Stochastic Methods

Last iterate convergence of SGD for Least-Squares in the Interpolation regime. NeurIPS 2021 Learning from Censored and Dependent Data: The case of Linear Dynamics COLT 2021 Loop Estimator for Discounted Values in Markov Reward Processes AAAI 2021 Lower Bounds on Metropolized Sampling Methods for Well-Conditioned Distributions NeurIPS 2021 L-SVRG and L-Katyusha with Arbitrary Sampling JMLR 2021 Machine Unlearning via Algorithmic Stability COLT 2021 Marginalized Stochastic Natural Gradients for Black-Box Variational Inference ICML 2021 Max-Utility Based Arm Selection Strategy For Sequential Query Recommendations ACML 2021 MetaGrad: Adaptation using Multiple Learning Rates in Online Learning JMLR 2021 M-FAC: Efficient Matrix-Free Approximations of Second-Order Information NeurIPS 2021 Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals JMLR 2021 Multiplicative Noise and Heavy Tails in Stochastic Optimization ICML 2021 No-regret learning with high-probability in adversarial Markov decision processes UAI 2021 No-Regret Reinforcement Learning with Heavy-Tailed Rewards AISTATS 2021 One-pass Stochastic Gradient Descent in overparametrized two-layer neural networks AISTATS 2021 Online Multi-Armed Bandits with Adaptive Inference NeurIPS 2021 Online stochastic gradient descent on non-convex losses from high-dimensional inference JMLR 2021 On Proximal Policy Optimization’s Heavy-tailed Gradients ICML 2021 On the Bias-Variance-Cost Tradeoff of Stochastic Optimization NeurIPS 2021 On the Convergence of Step Decay Step-Size for Stochastic Optimization NeurIPS 2021 On the Stability of Random Matrix Product with Markovian Noise: Application to Linear Stochastic Approximation and TD Learning COLT 2021 Optimal Algorithms for Stochastic Contextual Preference Bandits NeurIPS 2021 Optimal Underdamped Langevin MCMC Method NeurIPS 2021 Optimizing Information-theoretical Generalization Bound via Anisotropic Noise of SGLD NeurIPS 2021 Parallel tempering on optimized paths ICML 2021