1 code implementation • 2 Sep 2023 • Chhavi Sharma, Vishnu Narayanan, P. Balamurugan
To tackle this, we develop a simple and effective switching idea, where a generalized stochastic gradient (GSG) computation oracle is employed to hasten the iterates' progress to a saddle point solution during the initial phase of updates, followed by a switch to the SVRG oracle at an appropriate juncture.
no code implementations • 28 May 2022 • Chhavi Sharma, Vishnu Narayanan, P. Balamurugan
Next, we present a Decentralized Proximal Stochastic Variance Reduced Gradient algorithm with Compression (C-DPSVRG) for finite sum setting which exhibits gradient computation complexity and communication complexity of order $\mathcal{O} \left((1+\delta) \max \{\kappa_f^2, \sqrt{\delta}\kappa^2_f\kappa_g,\kappa_g \} \log\left(\frac{1}{\epsilon}\right) \right)$.
no code implementations • 31 Dec 2019 • Alper Atamturk, Vishnu Narayanan
Using polarity, we give an outer polyhedral approximation for the epigraph of set functions.
