Filip Hanzely

Optimization for Supervised Machine Learning: Randomized Algorithms for Data and Parameters

  • Filip Hanzely
    • Categories Convex Optimization, Stochastic Programming Tags , , , , ,

    Many key problems in machine learning and data science are routinely modeled as optimization problems and solved via optimization algorithms. With the increase of the volume of data and the size and complexity of the statistical models used to formulate these often ill-conditioned optimization tasks, there is a need for new efficient algorithms able to … Read more

    Accelerated Bregman Proximal Gradient Methods for Relatively Smooth Convex Optimization

  • Filip Hanzely
  • Peter Richtarik
  • Lin Xiao
    • Categories Convex Optimization, Nonlinear Optimization Tags , , , ,

    We consider the problem of minimizing the sum of two convex functions: one is differentiable and relatively smooth with respect to a reference convex function, and the other can be nondifferentiable but simple to optimize. The relatively smooth condition is much weaker than the standard assumption of uniform Lipschitz continuity of the gradients, thus significantly … Read more