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math.OC2021★ 2 cited
Last-Iterate Convergence of Saddle-Point Optimizers via High-Resolution Differential Equations
Tatjana Chavdarova, Michael I. Jordan, Manolis Zampetakis
Several widely-used first-order saddle-point optimization methods yield an identical continuous-time ordinary differential equation (ODE) that is identical to that of the Gradient…
cs.GT2021★ 1 cited
Robust Learning of Optimal Auctions
Wenshuo Guo, Michael I. Jordan, Manolis Zampetakis
We study the problem of learning revenue-optimal multi-bidder auctions from samples when the samples of bidders' valuations can be adversarially corrupted or drawn from distributio…