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An Inexact Halpern Iteration with Application to Distributionally Robust Optimization

8 February 2024

Papers citing "An Inexact Halpern Iteration with Application to Distributionally Robust Optimization"

22 / 22 papers shown

Title
Asymptotic regularity of a generalised stochastic Halpern scheme with applications Nicholas Pischke Thomas Powell 83 1 0 07 Nov 2024
Vertex Exchange Method for a Class of Quadratic Programming Problems Ling Liang Kim-Chuan Toh Haizhao Yang 73 2 0 03 Jul 2024
Stochastic Halpern iteration in normed spaces and applications to reinforcement learning Mario Bravo Juan Pablo Contreras 97 4 0 19 Mar 2024
Extending the Reach of First-Order Algorithms for Nonconvex Min-Max Problems with Cohypomonotonicity Ahmet Alacaoglu Donghwan Kim Stephen J. Wright 110 4 0 07 Feb 2024
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems Quoc Tran-Dinh Yang Luo 188 8 0 08 Jan 2023
Stochastic Halpern Iteration with Variance Reduction for Stochastic Monotone Inclusions Xu Cai Chaobing Song Cristóbal Guzmán Jelena Diakonikolas 114 11 0 17 Mar 2022
Stochastic Gradient Descent-Ascent and Consensus Optimization for Smooth Games: Convergence Analysis under Expected Co-coercivity Nicolas Loizou Hugo Berard Gauthier Gidel Ioannis Mitliagkas Simon Lacoste-Julien 94 54 0 30 Jun 2021
Fast Distributionally Robust Learning with Variance Reduced Min-Max Optimization Yaodong Yu Tianyi Lin Eric Mazumdar Michael I. Jordan OOD 93 24 0 27 Apr 2021
Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution Bahar Taşkesen Soroosh Shafieezadeh-Abadeh Daniel Kuhn OT 59 26 0 10 Mar 2021
Fast Epigraphical Projection-based Incremental Algorithms for Wasserstein Distributionally Robust Support Vector Machine Jiajin Li Caihua Chen Anthony Man-Cho So OOD 111 22 0 24 Oct 2020
PAGE: A Simple and Optimal Probabilistic Gradient Estimator for Nonconvex Optimization Zhize Li Hongyan Bao Xiangliang Zhang Peter Richtárik ODL 93 130 0 25 Aug 2020
Halpern Iteration for Near-Optimal and Parameter-Free Monotone Inclusion and Strong Solutions to Variational Inequalities Jelena Diakonikolas 84 77 0 20 Feb 2020
A First-Order Algorithmic Framework for Wasserstein Distributionally Robust Logistic Regression Jiajin Li Sen Huang Anthony Man-Cho So OOD 73 13 0 28 Oct 2019
Distributionally Robust Optimization: A Review Hamed Rahimian Sanjay Mehrotra 74 134 0 13 Aug 2019
SGD: General Analysis and Improved Rates Robert Mansel Gower Nicolas Loizou Xun Qian Alibek Sailanbayev Egor Shulgin Peter Richtárik 94 383 0 27 Jan 2019
Wasserstein Distributionally Robust Kalman Filtering Soroosh Shafieezadeh-Abadeh Viet Anh Nguyen Daniel Kuhn Peyman Mohajerin Esfahani 87 101 0 24 Sep 2018
Semi-supervised Learning based on Distributionally Robust Optimization Jose H. Blanchet Yang Kang OOD 107 29 0 28 Feb 2017
Optimization Methods for Large-Scale Machine Learning Léon Bottou Frank E. Curtis J. Nocedal 268 3,228 0 15 Jun 2016
Quantifying Distributional Model Risk via Optimal Transport Jose H. Blanchet Karthyek Murthy 92 427 0 05 Apr 2016
Distributionally Robust Logistic Regression Soroosh Shafieezadeh-Abadeh Peyman Mohajerin Esfahani Daniel Kuhn OOD 104 308 0 30 Sep 2015
Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations Peyman Mohajerin Esfahani Daniel Kuhn 125 1,678 0 19 May 2015
Intriguing properties of neural networks Christian Szegedy Wojciech Zaremba Ilya Sutskever Joan Bruna D. Erhan Ian Goodfellow Rob Fergus AAML 304 14,984 1 21 Dec 2013