arXiv Statistics ML

Variance-Reduced Fast Krasnoselkii-Mann Methods for Finite-Sum Root-Finding Problems

arXiv Machine Learning
Jul 13

Solving Stochastic Fixed-Point Equations with High Probability

arXiv:2607. 09097v1 Announce Type: cross Abstract: We study stochastic fixed-point equations $\mathbf{T}(\mathbf{x}) = \mathbf{x}$ over normed spaces $(\mathcal{E}, \|\cdot\|)$, where the operator $\mathbf{T}$ is nonexpansive or contractive and is accessed only through unbiased stochastic evaluations with bounded second central moment.

By Jelena Diakonikolas
arXiv Machine Learning
Jun 3

Decentralized Stochastic Nonconvex Optimization under the $(L_0,L_1)$-Smoothness

arXiv:2509. 08726v3 Announce Type: replace-cross Abstract: This paper focuses on the decentralized stochastic optimization problem $f(\mathbf{x})=\frac{1}{m}\sum_{i=1}^m f_i(\mathbf{x})$ over a connected network of $n$ agents, where each local function has the form of $f_i(\mathbf{x}) = {\mathbb E}\left[F(\mathbf{x};{\boldsymbol \xi}_i)\right]$ which satisfies the $(L_0,L_1)$-smooth condition but possibly nonconvex and each random variable ${\boldsymbol \xi}_i$ follows distribution ${\mathcal D}_i$.

By Luo Luo, Xue Cui, Tingkai Jia, Cheng Chen
arXiv Machine Learning
Oct 5

Variance-reduced accelerated methods for decentralized stochastic double-regularized nonconvex strongly-concave minimax problems

arXiv:2307. 07113v2 Announce Type: replace-cross Abstract: In this paper, we consider the decentralized, stochastic nonconvex strongly-concave (NCSC) minimax problem with nonsmooth regularization terms on both primal and dual variables, wherein a network of $m$ computing agents collaborate via peer-to-peer communications.

By Gabriel Mancino-Ball, Muhammad Khan, Yangyang Xu