Ilaria Trombini – Optimization Online

Spectral Stochastic Gradient Method with Additional Sampling for Finite and Infinite Sums

Published: 2024/10/30

Stochastic Approaches additional sub-sampling, Barzilai-Borwein rules, finite sum minimization, infinite sum minimization, stochastic gradient method

In this paper, we propose a new stochastic gradient method for numerical minimization of finite sums. We also propose a modified version of this method applicable on more general problems referred to as infinite sum problems, where the objective function is in the form of mathematical expectation. The method is based on a strategy to … Read more

A line search based proximal stochastic gradient algorithm with dynamical variance reduction

Published: 2022/02/27, Updated: 2022/08/25

Convex Optimization First order stochastic methods, Green Artificial Intelligence, machine learning, Stochastic proximal methods

Many optimization problems arising from machine learning applications can be cast as the minimization of the sum of two functions: the first one typically represents the expected risk, and in practice it is replaced by the empirical risk, and the other one imposes a priori information on the solution. Since in general the first term … Read more