$Stochastic subgradient method converges at the rate $O(k^{-1/4})$ on weakly convex functions$

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Stochastic subgradient method converges at the rate $O(k^{-1/4})$ on weakly convex functions

8 February 2018

Papers citing "Stochastic subgradient method converges at the rate $O(k^{-1/4})$ on weakly convex functions"

34 / 34 papers shown

Title
Stochastic Primal-Dual Double Block-Coordinate for Two-way Partial AUC Maximization Linli Zhou Bokun Wang My T. Thai Tianbao Yang 33 0 0 28 May 2025
Stochastic First-Order Methods with Non-smooth and Non-Euclidean Proximal Terms for Nonconvex High-Dimensional Stochastic Optimization Yue Xie Jiawen Bi Hongcheng Liu 56 0 0 27 Jun 2024
Plug-and-Play image restoration with Stochastic deNOising REgularization Marien Renaud Jean Prost Arthur Leclaire Nicolas Papadakis DiffM 156 8 0 01 Feb 2024
Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems Thomas Pethick P. Latafat Panagiotis Patrinos Olivier Fercoq Volkan Cevher 109 48 0 20 Feb 2023
Statistical, Robustness, and Computational Guarantees for Sliced Wasserstein Distances Sloan Nietert Ritwik Sadhu Ziv Goldfeld Kengo Kato 89 40 0 17 Oct 2022
Min-Max Bilevel Multi-objective Optimization with Applications in Machine Learning Alex Gu Songtao Lu Parikshit Ram Tsui-Wei Weng 111 10 0 03 Mar 2022
When AUC meets DRO: Optimizing Partial AUC for Deep Learning with Non-Convex Convergence Guarantee Dixian Zhu Gang Li Bokun Wang Xiaodong Wu Tianbao Yang 138 32 0 01 Mar 2022
Amortized Implicit Differentiation for Stochastic Bilevel Optimization Michael Arbel Julien Mairal 184 60 0 29 Nov 2021
Nonconvex-Nonconcave Min-Max Optimization with a Small Maximization Domain Dmitrii Ostrovskii Babak Barazandeh Meisam Razaviyayn 85 12 0 08 Oct 2021
Outlier-Robust Sparse Estimation via Non-Convex Optimization Yu Cheng Ilias Diakonikolas Rong Ge Shivam Gupta D. Kane Mahdi Soltanolkotabi 94 13 0 23 Sep 2021
Global Convergence of Multi-Agent Policy Gradient in Markov Potential Games Stefanos Leonardos W. Overman Ioannis Panageas Georgios Piliouras 85 123 0 03 Jun 2021
Minimax Optimization with Smooth Algorithmic Adversaries Tanner Fiez Chi Jin Praneeth Netrapalli Lillian J. Ratliff AAML 52 11 0 02 Jun 2021
A Single-Timescale Method for Stochastic Bilevel Optimization Tianyi Chen Yuejiao Sun Quan-Wu Xiao W. Yin 97 79 0 09 Feb 2021
Independent Policy Gradient Methods for Competitive Reinforcement Learning C. Daskalakis Dylan J. Foster Noah Golowich 241 163 0 11 Jan 2021
An efficient nonconvex reformulation of stagewise convex optimization problems Rudy Bunel Oliver Hinder Srinadh Bhojanapalli Krishnamurthy Dvijotham Dvijotham OffRL 65 14 0 27 Oct 2020
Estimating Barycenters of Measures in High Dimensions Samuel N. Cohen Michael Arbel M. Deisenroth 176 25 0 14 Jul 2020
A Two-Timescale Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic Mingyi Hong Hoi-To Wai Zhaoran Wang Zhuoran Yang 86 140 0 10 Jul 2020
High-Dimensional Robust Mean Estimation via Gradient Descent Yu Cheng Ilias Diakonikolas Rong Ge Mahdi Soltanolkotabi 85 31 0 04 May 2020
Generalized Energy Based Models Michael Arbel Liang Zhou Arthur Gretton DRL 179 81 0 10 Mar 2020
Revisiting SGD with Increasingly Weighted Averaging: Optimization and Generalization Perspectives Zhishuai Guo Yan Yan Tianbao Yang MoMe 75 4 0 09 Mar 2020
A Stochastic Extra-Step Quasi-Newton Method for Nonsmooth Nonconvex Optimization Minghan Yang Andre Milzarek Zaiwen Wen Tong Zhang ODL 96 36 0 21 Oct 2019
Stochastic Optimization for Non-convex Inf-Projection Problems Yan Yan Yi Tian Xu Lijun Zhang Xiaoyu Wang Tianbao Yang 33 3 0 26 Aug 2019
Ordered SGD: A New Stochastic Optimization Framework for Empirical Risk Minimization Kenji Kawaguchi Haihao Lu ODL 100 64 0 09 Jul 2019
Efficient Algorithms for Smooth Minimax Optimization K. K. Thekumparampil Prateek Jain Praneeth Netrapalli Sewoong Oh 113 191 0 02 Jul 2019
What is Local Optimality in Nonconvex-Nonconcave Minimax Optimization? Chi Jin Praneeth Netrapalli Michael I. Jordan 117 84 0 02 Feb 2019
Stagewise Training Accelerates Convergence of Testing Error Over SGD Zhuoning Yuan Yan Yan Rong Jin Tianbao Yang 111 11 0 10 Dec 2018
Stochastic Optimization for DC Functions and Non-smooth Non-convex Regularizers with Non-asymptotic Convergence Yi Tian Xu Qi Qi Qihang Lin Rong Jin Tianbao Yang 87 42 0 28 Nov 2018
Weakly-Convex Concave Min-Max Optimization: Provable Algorithms and Applications in Machine Learning Hassan Rafique Mingrui Liu Qihang Lin Tianbao Yang 126 111 0 04 Oct 2018
Stochastic model-based minimization under high-order growth Damek Davis Dmitriy Drusvyatskiy Kellie J. MacPhee 143 31 0 01 Jul 2018
Stochastic subgradient method converges on tame functions Damek Davis Dmitriy Drusvyatskiy Sham Kakade Jason D. Lee 77 252 0 20 Apr 2018
Stochastic model-based minimization of weakly convex functions Damek Davis Dmitriy Drusvyatskiy 89 377 0 17 Mar 2018
How To Make the Gradients Small Stochastically: Even Faster Convex and Nonconvex SGD Zeyuan Allen-Zhu ODL 125 171 0 08 Jan 2018
Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problems Damek Davis Benjamin Grimmer 126 113 0 12 Jul 2017
Stochastic Methods for Composite and Weakly Convex Optimization Problems John C. Duchi Feng Ruan 69 127 0 24 Mar 2017