Egor Shulgin

Master student



I am a Master student at King Abdullah University of Science and Technology (KAUST) advised by Peter Richtárik.


  • Optimization for Machine Learning


  • BSc in Applied Mathematics, Computer Science and Physics, 2019

    Moscow Institute of Physics and Technology

Recent Posts

Recent Publications

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Revisiting Stochastic Extragradient

We fix a fundamental issue in the stochastic extragradient method by providing a new sampling strategy that is motivated by …

Uncertainty Principle for Communication Compression in Distributed and Federated Learning and the Search for an Optimal Compressor

In order to mitigate the high communication cost in distributed and federated learning, various vector compression schemes, such as …

Adaptive Catalyst for Smooth Convex Optimization

In this paper, we present the generic framework that allows accelerating almost arbitrary non-accelerated deterministic and randomized …

SGD: General Analysis and Improved Rates

We propose a general yet simple theorem describing the convergence of SGD under the arbitrary sampling paradigm. Our theorem describes …

Lecture Notes on Stochastic Processes

This is lecture notes on the course ‘Stochastic Processes’. In this format, the course was taught in the spring semesters …