arXiv:2508.16791v2 Announce Type: replace-cross
Abstract: We develop a novel past-extragradient-type algorithmic framework, combining both Nesterov's \textit{acceleration} and \textit{variance-reduct...
By Quoc Tran-Dinh, Nghia Nguyen-Trung
arXiv:2604. 06039v2 Announce Type: replace-cross Abstract: Value iteration-type methods have been extensively studied for computing a nearly optimal value function in reinforcement learning (RL).
By Zhichao Jia, Guanghui Lan
arXiv:2607. 05903v1 Announce Type: cross Abstract: We present K-ABENA (K-Adaptive Backpropagation with Error-based N-exclusion Algorithm), a selective gradient computation framework that reduces per-iteration training cost by excluding a fraction of low-loss ("minor") observations from the backward pass.
By Jean-Francois Bonbhel
arXiv:2608. 19587v1 Announce Type: new Abstract: While entropy regularization is widely used to stabilize and accelerate Natural Policy Gradient methods, its ability to yield faster convergence rates for the unregularized objective remains underexplored.
By Zhiqiang Tan
While entropy regularization is widely used to stabilize and accelerate Natural Policy Gradient methods, its ability to yield faster convergence rates for the unregularized objective remains underexplored. Existing analyses often rely on double-loop architectures and invoke a linear entropy penalty.
arXiv:2607. 10618v1 Announce Type: cross Abstract: We consider the recovery of a pair of sparse vectors from a limited number of nonlinear observations of their superposition: $y_i=g(\inner{\ba_i}{\bPhi\bw^\ast+\bPsi\bz^\ast})+e_i$, $i=1,\dots,m$, with $m\ll n$, incoherent orthonormal bases $\bPhi,\bPsi$, a scalar link $g$, and noise $e_i$ that may be heavy-tailed or contaminated.
By Raziyeh Takbiri
arXiv:2502.21099v3 Announce Type: replace-cross
Abstract: This paper proposes {\sf AEPG-SPIDER}, an Adaptive Extrapolated Proximal Gradient (AEPG) method with variance reduction for minimizing compos...
By Ganzhao Yuan
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:2505.20817v3 Announce Type: replace-cross
Abstract: Gradient clipping is widely used in language-model training to control heavy-tailed gradient noise and can improve convergence guarantees ove...
By Taha El Bakkali El Kadi, Savelii Chezhegov, Aleksandr Beznosikov, Samuel Horv\'ath, Eduard Gorbunov
arXiv:2504.09409v3 Announce Type: replace-cross
Abstract: In this paper, we study nonconvex constrained stochastic zeroth-order optimization problems with exact constraints and stochastic objective e...
By Qiankun Shi, Han Yuan, Xiao Wang, Hao Wang
arXiv:2610.07290v1 Announce Type: cross
Abstract: Recent advances in penalty-based methods for stochastic bilevel optimization (SBO) have eliminated the need for second-order derivative oracles. Howe...
By Xingyu Chen, Ming Yang, Quanqi Hu, Tianbao Yang
The paper introduces single-loop stochastic projected damped extragradient (SPDE) and its variance-reduced variant (VR-SPDE) for stochastic nonconvex–(strongly) concave minimax problems. It provides SFO complexity bounds for achieving game stationarity and optimization stationarity, improving upon previous multi-loop methods while maintaining a single-loop structure. The results claim the best-known SFO complexities for these stationarity criteria among single-loop stochastic first‑order methods.
By Huiling Zhang, Minhao Zhang, Zi Xu