Search Results for author: Innokentiy Shibaev

Found 2 papers, 1 papers with code

Near-Optimal High Probability Complexity Bounds for Non-Smooth Stochastic Optimization with Heavy-Tailed Noise

1 code implementation10 Jun 2021 Eduard Gorbunov, Marina Danilova, Innokentiy Shibaev, Pavel Dvurechensky, Alexander Gasnikov

In our paper, we resolve this issue and derive the first high-probability convergence results with logarithmic dependence on the confidence level for non-smooth convex stochastic optimization problems with non-sub-Gaussian (heavy-tailed) noise.

Stochastic Optimization

Recent Theoretical Advances in Non-Convex Optimization

no code implementations11 Dec 2020 Marina Danilova, Pavel Dvurechensky, Alexander Gasnikov, Eduard Gorbunov, Sergey Guminov, Dmitry Kamzolov, Innokentiy Shibaev

For this setting, we first present known results for the convergence rates of deterministic first-order methods, which are then followed by a general theoretical analysis of optimal stochastic and randomized gradient schemes, and an overview of the stochastic first-order methods.

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