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
A momentum-based estimator with mini-batches is employed to track the function values of each level, which are subsequently used to construct momentum gradient estimators, and a batch-free method that incorporates a first-order approximation and a clipping technique for function value estimation is developed.
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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