Second-order methods for smooth monotone variational inequalities reach the optimal rate $O(T^{-3/2})$, but a distributed exact Jacobian costs $d$ times more communication than an operator value. We show that similarity does part of the work for free: if the server's Jacobian differs from the global one by at most $\be...
Ewsey R. Obzherin, Roman M. Mozhaev, A. Gasnikov et al.· 0 citations
We study second-order methods for convex stochastic optimization, where gradients and Hessians are available only through stochastic estimates with variances $\sigma_1^2$ and $\sigma_2^2$, respectively. First, we propose the Stochastic Contracting Cubic Newton method. At each iteration, it minimizes a cubic model with...
A. Agafonov, Аслан Нажмудинович Ашабоков, D. Kamzolov et al.· 0 citations
We consider distributed stochastic convex optimization with a fixed budget of $N$ independent samples split among $m$ workers. Sample average approximation reduces the problem to a regularized finite-sum problem whose local Hessians are statistically similar. This allows the Hessian of the local objective at the server...
Yury A. Sokolov, Maxim Mashtaler, A. Gasnikov et al.· 0 citations
We use cookies to run the site and, with your consent, for analytics and to show ads.
See our Cookie Policy.