+\sigma^2)}/{\sqrt{T}} )$, where $D_0$ is the starting distance to an optimal solution, and $ \sigma^2$ is the stochastic oracle variance.
no code implementations • 3 Nov 2022 • Alexandre d'Aspremont, Cristóbal Guzmán, Clément Lezane
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting.
