352 citations · 495 across the 43 of their papers we have counts for
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On the Optimal Lower and Upper Complexity Bounds for a Class of Composite Optimization Problems
Zhenyuan Zhu, Fan Chen, Junyu Zhang +1
We study the optimal lower and upper complexity bounds for finding approximate solutions to the composite problem , where is smooth and is convex. Giv…
Monte Carlo Policy Gradient Method for Binary Optimization
Cheng Chen, Ruitao Chen, Tianyou Li +2
Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-har…
The Error in Multivariate Linear Extrapolation with Applications to Derivative-Free Optimization
Liyuan Cao, Zaiwen Wen, Ya-xiang Yuan
We study in this paper the function approximation error of multivariate linear extrapolation. The sharp error bound of linear interpolation already exists in the literature. Howeve…
Convergence Analysis of Stochastic Gradient Descent with MCMC Estimators
Tianyou Li, Fan Chen, Huajie Chen +1
Understanding stochastic gradient descent (SGD) and its variants is essential for machine learning. However, most of the preceding analyses are conducted under amenable conditions…
Gauss-Newton Temporal Difference Learning with Nonlinear Function Approximation
Zhifa Ke, Junyu Zhang, Zaiwen Wen
In this paper, a Gauss-Newton Temporal Difference (GNTD) learning method is proposed to solve the Q-learning problem with nonlinear function approximation. In each iteration, our m…