no code implementations • NeurIPS 2021 • Tianyi Chen, Yuejiao Sun, Wotao Yin
By leveraging the hidden smoothness of the problem, this paper presents a tighter analysis of ALSET for stochastic nested problems.
no code implementations • 25 Jun 2021 • Tianyi Chen, Yuejiao Sun, Wotao Yin
By leveraging the hidden smoothness of the problem, this paper presents a tighter analysis of ALSET for stochastic nested problems.
no code implementations • 9 Feb 2021 • Tianyi Chen, Yuejiao Sun, Quan Xiao, Wotao Yin
This paper develops a new optimization method for a class of stochastic bilevel problems that we term Single-Timescale stochAstic BiLevEl optimization (STABLE) method.
1 code implementation • 31 Dec 2020 • Tianyi Chen, Ziye Guo, Yuejiao Sun, Wotao Yin
This paper proposes an adaptive stochastic gradient descent method for distributed machine learning, which can be viewed as the communication-adaptive counterpart of the celebrated Adam method - justifying its name CADA.
no code implementations • 25 Aug 2020 • Tianyi Chen, Yuejiao Sun, Wotao Yin
In particular, we apply Adam to SCSC, and the exhibited rate of convergence matches that of the original Adam on non-compositional stochastic optimization.
no code implementations • 12 Jul 2020 • Tianyi Chen, Xiao Jin, Yuejiao Sun, Wotao Yin
Horizontal Federated learning (FL) handles multi-client data that share the same set of features, and vertical FL trains a better predictor that combine all the features from different clients.
1 code implementation • 26 Feb 2020 • Tianyi Chen, Yuejiao Sun, Wotao Yin
The new algorithms adaptively choose between fresh and stale stochastic gradients and have convergence rates comparable to the original SGD.
no code implementations • NeurIPS 2019 • Tao Sun, Yuejiao Sun, Dongsheng Li, Qing Liao
In this paper, we propose a general proximal incremental aggregated gradient algorithm, which contains various existing algorithms including the basic incremental aggregated gradient method.
no code implementations • 22 Nov 2018 • Tao Sun, Yuejiao Sun, Yangyang Xu, Wotao Yin
random and cyclic selections are either infeasible or very expensive.
no code implementations • NeurIPS 2018 • Tao Sun, Yuejiao Sun, Wotao Yin
This paper studies Markov chain gradient descent, a variant of stochastic gradient descent where the random samples are taken on the trajectory of a Markov chain.
no code implementations • 22 Nov 2017 • Yifan Chen, Yuejiao Sun, Wotao Yin
If no sufficient decrease is found, the current point is called an approximate $R$-local minimizer.