Variance Reduction for Matrix Games

Variance Reduction for Matrix Games

3 July 2019

Papers citing "Variance Reduction for Matrix Games"

13 / 13 papers shown

Title
ReSQueing Parallel and Private Stochastic Convex Optimization Y. Carmon A. Jambulapati Yujia Jin Y. Lee Daogao Liu Aaron Sidford Kevin Tian FedML 30 12 0 01 Jan 2023
Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey Aleksandr Beznosikov Boris Polyak Eduard A. Gorbunov D. Kovalev Alexander Gasnikov 44 31 0 29 Aug 2022
Stochastic Gradient Descent-Ascent: Unified Theory and New Efficient Methods Aleksandr Beznosikov Eduard A. Gorbunov Hugo Berard Nicolas Loizou 24 49 0 15 Feb 2022
Optimal Algorithms for Decentralized Stochastic Variational Inequalities D. Kovalev Aleksandr Beznosikov Abdurakhmon Sadiev Michael Persiianov Peter Richtárik Alexander Gasnikov 37 35 0 06 Feb 2022
On the Complexity of a Practical Primal-Dual Coordinate Method Ahmet Alacaoglu V. Cevher Stephen J. Wright 23 12 0 19 Jan 2022
Efficient Performance Bounds for Primal-Dual Reinforcement Learning from Demonstrations Angeliki Kamoutsi G. Banjac John Lygeros OffRL 31 7 0 28 Dec 2021
Extragradient Method: $O(1/K)$ Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity Eduard A. Gorbunov Nicolas Loizou Gauthier Gidel 36 64 0 08 Oct 2021
The Complexity of Nonconvex-Strongly-Concave Minimax Optimization Siqi Zhang Junchi Yang Cristóbal Guzmán Negar Kiyavash Niao He 33 61 0 29 Mar 2021
Cyclic Coordinate Dual Averaging with Extrapolation Chaobing Song Jelena Diakonikolas 32 6 0 26 Feb 2021
Stochastic Hamiltonian Gradient Methods for Smooth Games Nicolas Loizou Hugo Berard Alexia Jolicoeur-Martineau Pascal Vincent Simon Lacoste-Julien Ioannis Mitliagkas 39 50 0 08 Jul 2020
Cocoercivity, Smoothness and Bias in Variance-Reduced Stochastic Gradient Methods Martin Morin Pontus Giselsson 20 2 0 21 Mar 2019
Frank-Wolfe Algorithms for Saddle Point Problems Gauthier Gidel Tony Jebara Simon Lacoste-Julien 42 70 0 25 Oct 2016
A Proximal Stochastic Gradient Method with Progressive Variance Reduction Lin Xiao Tong Zhang ODL 93 737 0 19 Mar 2014