• Media type: Report; E-Book; Text
  • Title: Inexact tensor methods and their application to stochastic convex optimization
  • Contributor: Agafonov, Artem [Author]; Kamzolov, Dmitry [Author]; Dvurechensky, Pavel [Author]; Gasnikov, Alexander [Author]
  • imprint: Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2021
  • Issue: published Version
  • Language: English
  • DOI: https://doi.org/10.34657/8574; https://doi.org/10.20347/WIAS.PREPRINT.2818
  • ISSN: 2198-5855
  • Keywords: High-order methods ; tensor methods ; inexact derivatives ; convex optimization ; stochastic optimization
  • Origination:
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  • Description: We propose a general non-accelerated tensor method under inexact information on higher- order derivatives, analyze its convergence rate, and provide sufficient conditions for this method to have similar complexity as the exact tensor method. As a corollary, we propose the first stochastic tensor method for convex optimization and obtain sufficient mini-batch sizes for each derivative.
  • Access State: Open Access