Chaoxu Zhou

2 accepted papers

2017

Linear Convergence of Stochastic Frank Wolfe Variants

Donald Goldfarb, Garud Iyengar, Chaoxu Zhou

AISTATS 2017poster

In this paper, we show that the Away-step Stochastic Frank-Wolfe (ASFW) and Pairwise Stochastic Frank-Wolfe (PSFW) algorithms converge linearly in expectation. We also show that if an algorithm convergences linearly in expectation then it converges linearly almost surely. In order to prove these res…

Cited by 39 Source ↗PDF ↗Scholar ↗

2017

Stochastic Adaptive Quasi-Newton Methods for Minimizing Expected Values

Chaoxu Zhou, Wenbo Gao, Donald Goldfarb

ICML 2017poster

We propose a novel class of stochastic, adaptive methods for minimizing self-concordant functions which can be expressed as an expected value. These methods generate an estimate of the true objective function by taking the empirical mean over a sample drawn at each step, making the problem tractable…

Cited by 31 Source ↗PDF ↗Scholar ↗