{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-stochastic-proximal-method-for-nonsmooth","title":"A Stochastic Proximal Method for Nonsmooth Regularized Finite Sum Optimization","arxiv_id":"2206.06531","date":"2022-06-14","proceeding":null,"authors":["Dounia Lakhmiri","Dominique Orban","Andrea Lodi"],"abstract":"We consider the problem of training a deep neural network with nonsmooth regularization to retrieve a sparse and efficient sub-structure. Our regularizer is only assumed to be lower semi-continuous and prox-bounded. We combine an adaptive quadratic regularization approach with proximal stochastic gradient principles to derive a new solver, called SR2, whose convergence and worst-case complexity are established without knowledge or approximation of the gradient's Lipschitz constant. We formulate a stopping criteria that ensures an appropriate first-order stationarity measure converges to zero under certain conditions. We establish a worst-case iteration complexity of $\\mathcal{O}(\\epsilon^{-2})$ that matches those of related methods like ProxGEN, where the learning rate is assumed to be related to the Lipschitz constant. Our experiments on network instances trained on CIFAR-10 and CIFAR-100 with $\\ell_1$ and $\\ell_0$ regularizations show that SR2 consistently achieves higher sparsity and accuracy than related methods such as ProxGEN and ProxSGD.","url_abs":"https://arxiv.org/abs/2206.06531v2","url_pdf":"https://arxiv.org/pdf/2206.06531v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"a-stochastic-proximal-method-for-nonsmooth","repo_url":"https://github.com/dounialakhmiri/sr2","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}