no code implementations • 4 Jul 2023 • Sasila Ilandarideva, Anatoli Juditsky, Guanghui Lan, Tianjiao Li
However, to the best of our knowledge, none of the existing stochastic approximation algorithms for solving this class of problems attain optimality in terms of the dependence on accuracy, problem parameters, and mini-batch size.
no code implementations • 23 Oct 2022 • Sasila Ilandarideva, Yannis Bekri, Anatoli Juditsky, Vianney Perchet
In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters.