composite optimization

A Hybrid Stochastic Policy Gradient Algorithm for Reinforcement Learning AISTATS 2020 Convex optimization based on global lower second-order models NeurIPS 2020 Decentralized Accelerated Proximal Gradient Descent NeurIPS 2020 Estimate Sequences for Stochastic Composite Optimization: Variance Reduction, Acceleration, and Robustness to Noise JMLR 2020 Greed Meets Sparsity: Understanding and Improving Greedy Coordinate Descent for Sparse Optimization AISTATS 2020 ProxSARAH: An Efficient Algorithmic Framework for Stochastic Composite Nonconvex Optimization JMLR 2020 A Composite Randomized Incremental Gradient Method ICML 2019 A Generic Acceleration Framework for Stochastic Composite Optimization NeurIPS 2019 A Linearly Convergent Proximal Gradient Algorithm for Decentralized Optimization NeurIPS 2019 A Stochastic Composite Gradient Method with Incremental Variance Reduction NeurIPS 2019 Estimate Sequences for Variance-Reduced Stochastic Composite Optimization ICML 2019 Fast Stochastic Algorithms for Low-rank and Nonsmooth Matrix Problems AISTATS 2019 SpiderBoost and Momentum: Faster Variance Reduction Algorithms NeurIPS 2019 Think out of the "Box": Generically-Constrained Asynchronous Composite Optimization and Hedging NeurIPS 2019 Breaking the Nonsmooth Barrier: A Scalable Parallel Method for Composite Optimization NeurIPS 2017 GSOS: Gauss-Seidel Operator Splitting Algorithm for Multi-Term Nonsmooth Convex Composite Optimization ICML 2017 MOCCA: Mirrored Convex/Concave Optimization for Nonconvex Composite Functions JMLR 2016 Tight Complexity Bounds for Optimizing Composite Objectives NeurIPS 2016 On Decomposing the Proximal Map NeurIPS 2013 Stochastic Alternating Direction Method of Multipliers ICML 2013 Proximal Newton-type methods for convex optimization NeurIPS 2012 Scalable nonconvex inexact proximal splitting NeurIPS 2012 Nearest Neighbor based Greedy Coordinate Descent NeurIPS 2011 The LASSO risk: asymptotic results and real world examples NeurIPS 2010