We introduce a method to stabilize Generative Adversarial Networks (GANs) by defining the generator objective with respect to an unrolled optimization of the discriminator. This allows …
This monograph covers some recent advances in a range of acceleration techniques frequently used in convex optimization. We first use quadratic optimization problems to …
S Bubeck - Foundations and Trends® in Machine Learning, 2015 - nowpublishers.com
This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. Starting from the fundamental theory of black-box optimization …
We consider a family of algorithms that successively sample and minimize simple stochastic models of the objective function. We show that under reasonable conditions on …
This paper studies first order methods for solving smooth minimax optimization problems $\min_x\max_y g (x, y) $ where $ g (\cdot,\cdot) $ is smooth and $ g (x,\cdot) $ is concave for …
We introduce a generic scheme for accelerating first-order optimization methods in the sense of Nesterov, which builds upon a new analysis of the accelerated proximal point …
Trust region policy optimization (TRPO) is a popular and empirically successful policy search algorithm in Reinforcement Learning (RL) in which a surrogate problem, that restricts …
This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable (possibly nonconvex) …
In this paper, we propose a new accelerated stochastic first-order method called clipped- SSTM for smooth convex stochastic optimization with heavy-tailed distributed noise in …