Machine Learning

Underestimate Sequences via Quadratic Averaging

Tagged: 

This topic contains 0 replies, has 1 voice, and was last updated by  arXiv 1 week, 3 days ago.


  • arXiv
    5 pts

    Underestimate Sequences via Quadratic Averaging

    In this work we introduce the concept of an Underestimate Sequence (UES), which is a natural extension of Nesterov’s estimate sequence. Our definition of a UES utilizes three sequences, one of which is a lower bound (or under-estimator) of the objective function. The question of how to construct an appropriate sequence of lower bounds is also addressed, and we present lower bounds for strongly convex smooth functions and for strongly convex composite functions, which adhere to the UES framework. Further, we propose several first order methods for minimizing strongly convex functions in both the smooth and composite cases. The algorithms, based on efficiently updating lower bounds on the objective functions, have natural stopping conditions, which provides the user with a certificate of optimality. Convergence of all algorithms is guaranteed through the UES framework, and we show that all presented algorithms converge linearly, with the accelerated variants enjoying the optimal linear rate of convergence.

    Underestimate Sequences via Quadratic Averaging
    by Chenxin Ma, Naga Venkata C. Gudapati, Majid Jahani, Rachael Tappenden, Martin Takáč
    https://arxiv.org/pdf/1710.03695v1.pdf

You must be logged in to reply to this topic.