Inexact tensor methods and their application to stochastic convex optimization
| dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
| dc.bibliographicCitation.volume | 2818 | |
| dc.contributor.author | Agafonov, Artem | |
| dc.contributor.author | Kamzolov, Dmitry | |
| dc.contributor.author | Dvurechensky, Pavel | |
| dc.contributor.author | Gasnikov, Alexander | |
| dc.date.accessioned | 2022-07-05T14:00:01Z | |
| dc.date.available | 2022-07-05T14:00:01Z | |
| dc.date.issued | 2021 | |
| dc.description.abstract | We propose a general non-accelerated tensor method under inexact information on higher- order derivatives, analyze its convergence rate, and provide sufficient conditions for this method to have similar complexity as the exact tensor method. As a corollary, we propose the first stochastic tensor method for convex optimization and obtain sufficient mini-batch sizes for each derivative. | eng |
| dc.description.version | publishedVersion | eng |
| dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/9536 | |
| dc.identifier.uri | https://doi.org/10.34657/8574 | |
| dc.language.iso | eng | |
| dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | |
| dc.relation.doi | https://doi.org/10.20347/WIAS.PREPRINT.2818 | |
| dc.relation.issn | 2198-5855 | |
| dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
| dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
| dc.subject.ddc | 510 | |
| dc.subject.other | High-order methods | eng |
| dc.subject.other | tensor methods | eng |
| dc.subject.other | convex optimization | eng |
| dc.subject.other | inexact derivatives | eng |
| dc.subject.other | stochastic optimization | eng |
| dc.title | Inexact tensor methods and their application to stochastic convex optimization | eng |
| dc.type | Report | eng |
| dc.type | Text | eng |
| dcterms.extent | 23 S. | |
| tib.accessRights | openAccess | |
| wgl.contributor | WIAS | |
| wgl.subject | Mathematik | |
| wgl.type | Report / Forschungsbericht / Arbeitspapier |
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