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
4d ago

Poisson-Corrector Complexity Bounds for Moreau--Yosida Unadjusted Langevin Sampling

arXiv:2609. 12594v1 Announce Type: new Abstract: We study the classical Moreau--Yosida unadjusted Langevin algorithm (MYULA) for $\pi(\,\mathrm{d} x)\propto e^{-f(x)-g(x)}\,\mathrm{d} x$, where $f\in C^2(\mathbb{R}^d)$ is $m$-strongly convex with $L_f$-Lipschitz gradient and $g:\mathbb{R}^d\to\mathbb{R}$ is convex and globally $G$-Lipschitz.

By Yuchen Xin, Zhihua Zhang