arXiv Machine Learning By Laurent Condat, Peter Richt\'arik

Convergence Analysis of the ProbAbilistic Gradient Estimator Algorithm for Weakly Convex Finite-Sum Optimization

Read the original on arXiv Machine Learning →

arXiv:2509. 00737v3 Announce Type: replace-cross Abstract: The ProbAbilistic Gradient Estimator algorithm (PAGE), a stochastic algorithm introduced by Li et al.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Aug 10

A proximal subgradient method for nonconvex stochastic optimization under the Kurdyka-{\L}ojasiewicz condition

arXiv:2608. 05460v1 Announce Type: cross Abstract: This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semicontinuous, prox-bounded function.

By Felipe Atenas, Alejandro Jofr\'e, Pedro P\'erez-Aros, David Torregrosa-Bel\'en
arXiv Machine Learning
Jul 2

Towards Weaker Variance Assumptions for Stochastic Optimization

arXiv:2504. 09951v2 Announce Type: replace-cross Abstract: We revisit a classical assumption for analyzing stochastic gradient algorithms where the squared norm of the stochastic subgradient (or the variance for smooth problems) is allowed to grow as fast as the squared norm of the optimization variable.

By Ahmet Alacaoglu, Yura Malitsky, Stephen J. Wright