N. Gazagnadou, R. M. Gower, J. Salmon.
Optimal mini-batch and step sizes for SAGA, to appear in ICML 2019.
Preprint
Code
R. M. Gower, N. Loizou, X. Qian, A. Sailanbayev, E. Shulgin, P. Richtárik.
SGD: general analysis and improved rates, to appear in ICML 2019.
Preprint
A. Bibi, A. Sailanbayev, B. Ghanem, R. M. Gower and P. Richtárik.
Improving SAGA via a probabilistic interpolation with gradient descent, 2018.
Preprint
B. K. Abid and R. M. Gower.
Greedy stochastic algorithms for entropy-regularized optimal transport problems, AISTATS, 2018.
Preprint
Proceedings
Poster
R. M. Gower and P. Richtárik.
Randomized quasi-Newton updates are linearly convergent matrix inversion algorithms, SIAM Journal on Matrix Analysis and Applications, 2017.
Preprint
Code
Journal
Slides
R. M. Gower.
Sketch and Project: Randomized Iterative Methods for Linear Systems and Inverting Matrices, PhD Dissertation, School of Mathematics, The University of Edinburgh, 2016.
Preprint
Code
Slides
R. M. Gower and M. P. Mello.
Computing the sparsity pattern of Hessians using automatic differentiation, ACM Transactions on Mathematical Software, 2014.
Preprint
Journal
Code
R. M. Gower and M. P. Mello.
A new framework for Hessian automatic differentiation, Optimization Methods and Software, 2012.
Preprint
Journal
Code