École Polytechnique Fédérale de Lausanne (EPFL); Univ. Grenoble Alpes, CNRS, Inria, Grenoble INP, LIG 38000 Grenoble, France & Criteo AI Lab; Univ. Grenoble Alpes, CNRS, Inria, Grenoble INP, LIG 38000 Grenoble, France
Kimon Antonakopoulos, Thomas Pethick, Ali Kavis, Panayotis Mertikopoulos, Volkan Cevher
monotone variational inequalities;stochastic variational inequalities;adaptive methods;improved rates
Sifting through the noise: Universal first-order methods for stochastic variational inequalities