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Wenqing Hu

2 accepted papers

2020

On the Noisy Gradient Descent that Generalizes as SGD

ICML 2020poster

The gradient noise of SGD is considered to play a central role in the observed strong generalization abilities of deep learning. While past studies confirm that the magnitude and the covariance structure of gradient noise are critical for regularization, it remains unclear whether or not the class o…

2019

Efficient Smooth Non-Convex Stochastic Compositional Optimization via Stochastic Recursive Gradient Descent

NeurIPS 2019poster

Stochastic compositional optimization arises in many important machine learning tasks such as reinforcement learning and portfolio management. The objective function is the composition of two expectations of stochastic functions, and is more challenging to optimize than vanilla stochastic optimizati…