no code implementations • 8 Jan 2024 • Yuze Han, Xiang Li, Zhihua Zhang
In two-time-scale stochastic approximation (SA), two iterates are updated at varying speeds using different step sizes, with each update influencing the other.
no code implementations • 25 Apr 2023 • Jiadong Liang, Yuze Han, Xiang Li, Zhihua Zhang
Additionally, we propose the Debiased LPSA (DLPSA) as a practical application of our jump diffusion approximation result.
no code implementations • 15 Mar 2021 • Yuze Han, Guangzeng Xie, Zhihua Zhang
This construction is friendly to the analysis of PIFO algorithms.
no code implementations • 15 Mar 2021 • Guangzeng Xie, Yuze Han, Zhihua Zhang
This paper studies bilinear saddle point problems $\min_{\bf{x}} \max_{\bf{y}} g(\bf{x}) + \bf{x}^{\top} \bf{A} \bf{y} - h(\bf{y})$, where the functions $g, h$ are smooth and strongly-convex.
