NeurIPS 2018Poster
Online Adaptive Methods, Universality and Acceleration
Authors: Kfir Y. Levy, Alp Yurtsever, Volkan Cevher
Abstract
We present a novel method for convex unconstrained optimization that, without any modifications ensures: (1) accelerated convergence rate for smooth objectives, (2) standard convergence rate in the general (non-smooth) setting, and (3) standard convergence rate in the stochastic optimization setting.