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 Africa


NEON2: Finding Local Minima via First-Order Oracles

Neural Information Processing Systems

We propose a reduction for non-convex optimization that can (1) turn an stationary-point finding algorithm into an local-minimum finding one, and (2) replace the Hessian-vector product computations with only gradient computations. It works both in the stochastic and the deterministic settings, without hurting the algorithm's performance. As applications, our reduction turns Natasha2 into a first-order method without hurting its theoretical performance. It also converts SGD, GD, SCSG, and SVRG into algorithms finding approximate local minima, outperforming some best known results.








Boosted Sparse and Low-Rank Tensor Regression

Neural Information Processing Systems

We propose a sparse and low-rank tensor regression model to relate a univariate outcome to a feature tensor, in which each unit-rank tensor from the CP decomposition of the coefficient tensor is assumed to be sparse.