Search Results for author: Nhan H. Pham

Found 8 papers, 4 papers with code

FedDR -- Randomized Douglas-Rachford Splitting Algorithms for Nonconvex Federated Composite Optimization

1 code implementation5 Mar 2021 Quoc Tran-Dinh, Nhan H. Pham, Dzung T. Phan, Lam M. Nguyen

These new algorithms can handle statistical and system heterogeneity, which are the two main challenges in federated learning, while achieving the best known communication complexity.

Federated Learning

Finite-Time Analysis of Stochastic Gradient Descent under Markov Randomness

no code implementations24 Mar 2020 Thinh T. Doan, Lam M. Nguyen, Nhan H. Pham, Justin Romberg

Motivated by broad applications in reinforcement learning and machine learning, this paper considers the popular stochastic gradient descent (SGD) when the gradients of the underlying objective function are sampled from Markov processes.

reinforcement-learning Reinforcement Learning (RL)

A Hybrid Stochastic Policy Gradient Algorithm for Reinforcement Learning

1 code implementation1 Mar 2020 Nhan H. Pham, Lam M. Nguyen, Dzung T. Phan, Phuong Ha Nguyen, Marten van Dijk, Quoc Tran-Dinh

We propose a novel hybrid stochastic policy gradient estimator by combining an unbiased policy gradient estimator, the REINFORCE estimator, with another biased one, an adapted SARAH estimator for policy optimization.

reinforcement-learning Reinforcement Learning (RL)

Stochastic Gauss-Newton Algorithms for Nonconvex Compositional Optimization

1 code implementation ICML 2020 Quoc Tran-Dinh, Nhan H. Pham, Lam M. Nguyen

In the expectation case, we establish $\mathcal{O}(\varepsilon^{-2})$ iteration-complexity to achieve a stationary point in expectation and estimate the total number of stochastic oracle calls for both function value and its Jacobian, where $\varepsilon$ is a desired accuracy.

A Hybrid Stochastic Optimization Framework for Stochastic Composite Nonconvex Optimization

no code implementations8 Jul 2019 Quoc Tran-Dinh, Nhan H. Pham, Dzung T. Phan, Lam M. Nguyen

We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems.

Stochastic Optimization

Hybrid Stochastic Gradient Descent Algorithms for Stochastic Nonconvex Optimization

no code implementations15 May 2019 Quoc Tran-Dinh, Nhan H. Pham, Dzung T. Phan, Lam M. Nguyen

We introduce a hybrid stochastic estimator to design stochastic gradient algorithms for solving stochastic optimization problems.

Stochastic Optimization

ProxSARAH: An Efficient Algorithmic Framework for Stochastic Composite Nonconvex Optimization

1 code implementation15 Feb 2019 Nhan H. Pham, Lam M. Nguyen, Dzung T. Phan, Quoc Tran-Dinh

We also specify the algorithm to the non-composite case that covers existing state-of-the-arts in terms of complexity bounds.

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