arXiv Machine Learning By TaeHo Yoon, Nicolas Loizou

Direct Acceleration of Stochastic Root-Finding Without Variance Reduction and Regularization

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arXiv:2608. 12043v1 Announce Type: cross Abstract: Acceleration for deterministic root-finding problems has been extensively studied in recent years; specifically, the anchor-based, or Halpern-type methods achieve optimal convergence rates with respect to the operator norm.

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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
Aug 12

A lower bound for stepsize-based acceleration of gradient descent

arXiv:2608. 10418v1 Announce Type: cross Abstract: Recent work has shown that, for smooth convex optimization, plain gradient descent can be accelerated from its textbook convergence rate of $O(T^{-1})$ (where $T$ denotes the number of iterations) to $O\big(T^{-\log_2(1+\sqrt{2})}\big)$ using carefully designed stepsize schedules alone, without resorting to momentum or other algorithmic modifications.

By Jianhao Ma, Yuxin Chen