no code implementations • 2 Dec 2023 • Xiao Li, Andre Milzarek, Junwen Qiu
While the convergence behavior and advantageous acceleration effects of random reshuffling methods are fairly well understood in the smooth setting, much less seems to be known in the nonsmooth case and only few proximal-type random reshuffling approaches with provable guarantees exist.
no code implementations • 10 May 2023 • Andre Milzarek, Junwen Qiu
In this paper, we present a novel stochastic normal map-based algorithm ($\mathsf{norM}\text{-}\mathsf{SGD}$) for nonconvex composite-type optimization problems and discuss its convergence properties.
no code implementations • 31 Dec 2021 • Kun Huang, Xiao Li, Andre Milzarek, Shi Pu, Junwen Qiu
We show that D-RR inherits favorable characteristics of RR for both smooth strongly convex and smooth nonconvex objective functions.
no code implementations • 10 Oct 2021 • Xiao Li, Andre Milzarek, Junwen Qiu
We conduct a novel convergence analysis for the non-descent RR method with diminishing step sizes based on the KL inequality, which generalizes the standard KL framework.