no code implementations • 19 Oct 2023 • Aritra Dutta, El Houcine Bergou, Soumia Boucherouite, Nicklas Werge, Melih Kandemir, Xin Li
Additionally, our analyses allow us to measure the density of the $\epsilon$-stationary points in the final iterates of SGD, and we recover the classical $O(\frac{1}{\sqrt{T}})$ asymptotic rate under various existing assumptions on the objective function and the bounds on the stochastic gradient.
no code implementations • 31 Aug 2023 • El Houcine Bergou, Soumia Boucherouite, Aritra Dutta, Xin Li, Anna Ma
In this paper, we analyze the convergence of RK for noisy linear systems when the coefficient matrix, $A$, is corrupted with both additive and multiplicative noise, along with the noisy vector, $b$.
no code implementations • 16 Sep 2022 • Soumia Boucherouite, Grigory Malinovsky, Peter Richtárik, El Houcine Bergou
In this paper, we propose a new zero order optimization method called minibatch stochastic three points (MiSTP) method to solve an unconstrained minimization problem in a setting where only an approximation of the objective function evaluation is possible.
