Inexact Tensor Methods and Their Application to Stochastic Convex Optimization
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Publication:6357301
arXiv2012.15636MaRDI QIDQ6357301FDOQ6357301
Authors: Artem Agafonov, Dmitry Kamzolov, Pavel Dvurechensky, A. V. Gasnikov, M. Takáč
Publication date: 31 December 2020
Abstract: We propose general non-accelerated and accelerated tensor methods under inexact information on the derivatives of the objective, analyze their convergence rate. Further, we provide conditions for the inexactness in each derivative that is sufficient for each algorithm to achieve the desired accuracy. As a corollary, we propose stochastic tensor methods for convex optimization and obtain sufficient mini-batch sizes for each derivative.
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