Convergence analysis of a proximal stochastic gradient algorithm with adaptive sampling for non-convex and non-smooth composite optimization problems
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Bibliographic record
Abstract
This paper examines the convergence and computational complexity of a proximal stochastic gradient algorithm that adaptively incorporates sampling techniques for solving large-scale, non-convex, and non-smooth problems, with a particular emphasis on problems that involve the combination of two non-convex functions.This an area that has been scarcely explored by current methods.By adjusting adaptively the sampling size (or mini-batch size) throughout the algorithm's iterations, this method aims to balance the trade-off between stochastic gradient noise and convergence stability.It maintains a convergence rate similar to that of the proximal gradient method.Moreover, when the objective function is a Kurdyka-ojasiewicz (KL) function, we demonstrate the convergence rate of the expected function value on a case-by-case basis, achieving linear convergence under optimal conditions.Finally, some preliminary numerical results validate the effectiveness and robustness of the proposed method.
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Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.002 | 0.003 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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