爱情岛论坛 学术报告[2025] 061号

(高水平大学建设系列报告1083号)

报告题目: Complexity of normalized stochastic first-order methods with momentum under heavy-tailed noise

报告人：何川 助理教授（瑞典林雪平大学）

报告时间：2025年7月9日上午10:00-11:30

讲座地点：汇星楼514

报告内容： In this work, we propose practical normalized stochastic first-order methods with Polyak momentum, multi-extrapolated momentum, and recursive momentum for solving unconstrained optimization problems. These methods employ dynamically updated algorithmic parameters and do not require explicit knowledge of problem-dependent quantities such as the Lipschitz constant or noise bound. We establish first-order oracle complexity results for finding approximate stochastic stationary points under heavy-tailed noise and weakly average smoothness conditions—both of which are weaker than the commonly used bounded variance and mean-squared smoothness assumptions. Our complexity bounds either improve upon or match the best-known results in the literature. Numerical experiments are presented to demonstrate the practical effectiveness of the proposed methods.

报告人简历：何川，博士，瑞典林雪平大学数学系助理教授，在SIOPT, MOR, JMLR, TMLR, IJOC, COAP等杂志发表多篇论文。

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