We study second-order methods for convex stochastic optimization, where gradients and Hessians are available only through stochastic estimates with variances $\sigma_1^2$ and $\sigma_2^2$, respectively. First, we propose the Stochastic Contracting Cubic Newton method. At each iteration, it minimizes a cubic model with...
A. Agafonov, Аслан Нажмудинович Ашабоков, D. Kamzolov et al.· 0 citations
We consider distributed stochastic convex optimization with a fixed budget of $N$ independent samples split among $m$ workers. Sample average approximation reduces the problem to a regularized finite-sum problem whose local Hessians are statistically similar. This allows the Hessian of the local objective at the server...
Yury A. Sokolov, Maxim Mashtaler, A. Gasnikov et al.· 0 citations
This work introduces Oscillatory Predictive Learning (OPL), a two-stage framework that combines Artificial Kuramoto Oscillatory Neurons (AKOrN) with predictive self-supervised pretraining using X-PhiNet and compares it with other randomized adversarial defense methods that provide precise, reproducible, and strong atta...
M. Habibi, Klea Ziu, Martin Takác et al.· 0 citations
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