Tag: projected
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Mixing Times and Privacy Analysis for the Projected Langevin Algorithm under a Modulus of Continuity
Mixing Times and Privacy Analysis for the Projected Langevin Algorithm under a Modulus of Continuity arXiv:2501.04134v1 Announce Type: new Abstract: We study the mixing time of the projected Langevin algorithm (LA) and the privacy curve of noisy Stochastic Gradient Descent (SGD), beyond nonexpansive iterations. Specifically, we derive new mixing time bounds for the projected LA…
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Projected gradient methods for nonconvex and stochastic optimization: new complexities and auto-conditioned stepsizes
Projected gradient methods for nonconvex and stochastic optimization: new complexities and auto-conditioned stepsizes arXiv:2412.14291v1 Announce Type: cross Abstract: We present a novel class of projected gradient (PG) methods for minimizing a smooth but not necessarily convex function over a convex compact set. We first provide a novel analysis of the “vanilla” PG method, achieving the…