10 citations · 28 across the 16 of their papers we have counts for
4 papers · 1 filter
Optimization on Pareto sets: On a theory of multi-objective optimization
Abhishek Roy, Geelon So, Yi-An Ma
In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optima…
Online covariance estimation for stochastic gradient descent under Markovian sampling
Abhishek Roy, Krishnakumar Balasubramanian
We investigate the online overlapping batch-means covariance estimator for Stochastic Gradient Descent (SGD) under Markovian sampling. Convergence rates of order $O\big(\sqrt{d}\,n…
A Central Limit Theorem for Algorithmic Estimator of Saddle Point
Abhishek Roy, Yi-An Ma
In this work, we study the asymptotic randomness of an algorithmic estimator of the saddle point of a globally convex-concave and locally strongly-convex strongly-concave objective…
Fairness Uncertainty Quantification: How certain are you that the model is fair?
Abhishek Roy, Prasant Mohapatra
Fairness-aware machine learning has garnered significant attention in recent years because of extensive use of machine learning in sensitive applications like judiciary systems. Va…