Cheng Ju

2 accepted papers

2018

HONES: A Fast and Tuning-free Homotopy Method For Online Newton Step

AISTATS 2018poster

In this article, we develop and analyze a homotopy continuation method, referred to as HONES , for solving the sequential generalized projections in Online Newton Step (Hazan et al., 2006b), as well as the generalized problem known as sequential standard quadratic programming. HONES is fast, tuning-…

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2017

Non-convex Finite-Sum Optimization Via SCSG Methods

Lihua Lei, Cheng Ju, Jianbo Chen, Michael I Jordan

NeurIPS 2017poster

We develop a class of algorithms, as variants of the stochastically controlled stochastic gradient (SCSG) methods , for the smooth nonconvex finite-sum optimization problem. Only assuming the smoothness of each component, the complexity of SCSG to reach a stationary point with $E \|\nabla f(x)\|^{2}…

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