2022
Fast Stochastic Composite Minimization and an Accelerated Frank-Wolfe Algorithm under Parallelization
NeurIPS 2022accept
We consider the problem of minimizing the sum of two convex functions. One of those functions has Lipschitz-continuous gradients, and can be accessed via stochastic oracles, whereas the other is ``simple''. We provide a Bregman-type algorithm with accelerated convergence in function values to a ball…