Search Results for author: Fabian Schaipp

Found 5 papers, 3 papers with code

SGD with Clipping is Secretly Estimating the Median Gradient

no code implementations20 Feb 2024 Fabian Schaipp, Guillaume Garrigos, Umut Simsekli, Robert Gower

We then derive iterative methods based on the stochastic proximal point method for computing the geometric median and generalizations thereof.

Stochastic Optimization

Function Value Learning: Adaptive Learning Rates Based on the Polyak Stepsize and Function Splitting in ERM

no code implementations26 Jul 2023 Guillaume Garrigos, Robert M. Gower, Fabian Schaipp

We then move onto to develop $\texttt{FUVAL}$, a variant of $\texttt{SPS}_+$ where the loss values at optimality are gradually learned, as opposed to being given.

MoMo: Momentum Models for Adaptive Learning Rates

1 code implementation12 May 2023 Fabian Schaipp, Ruben Ohana, Michael Eickenberg, Aaron Defazio, Robert M. Gower

MoMo uses momentum estimates of the batch losses and gradients sampled at each iteration to build a model of the loss function.

Recommendation Systems Stochastic Optimization

A Stochastic Proximal Polyak Step Size

1 code implementation12 Jan 2023 Fabian Schaipp, Robert M. Gower, Michael Ulbrich

Developing a proximal variant of SPS is particularly important, since SPS requires a lower bound of the objective function to work well.

Image Classification

A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction

1 code implementation1 Apr 2022 Andre Milzarek, Fabian Schaipp, Michael Ulbrich

We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems.

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