Machine Learning

Accelerated First-Order Optimization Algorithms for Machine Learning

Numerical optimization serves as one of the pillars of machine learning. To meet the demands of big data applications, lots of efforts have been done on designing theoretically and practically fast algorithms. This paper provides a comprehensive …

Accelerated Proximal Gradient Methods for Nonconvex Programming

We extend APG for general nonconvex and nonsmooth programs by introducing a monitor that satisfies the sufficient descent property