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Found 3 papers, 2 papers with code
PROMISE: Preconditioned Stochastic Optimization Methods by Incorporating Scalable Curvature Estimates
This paper introduces PROMISE ($\textbf{Pr}$econditioned Stochastic $\textbf{O}$ptimization $\textbf{M}$ethods by $\textbf{I}$ncorporating $\textbf{S}$calable Curvature $\textbf{E}$stimates), a suite of sketching-based preconditioned stochastic gradient algorithms for solving large-scale convex optimization problems arising in machine learning.
SketchySGD: Reliable Stochastic Optimization via Randomized Curvature Estimates
Numerical experiments on both ridge and logistic regression problems with dense and sparse data, show that SketchySGD equipped with its default hyperparameters can achieve comparable or better results than popular stochastic gradient methods, even when they have been tuned to yield their best performance.
Distributionally Robust Chance Constrained Programming with Generative Adversarial Networks (GANs)
A novel generative adversarial network (GAN) based data-driven distributionally robust chance constrained programming framework is proposed.
