FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2944875101> ?p ?o ?g. }

• W2944875101 abstract "We study the robustness of accelerated first-order algorithms to stochastic uncertainties in gradient evaluation. Specifically, for unconstrained, smooth, strongly convex optimization problems, we examine the mean-squared error in the optimization variable when the iterates are perturbed by additive white noise. This type of uncertainty may arise in situations where an approximation of the gradient is sought through measurements of a real system or in a distributed computation over a network. Even though the underlying dynamics of first-order algorithms for this class of problems are nonlinear, we establish upper bounds on the mean-squared deviation from the optimal solution that are tight up to constant factors. Our analysis quantifies fundamental trade-offs between noise amplification and convergence rates obtained via any acceleration scheme similar to Nesterov's or heavy-ball methods. To gain additional analytical insight, for strongly convex quadratic problems, we explicitly evaluate the steady-state variance of the optimization variable in terms of the eigenvalues of the Hessian of the objective function. We demonstrate that the entire spectrum of the Hessian, rather than just the extreme eigenvalues, influence robustness of noisy algorithms. We specialize this result to the problem of distributed averaging over undirected networks and examine the role of network size and topology on the robustness of noisy accelerated algorithms." @default.
• W2944875101 created "2019-05-29" @default.
• W2944875101 creator A5041237539 @default.
• W2944875101 creator A5047399398 @default.
• W2944875101 creator A5087790067 @default.
• W2944875101 date "2019-05-27" @default.
• W2944875101 modified "2023-09-27" @default.
• W2944875101 title "Robustness of accelerated first-order algorithms for strongly convex optimization problems" @default.
• W2944875101 cites W104184427 @default.
• W2944875101 cites W1409984952 @default.
• W2944875101 cites W1638543427 @default.
• W2944875101 cites W1708022953 @default.
• W2944875101 cites W181062240 @default.
• W2944875101 cites W1965640670 @default.
• W2944875101 cites W1988720110 @default.
• W2944875101 cites W1992208280 @default.
• W2944875101 cites W1994616650 @default.
• W2944875101 cites W2074132271 @default.
• W2944875101 cites W2086161653 @default.
• W2944875101 cites W2093417350 @default.
• W2944875101 cites W2097944741 @default.
• W2944875101 cites W2100556411 @default.
• W2944875101 cites W2101159990 @default.
• W2944875101 cites W2121210949 @default.
• W2944875101 cites W2124768887 @default.
• W2944875101 cites W2138855972 @default.
• W2944875101 cites W2146482778 @default.
• W2944875101 cites W2151685478 @default.
• W2944875101 cites W2156779765 @default.
• W2944875101 cites W2166107799 @default.
• W2944875101 cites W2168914046 @default.
• W2944875101 cites W2176777789 @default.
• W2944875101 cites W2210084516 @default.
• W2944875101 cites W2514921637 @default.
• W2944875101 cites W2540893630 @default.
• W2944875101 cites W2568627816 @default.
• W2944875101 cites W2589020962 @default.
• W2944875101 cites W2765203333 @default.
• W2944875101 cites W2788611447 @default.
• W2944875101 cites W2886474253 @default.
• W2944875101 cites W2901838001 @default.
• W2944875101 cites W2914211548 @default.
• W2944875101 cites W2914932468 @default.
• W2944875101 cites W2943533602 @default.
• W2944875101 cites W2963007855 @default.
• W2944875101 cites W2963040514 @default.
• W2944875101 cites W2963092340 @default.
• W2944875101 cites W2963233958 @default.
• W2944875101 cites W2963433607 @default.
• W2944875101 cites W2963811077 @default.
• W2944875101 cites W2964102336 @default.
• W2944875101 cites W2964106499 @default.
• W2944875101 cites W2964328735 @default.
• W2944875101 cites W2966734222 @default.
• W2944875101 cites W2972329375 @default.
• W2944875101 cites W3008463948 @default.
• W2944875101 cites W3045745164 @default.
• W2944875101 cites W3104429825 @default.
• W2944875101 cites W3141595720 @default.
• W2944875101 cites W3166923021 @default.
• W2944875101 hasPublicationYear "2019" @default.
• W2944875101 type Work @default.
• W2944875101 sameAs 2944875101 @default.
• W2944875101 citedByCount "2" @default.
• W2944875101 countsByYear W29448751012019 @default.
• W2944875101 crossrefType "posted-content" @default.
• W2944875101 hasAuthorship W2944875101A5041237539 @default.
• W2944875101 hasAuthorship W2944875101A5047399398 @default.
• W2944875101 hasAuthorship W2944875101A5087790067 @default.
• W2944875101 hasConcept C104317684 @default.
• W2944875101 hasConcept C112680207 @default.
• W2944875101 hasConcept C11413529 @default.
• W2944875101 hasConcept C126255220 @default.
• W2944875101 hasConcept C137836250 @default.
• W2944875101 hasConcept C145446738 @default.
• W2944875101 hasConcept C157972887 @default.
• W2944875101 hasConcept C185592680 @default.
• W2944875101 hasConcept C203616005 @default.
• W2944875101 hasConcept C2524010 @default.
• W2944875101 hasConcept C28826006 @default.
• W2944875101 hasConcept C33923547 @default.
• W2944875101 hasConcept C55493867 @default.
• W2944875101 hasConcept C63479239 @default.
• W2944875101 hasConceptScore W2944875101C104317684 @default.
• W2944875101 hasConceptScore W2944875101C112680207 @default.
• W2944875101 hasConceptScore W2944875101C11413529 @default.
• W2944875101 hasConceptScore W2944875101C126255220 @default.
• W2944875101 hasConceptScore W2944875101C137836250 @default.
• W2944875101 hasConceptScore W2944875101C145446738 @default.
• W2944875101 hasConceptScore W2944875101C157972887 @default.
• W2944875101 hasConceptScore W2944875101C185592680 @default.
• W2944875101 hasConceptScore W2944875101C203616005 @default.
• W2944875101 hasConceptScore W2944875101C2524010 @default.
• W2944875101 hasConceptScore W2944875101C28826006 @default.
• W2944875101 hasConceptScore W2944875101C33923547 @default.
• W2944875101 hasConceptScore W2944875101C55493867 @default.
• W2944875101 hasConceptScore W2944875101C63479239 @default.
• W2944875101 hasLocation W29448751011 @default.
• W2944875101 hasOpenAccess W2944875101 @default.
• W2944875101 hasPrimaryLocation W29448751011 @default.

• next