1 code implementation • 25 May 2022 • Benjamin Dubois-Taine, Francis Bach, Quentin Berthet, Adrien Taylor
We consider the problem of minimizing the sum of two convex functions.
no code implementations • 21 Oct 2021 • Sharan Vaswani, Benjamin Dubois-Taine, Reza Babanezhad
In order to be adaptive to the smoothness, we use a stochastic line-search (SLS) and show (via upper and lower-bounds) that SGD with SLS converges at the desired rate, but only to a neighbourhood of the solution.
no code implementations • 18 Feb 2021 • Benjamin Dubois-Taine, Sharan Vaswani, Reza Babanezhad, Mark Schmidt, Simon Lacoste-Julien
Variance reduction (VR) methods for finite-sum minimization typically require the knowledge of problem-dependent constants that are often unknown and difficult to estimate.
