A gentle introduction to gradient-based optimization and variational inequalities for machine learning
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Cites work
- A differential equation for modeling Nesterov's accelerated gradient method: theory and insights
- A variational perspective on accelerated methods in optimization
- Convergence of Langevin MCMC in KL-divergence
- Convex Analysis
- Convex analysis and monotone operator theory in Hilbert spaces
- Distribution-free, Risk-controlling Prediction Sets
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- First-order methods almost always avoid strict saddle points
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- High-order Langevin diffusion yields an accelerated MCMC algorithm
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 3534286 (Why is no real title available?)
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- Is there an analog of Nesterov acceleration for gradient-based MCMC?
- Last-iterate convergence of saddle-point optimizers via high-resolution differential equations
- Monotone Operators and the Proximal Point Algorithm
- On dissipative symplectic integration with applications to gradient-based optimization
- On Nonconvex Optimization for Machine Learning
- Solving Ordinary Differential Equations I
- Solving ordinary differential equations. II: Stiff and differential-algebraic problems.
- Some methods of speeding up the convergence of iteration methods
- The complexity of computing a Nash equilibrium
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
- Understanding the acceleration phenomenon via high-resolution differential equations
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