Optimization

Constrained Stochastic Compositional Gradient Descent

Convergence analysis of constrained formulation of compositional SGD

Robust Training for Neural Networks

Alt-opt based 1-layer ReLU training with LS for +ve and -ve weights and sparse recovery to choose the weights' signs.

Stochastic Hamiltonian Descent

Proved convergence of a stochastic variant of the First Explicit Method of Discretization of Hamiltonian Descent Methods with same bounds as the deterministic version under certain strict stochastic assumptions.