Search Results for author: Petr Ostroukhov

Found 4 papers, 2 papers with code

Self-concordant analysis of Frank-Wolfe algorithm

1 code implementation ICML 2020 Mathias Staudigl, Pavel Dvurechenskii, Shimrit Shtern, Kamil Safin, Petr Ostroukhov

Projection-free optimization via different variants of the Frank-Wolfe (FW) method has become one of the cornerstones in optimization for machine learning since in many cases the linear minimization oracle is much cheaper to implement than projections and some sparsity needs to be preserved.

Quantum State Tomography

AdaBatchGrad: Combining Adaptive Batch Size and Adaptive Step Size

no code implementations7 Feb 2024 Petr Ostroukhov, Aigerim Zhumabayeva, Chulu Xiang, Alexander Gasnikov, Martin Takáč, Dmitry Kamzolov

To substantiate the efficacy of our method, we experimentally show, how the introduction of adaptive step size and adaptive batch size gradually improves the performance of regular SGD.

Tensor methods for strongly convex strongly concave saddle point problems and strongly monotone variational inequalities

no code implementations31 Dec 2020 Petr Ostroukhov, Rinat Kamalov, Pavel Dvurechensky, Alexander Gasnikov

The first method is based on the assumption of $p$-th order smoothness of the objective and it achieves a convergence rate of $O \left( \left( \frac{L_p R^{p - 1}}{\mu} \right)^\frac{2}{p + 1} \log \frac{\mu R^2}{\varepsilon_G} \right)$, where $R$ is an estimate of the initial distance to the solution, and $\varepsilon_G$ is the error in terms of duality gap.

Optimization and Control

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