FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2896520257> ?p ?o ?g. }

• W2896520257 abstract "We propose a novel framework for analyzing convergence rates of stochastic optimization algorithms with adaptive step sizes. This framework is based on analyzing properties of an underlying generic stochastic process, in particular by deriving a bound on the expected stopping time of this process. We utilize this framework to analyze the bounds on expected global convergence rates of a stochastic variant of a traditional trust region method, introduced in cite{ChenMenickellyScheinberg2014}. While traditional trust region methods rely on exact computations of the gradient, Hessian and values of the objective function, this method assumes that these values are available up to some dynamically adjusted accuracy. Moreover, this accuracy is assumed to hold only with some sufficiently large, but fixed, probability, without any additional restrictions on the variance of the errors. This setting applies, for example, to standard stochastic optimization and machine learning formulations. Improving upon the analysis in cite{ChenMenickellyScheinberg2014}, we show that the stochastic process defined by the algorithm satisfies the assumptions of our proposed general framework, with the stopping time defined as reaching accuracy $|nabla f(x)|leq epsilon$. The resulting bound for this stopping time is $O(epsilon^{-2})$, under the assumption of sufficiently accurate stochastic gradient, and is the first global complexity bound for a stochastic trust-region method. Finally, we apply the same framework to derive second order complexity bound under some additional assumptions." @default.
• W2896520257 created "2018-10-26" @default.
• W2896520257 creator A5011147039 @default.
• W2896520257 creator A5026789944 @default.
• W2896520257 creator A5036761076 @default.
• W2896520257 creator A5064170535 @default.
• W2896520257 date "2016-09-23" @default.
• W2896520257 modified "2023-09-27" @default.
• W2896520257 title "Convergence Rate Analysis of a Stochastic Trust Region Method via Submartingales" @default.
• W2896520257 cites W147998453 @default.
• W2896520257 cites W181733065 @default.
• W2896520257 cites W2009713937 @default.
• W2896520257 cites W2024366558 @default.
• W2896520257 cites W2058706632 @default.
• W2896520257 cites W2061570747 @default.
• W2896520257 cites W2107438106 @default.
• W2896520257 cites W2117686388 @default.
• W2896520257 cites W2124541940 @default.
• W2896520257 cites W2129191766 @default.
• W2896520257 cites W2271982975 @default.
• W2896520257 cites W2280955991 @default.
• W2896520257 cites W2301983558 @default.
• W2896520257 cites W2304667012 @default.
• W2896520257 cites W2747280560 @default.
• W2896520257 cites W2767380555 @default.
• W2896520257 cites W2798909945 @default.
• W2896520257 cites W2950367854 @default.
• W2896520257 cites W2952215077 @default.
• W2896520257 cites W2963307318 @default.
• W2896520257 cites W2963465983 @default.
• W2896520257 cites W2964089577 @default.
• W2896520257 hasPublicationYear "2016" @default.
• W2896520257 type Work @default.
• W2896520257 sameAs 2896520257 @default.
• W2896520257 citedByCount "15" @default.
• W2896520257 countsByYear W28965202572016 @default.
• W2896520257 countsByYear W28965202572017 @default.
• W2896520257 countsByYear W28965202572018 @default.
• W2896520257 countsByYear W28965202572019 @default.
• W2896520257 crossrefType "posted-content" @default.
• W2896520257 hasAuthorship W2896520257A5011147039 @default.
• W2896520257 hasAuthorship W2896520257A5026789944 @default.
• W2896520257 hasAuthorship W2896520257A5036761076 @default.
• W2896520257 hasAuthorship W2896520257A5064170535 @default.
• W2896520257 hasConcept C105795698 @default.
• W2896520257 hasConcept C121955636 @default.
• W2896520257 hasConcept C126255220 @default.
• W2896520257 hasConcept C134306372 @default.
• W2896520257 hasConcept C14036430 @default.
• W2896520257 hasConcept C144133560 @default.
• W2896520257 hasConcept C162324750 @default.
• W2896520257 hasConcept C178635117 @default.
• W2896520257 hasConcept C194387892 @default.
• W2896520257 hasConcept C196083921 @default.
• W2896520257 hasConcept C203616005 @default.
• W2896520257 hasConcept C26517878 @default.
• W2896520257 hasConcept C2777303404 @default.
• W2896520257 hasConcept C28826006 @default.
• W2896520257 hasConcept C33923547 @default.
• W2896520257 hasConcept C38652104 @default.
• W2896520257 hasConcept C41008148 @default.
• W2896520257 hasConcept C50522688 @default.
• W2896520257 hasConcept C57869625 @default.
• W2896520257 hasConcept C77553402 @default.
• W2896520257 hasConcept C78458016 @default.
• W2896520257 hasConcept C8272713 @default.
• W2896520257 hasConcept C86803240 @default.
• W2896520257 hasConcept C89109886 @default.
• W2896520257 hasConceptScore W2896520257C105795698 @default.
• W2896520257 hasConceptScore W2896520257C121955636 @default.
• W2896520257 hasConceptScore W2896520257C126255220 @default.
• W2896520257 hasConceptScore W2896520257C134306372 @default.
• W2896520257 hasConceptScore W2896520257C14036430 @default.
• W2896520257 hasConceptScore W2896520257C144133560 @default.
• W2896520257 hasConceptScore W2896520257C162324750 @default.
• W2896520257 hasConceptScore W2896520257C178635117 @default.
• W2896520257 hasConceptScore W2896520257C194387892 @default.
• W2896520257 hasConceptScore W2896520257C196083921 @default.
• W2896520257 hasConceptScore W2896520257C203616005 @default.
• W2896520257 hasConceptScore W2896520257C26517878 @default.
• W2896520257 hasConceptScore W2896520257C2777303404 @default.
• W2896520257 hasConceptScore W2896520257C28826006 @default.
• W2896520257 hasConceptScore W2896520257C33923547 @default.
• W2896520257 hasConceptScore W2896520257C38652104 @default.
• W2896520257 hasConceptScore W2896520257C41008148 @default.
• W2896520257 hasConceptScore W2896520257C50522688 @default.
• W2896520257 hasConceptScore W2896520257C57869625 @default.
• W2896520257 hasConceptScore W2896520257C77553402 @default.
• W2896520257 hasConceptScore W2896520257C78458016 @default.
• W2896520257 hasConceptScore W2896520257C8272713 @default.
• W2896520257 hasConceptScore W2896520257C86803240 @default.
• W2896520257 hasConceptScore W2896520257C89109886 @default.
• W2896520257 hasLocation W28965202571 @default.
• W2896520257 hasOpenAccess W2896520257 @default.
• W2896520257 hasPrimaryLocation W28965202571 @default.
• W2896520257 hasRelatedWork W147998453 @default.
• W2896520257 hasRelatedWork W1732158901 @default.
• W2896520257 hasRelatedWork W2009941369 @default.
• W2896520257 hasRelatedWork W2098840904 @default.
• W2896520257 hasRelatedWork W2137633966 @default.

• next