We investigate decentralized nonsmooth nonconvex stochastic optimization over a network of $n$ nodes, with the goal of finding an $(\delta,\epsilon)$-Goldstein stationary point. The best existing algorithm achieves $O(\delta^{-1}(\epsilon^{-3}+d\epsilon^{-1}))$ sample complexity and $\widetilde{O}(\gamma^{-1/2}\delta^{...
Yuanyu Wan, Lan Xue, Hao-Min Bai et al.· 0 citations
This paper investigates stochastic multi-level optimization where the objective is a nested composition of several smooth non-convex functions. We assume that only stochastic estimates of the gradient and function values for each level are accessible. Consequently, obtaining an accurate estimate of the overall gradient...
Wei Jiang, Rui Yan, Si-Fan Yang et al.· 0 citations
In non-stationary online learning, dynamic regret has attracted increasing attention as a measure of how well an online learner performs against a time-varying comparator sequence. Despite considerable advances, attaining optimal bounds for strongly convex and exp-concave losses often involves intricate analysis. In th...
Yi-Bo Wang, Wen-Hao Yang, Si-Fan Yang et al.· 0 citations
This paper studies projection-free algorithms for stochastic constrained multi-level compositional optimization and proposes variance-reduced projection-free algorithms and establishes complexity guarantees under both the Frank-Wolfe gap and the gradient mapping criteria.
Wei Jiang, Si-Fan Yang, Wen-Hao Yang et al.· 0 citations
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