Sashank J. Reddi

Fast stochastic optimization on Riemannian manifolds.

2016 · arXiv (Cornell University)

We study optimization of finite sums of \emph{geodesically} smooth functions on Riemannian manifolds. Although variance reduction techniques for optimizing finite-sum problems have witnessed a huge surge of interest in recent years, all existing work is …

Fast Stochastic Methods for Nonsmooth Nonconvex Optimization

2016 · arXiv (Cornell University)

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem is very …

Proximal stochastic methods for nonsmooth nonconvex finite-sum optimization

2016 · Neural Information Processing Systems

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem is very limited. For example, it is not …