arXiv Machine Learning By Felipe Areces, John Duchi, Malo Sommers

Finding a stationary point of a stochastic convex problem

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arXiv:2607. 06883v1 Announce Type: cross Abstract: We consider the problem of finding stationary points for stochastic convex optimization problems.

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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
arXiv Machine Learning
Jul 23

Online Optimization of Difference-of-Convex Compositions with Smooth Mappings

arXiv:2607. 19553v1 Announce Type: cross Abstract: We study online optimization for a broad class of structured non-convex non-smooth problems where each loss is a composition of a difference-of-convex function with a smooth mapping, and the feasible region is defined by constraint functions of the same kind.

By Jingwei Ji, Jong-Shi Pang, Renyuan Xu