Nonconvex stochastic Bregman proximal gradient method with application to deep learning
From MaRDI portal
Cites work
- 10.1162/153244302760200704
- A Bregman stochastic method for nonconvex nonsmooth problem beyond global Lipschitz gradient continuity
- A descent lemma beyond Lipschitz gradient continuity: first-order methods revisited and applications
- A geometric analysis of phase retrieval
- A simplified view of first order methods for optimization
- A Stochastic Approximation Method
- Accelerated Bregman proximal gradient methods for relatively smooth convex optimization
- Adaptive subgradient methods for online learning and stochastic optimization
- Bregman Finito/MISO for nonconvex regularized finite sum minimization without Lipschitz gradient continuity
- Bregman proximal point algorithm revisited: a new inexact version and its inertial variant
- Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
- Convex optimization: algorithms and complexity
- Efficient online and batch learning using forward backward splitting
- Ergodic convergence of a stochastic proximal point algorithm
- Fastest rates for stochastic mirror descent methods
- First order methods beyond convexity and Lipschitz gradient continuity with applications to quadratic inverse problems
- First-order methods almost always avoid strict saddle points
- Gradient Convergence in Gradient methods with Errors
- Hessian Riemannian Gradient Flows in Convex Programming
- scientific article; zbMATH DE number 439380 (Why is no real title available?)
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 1266748 (Why is no real title available?)
- scientific article; zbMATH DE number 7255038 (Why is no real title available?)
- scientific article; zbMATH DE number 7625168 (Why is no real title available?)
- scientific article; zbMATH DE number 7307474 (Why is no real title available?)
- scientific article; zbMATH DE number 3296905 (Why is no real title available?)
- Incremental proximal methods for large scale convex optimization
- Katyusha: the first direct acceleration of stochastic gradient methods
- Learnability, stability and uniform convergence
- Lectures on stochastic programming. Modeling and theory
- Lower bounds for non-convex stochastic optimization
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
- Monotone Operators and the Proximal Point Algorithm
- Nonasymptotic convergence of stochastic proximal point methods for constrained convex optimization
- Nonconvex Optimization Meets Low-Rank Matrix Factorization: An Overview
- Quartic first-order methods for low-rank minimization
- Relatively smooth convex optimization by first-order methods, and applications
- Smooth minimization of non-smooth functions
- Sparsity constrained nonlinear optimization: optimality conditions and algorithms
- Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions
- The Elements of Statistical Learning
- Variational Analysis
Cited in
(2)
This page was built for publication: Nonconvex stochastic Bregman proximal gradient method with application to deep learning
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6982663)
